Credit risk of fixed income securities is widely concerned during bond trading and risk monitoring, which can be measured by an important economic indicator credit spreads. This paper establishes a credit spread index by GZ model based on yield-to-...
In the financial market, many fixed-income analysts focus on trajectories of the hotspots. However, limited attention has been paid to the quantitative and qualitative evolution in a rapidly changing research field of fixed-income securities. This paper ...
The stock market is in turmoil amid during the COVID-19 pandemic. Based on the data from financial report in the past few years, we investigate the performance of GlaxoSmithKline based on DDM-FCF-DS model in terms of financial reports, aiming at finding ...
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