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Author: | Ogden, J. P. |
Title: | Determinants of the relative interest rate sensitivities of corporate bonds. |
Journal: | Financial Management
1987 : SPRING, VOL. 16:1, p. 22-30 |
Index terms: | BOND MARKETS BONDS INTEREST RATES INVESTMENT CURRENCY MARKET DEPRECIATION |
Language: | eng |
Abstract: | This paper investigates the effects of various characteristics (default risk, call option, and sinking fund) on the interest rate sensitivity of a corporate bond, where the sensitivity of is assessed relative to that of an otherwise equivalent default-free fixed- income. |
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