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European Central Bank analyses the risk and return of corporate bond markets

Published on: 12 August 2020
Published by LNB News

LNB News 12/08/2020

Document Information

Issue Date: 12 August 2020

Published Date: 12 August 2020

Jurisdiction(s): United Kingdom

Article summary

The European Central Bank has published a working paper series on the risk and return in international corporate bond markets. The report investigates the risk and return in major corporate bond markets of the developed world, including the US, the European Economic Area, Japan, UK, Canada and Australia. Over two million bond-month return observations from January 1998 to August 2018 are included in the analysis.

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