Systematic risk in corporate bond credit spreads
Year of publication: |
1998
|
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Authors: | Pedrosa, Monica ; Roll, Richard |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 8.1998, 3, p. 7-26
|
Subject: | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | USA | United States | 1995-1997 |
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