The Relation Between Treasury Yields and Corporate Bond Yield Spreads
- 17 December 1998
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 53 (6) , 2225-2241
- https://doi.org/10.1111/0022-1082.00089
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- A Simple Approach to Valuing Risky Fixed and Floating Rate DebtThe Journal of Finance, 1995
- Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest RatesThe Journal of Fixed Income, 1993
- Corporate Bond Price Discrepancies in the Dealer and Exchange MarketsThe Journal of Fixed Income, 1991
- Common Factors Affecting Bond ReturnsThe Journal of Fixed Income, 1991
- Corporate Bond Price Data Sources and Return/Risk MeasurementJournal of Financial and Quantitative Analysis, 1986