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A unified credit and interest rate arbitrage-free contingent claim model

Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 18 (2008/09) 3, pp. 5-17

Persistent link: https://www.econbiz.de/10003808952

The pricing of corporate bond provisions under interest rate risks

Ho, Thomas S. Y. - In: Research in finance 7 (1988), pp. 139-162

Persistent link: https://www.econbiz.de/10001082930

When does the prime rate change?

Mester, Loretta J.; Saunders, Anthony - 1990

Persistent link: https://www.econbiz.de/10000798502

Who changes the prime rate?

Mester, Loretta J.; Saunders, Anthony - 1990

Persistent link: https://www.econbiz.de/10000808792

Lending relationships and loan contract terms

Bharath, Sreedhar T.; Dahiya, Sandeep; Saunders, Anthony; … - In: The review of financial studies 24 (2011) 4, pp. 1141-1203

Persistent link: https://www.econbiz.de/10008989329

Mind the gap : the difference between U.S. and European loan rates

Berg, Tobias; Saunders, Anthony; Steffen, Sascha; … - 2016

We analyze differences in the pricing of syndicated loans between U.S. and European loans. For credit lines, U.S. borrowers pay significantly higher spreads, but also lower fees, resulting in similar total costs of borrowing in both markets. For term loans, U.S. firms pay significantly higher...

Persistent link: https://www.econbiz.de/10011436380