Vanishing contagion spreads
Year of publication: |
2022
|
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Authors: | Duarte, Diogo ; Prieto, Rodolfo ; Rindisbacher, Marcel ; Saporito, Yuri F. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 1, p. 740-772
|
Subject: | credit spreads | contagion | exchange economy | incomplete information | risk premia representation | Theorie | Theory | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Unvollkommene Information | Incomplete information | Kreditrisiko | Credit risk | Ansteckungseffekt | Contagion effect | Unternehmensanleihe | Corporate bond |
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