Across-the-curve credit spread indices

Antje Berndt, Darrell Duffie, Yichao Zhu

Year of publication:	2023
Authors:	Berndt, Antje ; Duffie, Darrell ; Zhu, Yichao
Subject:	benchmark \| credit spreads \| floating rates \| LIBOR \| reference rate \| SOFR \| Zinsstruktur \| Yield curve \| Kreditrisiko \| Credit risk \| Unternehmensanleihe \| Corporate bond \| Kreditwürdigkeit \| Credit rating \| Risikoprämie \| Risk premium \| Staatspapier \| Government securities

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