Resti, Andrea; Sironi, Andrea - Banca d'Italia - 2005
paper, through an analysis of the economic capital allocations implied in corporate bond spreads. This is based on a unique … dataset of issuance spreads, ratings and other relevant bond variables (such as maturity, face value, time of issuance and … currency of denomination) including 7,232 eurobonds issued mostly by Canadian, European, Japanese and U.S. companies during …