Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model
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DOI: 10.1016/j.najef.2019.101109
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More about this item
Keywords
Corporate bond; Credit spreads; Credit risk; Asymmetry; NARDL model;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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