[BOOK][B] Essays on Corporate Bonds

AA Mentink - 2005 - repub.eur.nl
The introduction of the euro on January 1, 1999 created a large, single currency bond
market by merging eleven separate bond markets. The euro-denominated corporate bond …

[BOOK][B] Risk effects on the pricing of corporate bonds: A relative pricing model

DJ McGuire - 1998 - search.proquest.com
In this study, I develop and estimate a linear factor model of the return spread of US agency
and corporate bonds. Linear factor models have been employed in many investigations of …