Eine empirische Analyse der Spreadunterschiede von Festsatzanleihen zu Floatern im Euroraum und deren Zusammenhang zum Preis eines Credit Default Swaps
Year of publication: |
2002
|
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Authors: | Heidorn, Thomas ; Kantwill, Jens |
Publisher: |
Frankfurt am Main : HfB |
Subject: | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Zinsderivat | Interest rate derivative | Anleihe | Bond | Wertpapier | Securities | Eurozone | Euro area | EU-Staaten | EU countries | Kreditderivat | Credit derivative |
Extent: | 27 S graph. Darst |
---|---|
Series: | Arbeitsberichte / Hochschule für Bankwirtschaft. - Frankfurt, M. : HfB, ISSN 1436-9753, ZDB-ID 1401428-2. - Vol. 39 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | German |
Source: | ECONIS - Online Catalogue of the ZBW |
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