Theoretical basis on Determinants of Corporate Bond Spreads
Authors
Jiemin Huang
Corresponding Author
Jiemin Huang
Available Online January 2016.
- DOI
- 10.2991/emcs-16.2016.407How to use a DOI?
- Keywords
- Determinants; Bond spread; Capital factors; Gdp; Rates
- Abstract
This paper analyzes the theoretical basis of the relevant papers. First, the meaning and connotation of corporate bond yield spreads to define the difference between corporate bonds and corporate bonds; secondly, analyzed the determinants of corporate bond yield spreads, including: macroeconomic factors, capital market factors, individual factors of corporate bonds; and then introduces research methods of corporate bond yield spreads, including GARCH and ARCH methods, time series analysis, panel data fixed effects model, state space model and Kalman filter method.
- Copyright
- © 2016, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Jiemin Huang PY - 2016/01 DA - 2016/01 TI - Theoretical basis on Determinants of Corporate Bond Spreads BT - Proceedings of the 2016 International Conference on Education, Management, Computer and Society PB - Atlantis Press SP - 1627 EP - 1630 SN - 2352-538X UR - https://doi.org/10.2991/emcs-16.2016.407 DO - 10.2991/emcs-16.2016.407 ID - Huang2016/01 ER -