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This article presents joint econometric analysis of interest rate risk, issuer‐specific risk (credit risk) and bond‐specific risk (liquidity risk) in a reduced‐form framework. We estimate issuer‐specific and bond‐specific risk from corporate bond data in the German market. We find that bond‐specific risk plays a crucial role in the pricing of corporate bonds. We observe substantial differences between different bonds with respect to the relative influence of issuer‐specific vs. bond‐specific spread on the level and the volatility of the total spread. Issuer‐specific risk exhibits strong autocorrelation and a strong impact of weekday effects, the level of the risk‐free term structure and the debt to value ratio. Moreover, we can observe some impact of the stock market volatility, the respective stock's return and the distance to default. For the bond‐specific risk we find strong autocorrelation, some impact of the stock market index, the stock market volatility, weekday effects and monthly effects as well as a very weak impact of the risk‐free term structure and the specific stock's return. Altogether, the determinants of the spread components vary strongly between different bonds/issuers.  相似文献   
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郑毅琳  王顶 《河北工业科技》2005,22(6):334-336,339
针对现有VB语言自身的特点使其在设计模式的实现上具有很多先天不足,譬如对于具有重要应用价值的创造性设计模式中的Singleton设计模式无法实现,阐述了Singleton模式在VB中通过结合COM组件和对象工厂模式变通实现的技巧,并运用具体的实例展示了Singleton模式在需要节约资源及业务需求单一事件场合中的应用,实现了VB采用优秀体系结构的创造型设计模式。  相似文献   
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Two experiments examined a form of singleton bias deducible from lexicographic choice and Tversky’s theory of elimination by aspects. In Experiment 1, 100 decision makers who chose from a set of job applicants defined by equal numbers of equally important qualifications tended to ignore the singleton defined by possession of a relevant attribute but tended to rank-order the attributes as predicted by lexicographic choice theory and showed various forms of singleton bias. In Experiment 2, 100 decision makers who chose from sets of unspecified alternatives, universities, and houses/apartments defined by attributes that they had individually rated as equally important ignored the attribute-defined singleton in every alternative set but manifested a different singleton bias in favor of the middle option of the on-screen display.  相似文献   
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