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Volumn 11, Issue 3, 2002, Pages 345-374

Modeling the yields on noninvestment grade bond indexes credit risk and macroeconomic factors

Author keywords

Cointegration; Derivative pricing; Forecasting; High yield; Market segmentation; Noninvestment grade; Yield spread

Indexed keywords


EID: 0036384561     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(02)00080-7     Document Type: Article
Times cited : (7)

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