Yield Spread Analysis is a fixed income analytic method that quantifies the differential in yield between two bonds or bond classes, typically to assess credit risk, market expectations, or relative value by isolating the spread component over a benchmark rate.
305
Publications
20.6K
Citations
496
Authors
329
Institutions
Publications per year
2017–2026
52
Parents
Publications
305
Corporate Yield Spreads and Bond Liquidity
Long Chen, David A. Lesmond, Jason Zhanshun Wei · The Journal of Finance · 2007 · 1.1K citations · Full text
1–5 of 305
Authors
496
- LB
5
h-index
- KB
4
h-index
- JH
4
h-index
- ZH
4
h-index
- DH
4
h-index
1–5 of 496
Institutions
329
Federal Reserve
Washington D.C., United States
12 h-index
19 publications
2K citations
National Bureau of Economic Research
Cambridge, United States
12 h-index
17 publications
1.6K citations
Federal Reserve Board of Governors
Washington D.C., United States
10 h-index
15 publications
1.2K citations
International Monetary Fund
Washington D.C., United States
8 h-index
9 publications
397 citations
European Central Bank
Frankfurt am Main, Germany
7 h-index
8 publications
325 citations
Pennsylvania State University
State College, United States
6 h-index
8 publications
1.9K citations
New York University
New York, United States
6 h-index
10 publications
619 citations
London School of Economics and Political Science
London, United Kingdom
5 h-index
7 publications
380 citations
1–8 of 329
Venues
- SSRN Electronic Journal
Repository · 63 publications · 3.5K citations
26
h-index
- The Journal of Fixed Income
11 publications · 340 citations
10
h-index
- RePEc: Research Papers in Economics
Repository · 11 publications · 236 citations
10
h-index
- The Journal of Finance
11 publications · 2.5K citations
10
h-index
- Journal of Banking & Finance
8 publications · 1.6K citations
8
h-index
1–5