An empirical analysis of the structure of credit risk premiums in the Eurobond market
Year of publication: |
2003
|
---|---|
Authors: | Murphy, Austin |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 22.2003, 6, p. 865-885
|
Subject: | Eurobond | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Welt | World |
-
The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
Zhang, Min, (2015)
-
Valuation and credit risk premium of Euro-convertible bond : an empirical investigation
Chan, Alex Wing-ho, (1998)
-
Pricing risky debt : an empirical comparison of the Longstaff and Schwartz and Merton models
Wei, David Guoming, (1997)
- More ...
-
An Empirical Analysis of Segmented Pricing of Bond Systematic Risk
Benzschawel, Terry, (2014)
-
An empirical investigation of investor expectations in the currency market
Murphy, Austin, (2008)
-
The empirical relationship between stock prices and long-term earnings
Callaghan, Joe, (2009)
- More ...