Credit risk correlation and the cost of bank loans
Siamak Javadi, Theophilus Osah
| Year of publication: |
2024
|
|---|---|
| Authors: | Javadi, Siamak ; Osah, Theophilus Teye |
| Subject: | bank Loans | CDS spreads | credit risk correlation | default probabilities | loan covenants | loan spreads | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Kreditgeschäft | Bank lending | Kredit | Credit | Theorie | Theory | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Korrelation | Correlation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fima.12467 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015130700