Finance and Economics Discussion Series: Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis

By Gregory R. Duffee

Book Overview

This paper empirically examines the relation between the Treasury term structure and spreads of investment grade corporate bond yields over Treasuries. I find that noncallable bond yield spreads fall... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288722303
• ISBN13: 9781288722303
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 38 Pages
• Weight: 0.19 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"