Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets
Year of publication: |
July 2017
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Authors: | Champagne, Claudia ; Coggins, Frank ; Sodjahin, Amos |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 41.2017, p. 1-17
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Subject: | Credit risk | Credit spreads | Dynamic conditional correlation | Interdependence of financial markets | Unternehmensanleihe | Corporate bond | Kreditrisiko | USA | United States | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Korrelation | Correlation | Kanada | Canada | Risikoprämie | Risk premium | Finanzmarkt | Financial market |
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