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Eine empirische Analyse der Spreadunterschiede von Festsatzanleihen zu Floatern im Euroraum und deren Zusammenhang zum Preis eines Credit Default Swaps

Heidorn, Thomas; Kantwill, Jens - 2002

The paper analyses the factors influencing the credit spread of € denominated bonds and credit default swaps. The regression shows a significant difference of the credit spread of corporate floaters compared to straight bonds. The steepnes of the yield curve leads surprisingly to lower credit...

Persistent link: https://www.econbiz.de/10010298970

Eine empirische Analyse der Spreadunterschiede von Festsatzanleihen zu Floatern im Euroraum und deren Zusammenhang zum Preis eines Credit Default Swaps

Heidorn, Thomas; Kantwill, Jens - Frankfurt School of Finance and Management - 2002

The paper analyses the factors influencing the credit spread of denominated bonds and credit default swaps. The regression shows a significant difference of the credit spread of corporate floaters compared to straight bonds. The steepnes of the yield curve leads surprisingly to lower credit...

Persistent link: https://www.econbiz.de/10005026992

Eine empirische Analyse der Spreadunterschiede von Festsatzanleihenzu Floatern im Euroraum und deren Zusammenhang zum Preis einesCredit Default Swaps

Heidorn, Thomas; Kantwill, Jens - Frankfurt School of Finance & Management - 2002

The paper analyses the factors influencing the credit spread of € denominated bonds andcredit default swaps. The regression shows a significant difference of the credit spread ofcorporate floaters compared to straight bonds. The steepnes of the yield curve leadssurprisingly to lower credit...

Persistent link: https://www.econbiz.de/10005865835