Lehman Brothers Fixed Income Database, Jan 1973 - Dec 1997

Principal Investigator(s): Arthur Warga

RDS Study ID: 1021

Availability: restricted to current Columbia University affiliated members


Keywords:
Finance
Bond
Lehman Brothers

Summary:

The LBFI database, also known as Warga database, provides comprehensive bond-specific information in the US from January 1973 to December 1997, including bond price, ratings (Standard and Poor's, Moody's Investors Service, Fitch IBCA, Duff & Phelps Credit Rating Company), yields, and coupons. (Hong & Warga, 2000, p.35)

Gwangheon Hong, & Warga, A. (2000). An Empirical Study of Bond Market Transactions. Financial Analysts Journal, 56(2), 32-46.


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