---
title: Corporate Bond Valuation Factors
url: https://www.ml-quant.com/papers/ssrn/4751242/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4751242
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4751242
featured: 2024-03-13
citations: unknown
topic: Macro-Finance & Rates
---


# Corporate Bond Valuation Factors

Corporate bond credit spreads are affected by default risk and convenience services, with the European Central Bank's corporate quantitative easing programs significantly impacting corporate bonds' convenience yields.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4751242
- Identifier: SSRN 4751242
- Released: 2023-12-27
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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