Proceedings of the 2016 International Conference on Education, Management, Computer and Society

Theoretical basis on Determinants of Corporate Bond Spreads

Authors
Jiemin Huang
Corresponding Author
Jiemin Huang
Available Online January 2016.
DOI
https://doi.org/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/).

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Volume Title
Proceedings of the 2016 International Conference on Education, Management, Computer and Society
Series
Advances in Computer Science Research
Publication Date
January 2016
ISBN
978-94-6252-158-2
ISSN
2352-538X
DOI
https://doi.org/10.2991/emcs-16.2016.407How to use a DOI?
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  - https://doi.org/10.2991/emcs-16.2016.407
ID  - Huang2016/01
ER  -