NYU Faculty Digital Archive
metadata only
Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices
We examine the question of the determinants of corporate bond credit spreads using both weekly and monthly option-adjusted spreads for nine corporate bond indexes from Merrill Lynch from January 1997 to July 2002. We find that the Russell 2000 index historical return volatility and the Conference Bo
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices#942495
- The Persistence and Asymmetric Volatility in the Nigerian Stocks Bull and Bear Markets#401144
- The October 2014 United States treasury bond flash crash and the contributory effect of mini flash crashes#748248
- The association between data intermediaries and bond rating classification model prediction accuracy#958036
- A Radial Basis Function Approach to Financial Time Series Analysis#244090
Record · ID 942578
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive