Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Year of publication: |
2009
|
---|---|
Authors: | Forte, Santiago ; Peña Sánchez de Rivera, Juan Ignacio |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 11, p. 2013-2025
|
Subject: | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Theorie | Theory | USA | United States | Großbritannien | United Kingdom | Frankreich | France | Deutschland | Germany | Hongkong | Hong Kong | Japan |
-
Credit Spreads : An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS
Forte, Santiago, (2012)
-
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue, (2019)
-
Analysis of Lithuanian credit default swaps
Kregzde, Arvydas, (2015)
- More ...
-
Credit spreads : theory and evidence about the information content of stocks, bonds and CDSs
Peña Sánchez de Rivera, Juan Ignacio, (2006)
-
Credit Spreads : An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS
Forte, Santiago, (2012)
-
Punto de quiebra implícito en la prima de credit default swaps
Alonso Sánchez, Francisco, (2006)
- More ...