Determinants of yield spread dynamics: Euro versus US dollar corporate bonds

Journal of Banking and Finance

Volumn 32, Issue 12, 2008, Pages 2597-2605

  Landschoot, Astrid Van ^a  

^a Standard and Poor's   (United Kingdom)

Author keywords

Credit cycle; Default risk; Liquidity risk; Term structure of yield spreads

Indexed keywords

EID: 55349144471     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.05.011     Document Type: Article

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