Credit rating and pricing : poles apart
Year of publication: |
June 2018
|
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Authors: | Blöchlinger, Andreas |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 11.2018, 2, p. 1-26
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Subject: | asset backed security (ABS) | contingent convertible bond (CoCo) | standard risk aversion | capital asset pricing model (CAPM) | UBS crisis | CAPM | Wandelanleihe | Convertible bond | Asset-Backed Securities | Asset-backed securities | Risikoaversion | Risk aversion | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Theorie | Theory | Risiko | Risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm11020027 [DOI] hdl:10419/238874 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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