Rachel
2019-12-04 20:18老師，請問書本298頁第六題答案Spread sensitivity is the effect on credit spreads of large withdraw-als by investors from credit funds. Spread sensitivity can be measured as the spread widening (in basis points) divided by the percentage outflow from high- yield funds (funds withdrawn divided by assets under management). A decrease in the spread sensitivity to fund outflows would most likely indicate an increase in liquidity.是什么意思？不太理解？
所屬：CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Chris Lan助教
2019-12-06 09:30
該回答已被題主采納
同學你好，這個問題是原版書的原文。你可以參考原版書，280頁，他是從美國市場的實證經(jīng)驗得到的這個結論。
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