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Valuing euro rating-triggered step-up telecom bonds

Houweling, Patrick; Mentink, Albert; Vorst, Ton - 2003

Persistent link: https://www.econbiz.de/10001791911

Valuing Euro rating-triggered step-up telecom bonds

Houweling, Patrick; Mentink, Albertus André; Vorst, Ton - 2003

We value rating-triggered step-up bonds with three methods: (i) the Jarrow, Lando andTurnbull (1997, JLT) framework, (ii) a similar framework using historical probabilities and(iii) as plain vanilla bonds. We find that the market seems to value single step-up bondsaccording to the JLT model,...

Persistent link: https://www.econbiz.de/10011333259

Valuing euro rating-triggered step-up telecom bonds

Houweling, Patrick (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001903804

Valuing Euro Rating-Triggered Step-Up Telecom Bonds

Houweling, Patrick; Mentink, Albert; Vorst, Ton - 2003

Persistent link: https://www.econbiz.de/10010324990

Fixed Income Asset Pricing in Europe and the US : Extending the Elton et al. (1995) Four-Factor Model

Hoepner, Andreas G. F. - 2018

). Progress into fixed income asset pricing has been slow, and there is still no consensus of which combinations of bond indexes … duration factor, a global bond factor, a credit factor, and three exchange rate factors, the resulting ten-factor model can …

Persistent link: https://www.econbiz.de/10012935129

A closed formula for illiquid corporate bonds and an application to the European market

Baviera, Roberto; Nassigh, Aldo; Nastasi, Emanuele - In: Journal of international financial markets, … 71 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012800079

Collateral affects return risk : evidence from the euro bond market

Helberg, Stig; Lindset, Snorre - In: Financial markets and portfolio management 34 (2020) 1, pp. 99-128

Persistent link: https://www.econbiz.de/10012225036

Collateral haircuts and bond yields in the European government bond markets

Nguyen Minh - In: International review of financial analysis 69 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012317363

Essays on the pricing of corporate bonds and credit derivates

Mortensen, Allan - 2005 - 1. udg.

Persistent link: https://www.econbiz.de/10003022428

Policy hazards, opportunism and the stock market reaction to the international expansion of telecom firms

García Canal, Esteban; Sánchez-Lorda, Pablo - In: European journal of international management : EJIM 7 (2013) 6, pp. 719-741

Persistent link: https://www.econbiz.de/10010399564

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