Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds

Author:

Grammenos Costas Th.,Alizadeh Amir H.,Papapostolou Nikos C.

Publisher

Elsevier BV

Subject

Transportation,Business and International Management,Civil and Structural Engineering

Reference46 articles.

1. Credit risk, interest rate risk, and the business cycle;Alessandrini;Journal of Fixed Income,1999

2. Applied Econometrics. A Modern Approach using EViews and Microfit;Asteriou,2006

3. Econometric Analysis of Panel Data;Baltagi,2005

4. Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis;Barnhill;Journal of Empirical Finance,2000

5. Bedendo, M., Cathcart, L., El-Jahel, L., 2004. The shape of the term structure of credit spreads: an empirical investigation. Working Paper, Tanaka Business School, Imperial College.

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