公司债信用利差影响因素及动态变化

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1、硕士学位论文公司债信用利差影响因素及动态变化DETERMINANTSOFCREDITSPREADANDDYNAMICPROCESS作者：李黎亚导师：陈松男教授上海交通大学上海高级金融学院二○一三年五月DeterminantsofCreditSpreadandDynamicProcessByLiyaLIUndertheSupervisionofProfessorSongnanChenSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMas

2、terInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2013Contents1.Introduction..........................................................................................................................12.Literature...................

3、............................................................................................................22.1.Foreignliteratureoverview.........................................................................................22.1.1.Structuremodel.......

4、..............................................................................................22.1.2.Reducedmodel......................................................................................................42.1.3.Foreignempiricalresearchsummary..

5、..................................................................52.2.Chineseresearch............................................................................................................63.Theoreticalanalysisforresearchdesign......................

6、.......................................83.1.Researchgoalandlogic...............................................................................................83.2.Creditspreaddeterminants...................................................................

7、.......................93.2.1.Theoreticalanalysisfromliterature.......................................................................93.2.2.Industrytakeawayondomesticmarket...............................................................103.3.Determinantsf

8、orchangeofcreditspread..............................................................113.3.1.Theoreticalanalysisfromliterature.....................................................................113.3.2.Industrytakea