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Credit spreads : Einflussfaktoren, Berechnung und langfristige Gleichgewichtsmodellierung
Schlecker, Matthias - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003861217
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Aktives Management von Corporate-Bond-Portfolios und Kreditrisiken
Hagenstein, Frank; Mertz, Alexander; Seifert, Jan - 2006
Persistent link: https://www.econbiz.de/10003238671
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Price discovery in the markets for credit risk : a Markov switching approach
Dimpfl, Thomas; Peter, Franziska Julia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 233-249
Persistent link: https://www.econbiz.de/10011507523
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Risikomanagement für Corporate Bonds : Modellierung von Spreadrisiken im Investment-Grade-Bereich
Wingenroth, Thorsten - 2004
Persistent link: https://www.econbiz.de/10001851056
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Valuing corporate bonds : in the presence of default risk
Schuler, Gerhard - 2004
Persistent link: https://www.econbiz.de/10001821001
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Investing in corporate bonds and credit risk
Hagenstein, Frank; Mertz, Alexander; Seifert, Jan - 2004
Persistent link: https://www.econbiz.de/10001950118
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Determinants of credit spreads : an empirical analysis for the European corporate bond market
Wilkes, Arne - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009300758
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The impact of the Bank of England's corporate bond purchase scheme on yield spreads
Boneva, Lena; Roure, Calebe de; Morley, Ben - 2018
Persistent link: https://www.econbiz.de/10011916393
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Return-generating models : simple model or advanced model? : the case of bond rating changes announcement
Taib, Hasniza Mohd - In: International journal of economics and management 10 (2016) 1, pp. 125-139
Persistent link: https://www.econbiz.de/10011924406
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Informed corporate credit market before monetary policy surprises : explaining pre-FOMC stock market movements
Abdi, Farshid; Wu, Botao - 2018
We show that U.S. corporate bond market movements during the days preceding FOMC announcements can predict monetary policy surprises, as well as the pre-FOMC stock market movements. Starting several days before an expansionary (contractionary) surprise in FOMC decisions, corporate bond prices...
Persistent link: https://www.econbiz.de/10011993517