Towards a common Eurozone risk free rate
Year of publication: |
2015
|
---|---|
Authors: | Mayordomo, Sergio ; Peña Sánchez de Rivera, Juan Ignacio ; Schwartz, Eduardo S. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 10/12, p. 1005-1022
|
Subject: | Eurozone government bonds | credit quality | liquidity | macro-factors | Eurozone | Euro area | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Zinsstruktur | Yield curve | Liquidität | Liquidity |
-
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki, (2015)
-
Cerezo, Fernando, (2024)
-
Calice, Giovanni, (2013)
- More ...
-
Towards a common European Monetary Union risk free rate
Mayordomo, Sergio, (2009)
-
Are all credit default swap databases equal?
Mayordomo, Sergio, (2010)
-
Are all credit default swap databases equal?
Mayordomo, Sergio, (2014)
- More ...