PDF iconDownload This Paper
Open PDF in Browser
Add Paper to My Library
Permalink
Using these links will ensure access to this page indefinitely
Copy URL
Copy DOI

Calculating Returns in the Secondary Corporate Loan Market

5 Pages Posted: 16 Jul 2019

See all articles by Mehdi Beyhaghi

Mehdi Beyhaghi

Federal Reserve Banks - Federal Reserve Bank of Richmond

Sina Ehsani

Northern Illinois University

Date Written: July 15, 2019

Abstract

This note describes in detail the methodology to calculate returns in the secondary corporate loan market. It is provided as a supplementary note to "The cross-section of expected returns in the secondary corporate loan market."

Keywords: loan trading, secondary loan market, loan return

JEL Classification: G10, G12, G12

Suggested Citation

Beyhaghi, Mehdi and Ehsani, Sina, Calculating Returns in the Secondary Corporate Loan Market (July 15, 2019). Available at SSRN: https://ssrn.com/abstract=3420435 or http://dx.doi.org/10.2139/ssrn.3420435

Mehdi Beyhaghi (Contact Author)

Federal Reserve Banks - Federal Reserve Bank of Richmond ( email )

P.O. Box 27622
Richmond, VA 23261
United States

Sina Ehsani

Northern Illinois University ( email )

Chicago, IL 60115
United States

PDF iconDownload This Paper
Open PDF in Browser

Do you have a job opening that you would like to promote on SSRN?

Place Job Opening

Paper statistics

Downloads
78
Abstract Views
591
Rank
468,171
PlumX Metrics

Related eJournals