Coupon Effects on Corporate Bonds: Pricing, Empirical Duration, and Spread Convexity
Hyman, Jay, Dor, Arik Ben, Dynkin, Lev, Horowitz, David, Xu, ZheVolume:
24
Langue:
english
Journal:
The Journal of Fixed Income
DOI:
10.3905/jfi.2014.24.3.052
Date:
January, 2015
Fichier:
PDF, 206 KB
english, 2015