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~subject:"Länderrisiko"
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Länderrisiko
Risikoprämie
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Credit risk
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Kreditderivat
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Risk premium
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Credit derivative
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default risk premium
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Insolvency
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credit default swap
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Theorie
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bond excess return
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distress risk premium
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expected default frequency
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jump-at-default risk premium
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Öffentliche Anleihe
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EU-Staaten
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European corporate bond markets
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Eurozone
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Groba, Jonatan
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Journal of banking & finance
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The journal of credit risk : published quarterly by Incisive Media
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Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
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2
The impact of distressed economies on the EU sovereign market
Groba, Jonatan
;
Lafuente, Juan Angel
;
Serrano, Pedro
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2520-2532
Persistent link: https://www.econbiz.de/10009760595
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