๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Effect of the Common Bond and Membership Expansion on Credit Union Risk

โœ Scribed by W. Scott Frame; Gordon V. Karels; Christine McClatchey


Book ID
110693342
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
135 KB
Volume
37
Category
Article
ISSN
0732-8516

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## Abstract This article examines the relationship between the volatility of the credit risk premium of a plain vanilla bond and its credit rating. We calculate volatilities over different time windows and test for differences in the mean volatility depending on the bond rating. We check for the in