مرکز منطقه ای اطلاع رساني علوم و فناوري - What causes mean reversion in corporate bond index spreads? The impact of survival

Title of article :

What causes mean reversion in corporate bond index spreads? The impact of survival

Author/Authors :

Karan Bhanot، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

1385

To page :

1403

Keywords :

Credit spreads , survival , Bond index

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193737

Link To Document :