Theoretical basis on Determinants of Corporate Bond Spreads

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/).

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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  -