Current affiliation: University of BradfordSubject: FinancePrimary location: United Kingdom
Published in:International Review of FinancePublication date:2016-03-03
Counter-Credit-Risk Yield Spreads
The paper presents a comprehensive analysis on China's Corporate Bond Market highlighting a interesting puzzle where corporate bond yield spreads m...
Published in:The Journal of Fixed IncomePublication date:2015-03-01
The paper develops a novel approach for measuring market expectation and term premium from the term structure of interest rates.
Published in:SSRN Electronic JournalPublication date:Not available