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An empirical analysis of the structure of credit risk premiums in the Eurobond market

✍ Scribed by Austin Murphy

Book ID
117427786
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
208 KB
Volume
22
Category
Article
ISSN
0261-5606

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## Abstract Because of the lack of short‐term government bonds, the interbank repo market in China has been providing the best information about market‐driven short‐term interest rates since its inception. This article examines the behavior of the repo rates of various terms and their term premiums