Two Essays on the Corporate Bond Market
This dissertation consists of two papers. The first paper examines the propagation of firm-specific shocks as well as market-wide shocks between 1995-2003 using Treasury and corporate bond market data. It then tests the implications of previously proposed models of contagion. I find little support f...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en |
| Published: |
The University of Arizona.
2006
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10150/194948 |