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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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Sovereign credit spreads and the composition of the government budget
Van Landschoot, Astrid - In: Review of world economics 140 (2004) 3, pp. 510-524
Persistent link: https://www.econbiz.de/10002413010
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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 yield spread dynamics : Euro versus US dollar corporate bonds
Van Landschoot, Astrid - In: Journal of banking & finance 32 (2008) 12, pp. 2597-2605
Persistent link: https://www.econbiz.de/10003795812
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Bank risk strategies and cyclical variation in bank stock returns
Baele, Lieven (contributor); Vander Vennet, Rudi (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933553
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Rating migration and asset correlation : structured versus corporate portfolios
Van Landschoot, Astrid; Jobst, Norbert - In: The handbook of structured finance, (pp. 217-238). 2007
Persistent link: https://www.econbiz.de/10003727135
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid - 2004
Persistent link: https://www.econbiz.de/10013434744
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid - 2004
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/10009639457
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid - 2004
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/10011604443
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid - European Central Bank - 2004
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/10005530906