Credit risk analysis on Euro government bonds-term structures of default probabilities
Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura, Zhu Wang
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Kariya, Takeaki ; Yamamura, Yoshiro ; Tanokura, Yoko ; Wang, Zhu |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 22.2015, 4, p. 397-427
|
| Subject: | European Economic and Monetary Union | Maastricht treaty | Government bond pricing model | Credit risk price spread | Term structures of interest rates and default probability | Credit default swap | Kreditrisiko | Credit risk | Eurozone | Euro area | Zinsstruktur | Yield curve | EU-Staaten | EU countries | Kreditderivat | Credit derivative | Theorie | Theory | Öffentliche Anleihe | Public bond | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-015-9202-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011524823