Study of Consistency of Bond and CDS Quotes
Year of publication: |
2015
|
---|---|
Authors: | Kurbangaleev, Marat ; Lapshin, Victor ; Smirnov, Sergey N. |
Institutions: | National Research University Higher School of Economics |
Subject: | feasibility band | data consistency | risk-free interest rates | term structure of credit spreads | sovereign default risk | euro zone | defaultable bond | credit default swa |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in WP BRP Series: Financial Economics / FE, April 2015, pages - 23 Number WP BRP 43/FE/2015 23 pages |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
-
Bilateral investment treaties and sovereign default risk
Eichler, Stefan, (2021)
-
Bilateral investment treaties and sovereign default risk
Eichler, Stefan, (2021)
-
A COMPARATIVE ANALYSIS OF EX ANTE CREDIT SPREADS: STRUCTURED FINANCE VERSUS STRAIGHT DEBT FINANCE
Pinto, João, (2013)
- More ...
-
Lapshin, Victor, (2013)
-
Lapshin, Victor, (2013)
-
Studying the Replicability of Aggregate External Credit Assessments Using Public Information
Kurbangaleev, Marat, (2018)
- More ...