The credit-spread puzzle
Year of publication: |
2005
|
---|---|
Authors: | Tsuji, Chikashi |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 24.2005, 7, p. 1073-1089
|
Subject: | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Risikoaversion | Risk aversion | Kreditwürdigkeit | Credit rating | Theorie | Theory |
-
Risk perceptions and fundamental effects on sovereign spreads
Georgoutsos, Demetris A., (2018)
-
Risk Perceptions and Fundamental Effects on Sovereign Spreads
Migiakis, Petros M., (2022)
-
Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet, (2017)
- More ...
-
Did the expectations channel work? Evidence from quantitative easing in Japan, 2001-06
Tsuji, Chikashi, (2016)
-
Tsuji, Chikashi, (2008)
-
Tsuji, Chikashi, (2008)
- More ...