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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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Implizite Ausfallwahrscheinlichkeiten von Unternehmensanleihen : Eine empirische Analyse in unterschiedlichen Währungen auf Basis von Zinsstrukturkurven
Schiffel, Simon - 2009
Approximationsverfahren zur Bestimmung der Zinsstruktur aussehen sollte, um bereits aus wenigen Anleihedaten die Zinsstruktur zu schätzen …
Persistent link: https://www.econbiz.de/10014015026
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid - 2004
In this paper, we analyze wether the sensitivity of credit spread changes to financial and macroeconomic variables depends on bond characteristics such as rating and maturity. First, we estimate the term structure of credit spreads for different rating categories by applying an extension of the...
Persistent link: https://www.econbiz.de/10011625718
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Credit spreads in the European green bond market : a daily analysis of the COVID-19 pandemic impact
Cicchiello, Antonella Francesca; Cotugno, Matteo; … - In: Journal of international financial management & accounting 33 (2022) 3, pp. 383-411
Persistent link: https://www.econbiz.de/10013463780
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid - 2004
Persistent link: https://www.econbiz.de/10002150538
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Determinants of Euro Term Structure of Credit Spreads
Van Landschoot, Astrid - 2010
In this paper, we analyze wether the sensitivity of credit spread changes to financial and macroeconomic variables depends on bond characteristics such as rating and maturity. First, we estimate the term structure of credit spreads for different rating categories by applying an extension of the...
Persistent link: https://www.econbiz.de/10013137105
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Determinants of Euro Term Structure of Credit Spreads
Van Landschoot, Astrid - 2021
In this paper, we investigate the determinants of the Euro term structure of credit spreads. More specifically, we analyze whether the sensitivity of credit spread changes to financial and macroeconomic variables depends on bond characteristics such as rating and maturity. According to the...
Persistent link: https://www.econbiz.de/10013319067
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Credit prices vs. credit quantities as predictors of economic activity in Europe : which tell a better story?
Guender, Alfred V. - In: Journal of macroeconomics 57 (2018), pp. 380-399
Persistent link: https://www.econbiz.de/10012128009
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid - 2004
Persistent link: https://www.econbiz.de/10013434744