Intertemporal stablility of the European credit spread co-movement structure
Year of publication: |
2006
|
---|---|
Authors: | Annaert, Jan ; Claes, Anouk G. P. ; De Ceuster, Marc J. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 12.2006, 1, p. 23-32
|
Subject: | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | EU-Staaten | EU countries | 1998-2003 |
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