Calculating Returns in the Secondary Corporate Loan Market
5 Pages Posted: 16 Jul 2019
Date Written: July 15, 2019
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: 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
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