A better criterion for forced selling in bond markets : credit ratings versus credit spreads
Year of publication: |
2020
|
---|---|
Authors: | Choi, Jae Yong ; Yi, Junesuh ; Yoon, Sun-Joong |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-8
|
Subject: | Bond portfolio management | Credit rating | Credit risk management | Credit spreads | Forced selling | Kreditrisiko | Credit risk | Kreditwürdigkeit | Theorie | Theory | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond | Ratingagentur | Rating agency | Rentenmarkt | Bond market | Risikoprämie | Risk premium | Anleihe | Bond |
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