摘要
本文梳理了近年来国外学者在公司债券定价模型方面的理论和实证探讨,介绍了几个主要研究分支及其子分支的代表性研究成果,对理论、实证、方法、数据等几个方面进行了简要的评述,并基于所做的文献综述为国内学者进一步深入研究我国即将崛起的公司债券市场提出了一些可供参考的建议。
This article summarizes and conducts empirical studies on the theories adopted by foreign scholars in corporate bond pricing model in recent years, The research results of several major research branches and sub-branches are introduced in the article, with elaborations in aspects like theory, empirical research, methodology and data. Based on the literature review, suggestions are proposed to domestic scholars with the purpose to further study China's corporate bond market.
出处
《国际金融研究》
CSSCI
北大核心
2013年第8期53-59,共7页
Studies of International Finance
关键词
公司债券
定价模型
信用风险
结构模型
简约模型
文献综述
Corporate Bond
Pricing Model
Credit Risk
Structural Model
Simple Model
Literature Review