Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress
Year of publication: |
2013
|
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Authors: | Odermann, Alexander ; Cremers, Heinz |
Institutions: | Frankfurt School of Finance and Management |
Subject: | Credit Spread | Present value | Credit Spread components | Default risk | Credit Spread risk | Liquidity risk | Risk free rate | Yield-to-maturity | Zero rate | Z-Spread | Structured Model | Reduced Form Model | Credit Spread drivers |
Extent: | application/pdf |
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Series: | Frankfurt School - Working Paper Series. - ISSN 1436-9753. |
Type of publication: | Book / Working Paper |
Notes: | Number 204 |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G32 - Financing Policy; Capital and Ownership Structure ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Odermann, Alexander, (2013)
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Odermann, Alexander, (2013)
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