Spread Risk Premia in Corporate Credit Default Swap Markets
Year of publication: |
2016
|
---|---|
Authors: | Entrop, Oliver |
Other Persons: | Schiemert, Richard (contributor) ; Wilkens, Marco (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Schätzung | Estimation | Swap | Derivat | Derivative |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Credit and Capital Markets, Vol. 47, No. 4, pp. 571-610, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2014 erstellt |
Other identifiers: | 10.2139/ssrn.1961197 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
What Drives Corporate Bond Risk Premia? Evidence from the CDS Market
Diaz, Antonio, (2017)
-
Credit Default Swap & Variance Risk Premia
Zgolli, Ghada, (2012)
-
Culp, Christopher L., (2017)
- More ...
-
Spread Risk Premia in Corporate Credit Default Swap Markets
Entrop, Oliver, (2014)
-
Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver, (2013)
-
Spread risk premia in corporate credit default swap markets
Entrop, Oliver, (2014)
- More ...