Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Jay Hyman, Arik Ben, Lev Dynkin, David Horowitz, and Zhe Xu
| Year of publication: |
2015
|
|---|---|
| Authors: | Hyman, Jay ; Ben Dor, Arik ; Dynkin, Lev ; Horowitz, David ; Xu, Zhe |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 24.2015, 3, p. 52-63
|
| Subject: | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Börsenkurs | Share price | Theorie | Theory | Anleihe | Bond | CAPM | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011292814