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Thesis

Essays on the market for corporate bonds

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...

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Division:
SSD
Department:
Economics
Role:
Author

Contributors

Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
Keywords:
Subjects:
UUID:
uuid:488f7a83-749f-4466-9bc5-e7a558edb6bf
Deposit date:
2017-12-18

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