Determinants of corporate credit spread: evidence from India (Record no. 49786)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01805nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180513144046.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180513b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Thakur, Bhanu.Pratap Sing., |
| 9 (RLIN) | 31603 |
| 245 ## - TITLE STATEMENT | |
| Title | Determinants of corporate credit spread: evidence from India |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 59-74 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Understanding the behavior of corporate credit spread is of paramount importance to understand and manage risk in fixed income securities. This study examines the determinants of corporate credit spread in Indian bond market. By adopting a panel data approach, the study estimates a fixed-effects regression equation to analyze the determinants of corporate credit spread in Indian bond market. The variables used in the study are motivated from structural models and macroeconomic variables and include interest rate variables, stock market variables, inflation and economic growth. The study found that the interest rate variables, stock market variables and inflation are the key variables in explaining the level of corporate credit spread in Indian bond market. The results are robust to the traditional approach of using aggregate yield spread for the whole sample and also when the sample was divided using different industrial classification. Overall, the study highlights the importance of stable interest rate and inflationary environment for the development of Indian corporate bond market. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Credit spread determinants |
| Uncontrolled term | Credit risk |
| Uncontrolled term | Indian bond market |
| Uncontrolled term | Panel data analysis |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kannadhasan, M. |
| 9 (RLIN) | 31604 |
| Personal name | Goyal, Vinay |
| 9 (RLIN) | 31605 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29297 |
| Host Itemnumber | 70506 |
| Main entry heading | CHAKRABARTI, BHASKAR |
| Place, publisher, and date of publication | INDIAN INSTITUTE OF MANAGEMENT CALCUTTA CALCUTTA |
| Other item identifier | 5558731 |
| Title | DECISION |
| International Standard Serial Number | 0304-0941 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Summer Projects on CDs |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 13/05/2018 | Vol 45, Issue 1/ 5558731JA4 | 5558731JA4 | 13/05/2018 | 13/05/2018 |