Ortenca Kume

University of Kent - Kent Business School

Canterbury, Kent CT2 7PE

United Kingdom

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Scholarly Papers (1)

1.

Causality Relationship between Bond Ratings and Credit Spreads

Number of pages: 39 Posted: 23 Oct 2013
Ortenca Kume and Charlie Weir
University of Kent - Kent Business School and Robert Gordon University - Aberdeen Business School
Downloads 193 (158,386)

Abstract:

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credit spreads, default risk, bond ratings, Granger causality, bond pricing, panel data