Chien Chung Nieh

Tamkang University

Professor

Department of Banking and Finance

Taiwan, 25137

Taiwan

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Scholarly Papers (1)

1.

Long Run Credit Risk Diversification: Empirical Decomposition of Corporate Bond

Review of Securities and Futures Markets, Vol. 20, No. 2, 2008
Posted: 23 Jan 2010 Last Revised: 27 Jan 2010
David S. Sun, William T. LIn and Chien Chung Nieh
Kainan University, Tamkang University - Banking & Finance and Tamkang University

Abstract:

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bond pricing, cointegration, credit risk, credit spread, diversifiable risk