- Abstract:
-
This thesis contains three empirical studies on the US corporate bond market; each chapter is self-contained and can be read independently. Chapter 1 studies the impact of credit rating changes on corporate bond returns. This study uses a large dataset of corporate bond transactions from the TRACE database for the US corporate bond market, combined with credit rating changes from Fitch, Moody's and Standard and Poor's (S&P), to analyse over 22,000 bonds, coupled with approximately 28,4...
Expand abstract - Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- University of Oxford
- Keywords:
- Subjects:
- Copyright holder:
- Aino Levonmaa
- Copyright date:
- 2017
Thesis
Essays on the market for corporate bonds
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