Back to Search Start Over

Duration and convexity in Spanish corporate bonds

Authors :
Sotos, Francisco Escribano
Source :
International Advances in Economic Research. November 2004, Vol. 10 Issue 4, p273, 5 p.
Publication Year :
2004

Abstract

Abstract The aim of this paper is to investigate risky-prices sensitivity to interest rate changes in the Spanish market and to see if sensitivity is lower than public debt. To [...]

Subjects

Subjects :
Financial markets -- Forecasts and trends -- Analysis
Corporate bonds -- Analysis -- Forecasts and trends
Interest rates -- Forecasts and trends -- Analysis
Business
Economics
Business, international
Market trend/market analysis
Analysis
Forecasts and trends

Details

Language :
English
ISSN :
10830898
Volume :
10
Issue :
4
Database :
Gale General OneFile
Journal :
International Advances in Economic Research
Publication Type :
Academic Journal
Accession number :
edsgcl.126157149

Tools

Authors Abstract Subjects Details