Year: 1995
Author: Nöth, Markus
Credit and Capital Markets – Kredit und Kapital, Vol. 28 (1995), Iss. 4 : pp. 535–568
Abstract
Study of the Yield Structure in the Euro Market for DM-Denominated Loans
This study examines the correlation between the rating and yield to maturity of DM-Euromarket bonds. We find that, c.p. the yield to maturity of a bond increases with a decreasing rating between 1988 and 1991. We control for DM interest rate, bond’s liquidity and time to maturity.
Journal Article Details
Publisher Name: Global Science Press
Language: Multiple languages
DOI: https://doi.org/10.3790/ccm.28.4.535
Credit and Capital Markets – Kredit und Kapital, Vol. 28 (1995), Iss. 4 : pp. 535–568
Published online: 1995-04
AMS Subject Headings: Duncker & Humblot
Copyright: COPYRIGHT: © Global Science Press
Pages: 34
Author Details
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