An empirical investigation in credit spread indices
Year of publication: |
2000
|
---|---|
Authors: | Prigent, Jean-Luc ; Renault, Olivier ; Scaillet, Olivier |
Publisher: |
Louvain-la-Neuve |
Subject: | Staatspapier | Government securities | Unternehmensanleihe | Corporate bond | Kredit | Credit | Risikoprämie | Risk premium | USA | United States | 1986-2000 |
Extent: | 32 S graph. Darst |
---|---|
Series: | Discussion paper. - Louvain-la-Neuve, ZDB-ID 2175648-X. - Vol. 2000,28 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Internetausg.: http://www.econ.ucl.ac.be/IRES/DP/IRES_DP/2000-28.pdf |
Source: | ECONIS - Online Catalogue of the ZBW |
-
An empirical investigation in credit spread indices
Prigent, Jean-Luc, (2000)
-
An empirical investigation in credit spread indices
Prigent, Jean-Luc, (2000)
-
On forecasting the term structure of credit spreads
Krishnan, C.N.V., (2007)
- More ...
-
Option Pricing with Discrete Rebalancing
Prigent, Jean-Luc, (2002)
-
Option pricing with discrete rebalancing
Prigent, Jean-Luc, (1999)
-
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc, (1999)
- More ...