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SSRNMacro-Finance & Rates

Corporate Bond Valuation Factors

Corporate bond credit spreads are affected by default risk and convenience services, with the European Central Bank's corporate quantitative easing programs significantly impacting corporate bonds' convenience yields.

Featured in No. 40 on 13 Mar 2024 ·

Released
27 Dec 2023
First featured
No. 40 · 13 Mar 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4751242

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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