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https://ptsldigital.ukm.my/jspui/handle/123456789/464423Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | C. Chu, Quentin | - |
| dc.contributor.author | Lin, Yun-Yung | - |
| dc.date.accessioned | 2023-10-02T00:48:41Z | - |
| dc.date.available | 2023-10-02T00:48:41Z | - |
| dc.identifier.uri | https://ptsldigital.ukm.my/jspui/handle/123456789/464423 | - |
| dc.description.abstract | This paper investigates the differential effects of time to maturity and firm size on the default risk between the investment grade bonds and junk bonds. The dollar value of default risk (DVDR) is defined as the price difference between a risky corporate bond and a corresponding pseudo-default-free bond The differential effects of time to maturity and firm size on DVDR show in the A-BBB rated bonds and BBB-BB rated bonds group. As the bonds move from investment grade to junk bond category, the differential effects are large than those within investment grade bonds. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Nanyang Business School, Nanyang Technological University | en_US |
| dc.subject | Bonds | en_US |
| dc.subject | Dollar value of default risk (DVDR) | en_US |
| dc.subject | Investment | en_US |
| dc.title | Dollar value of default risk, time to maturity, and firm size: a comparison of investment grade bonds and junk bonds | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 25 | en_US |
| dc.identifier.callno | HG4026.A536 1999 sem | en_US |
| dc.contributor.conferencename | Eleventh Annual PACAP/FMA Finance Conference | - |
| dc.coverage.conferencelocation | Pan Pacific Hotel, Singapore | - |
| dc.date.conferencedate | 1999-07-08 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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