Determinants of euro term structure of credit spreads
Year of publication: |
2004
|
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Authors: | Van Landschoot, Astrid |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Credit risk | Nelson-Siegel | Structural models |
Series: | ECB Working Paper ; 397 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/152831 [Handle] RePEc:ecb:ecbwps:20040397 [RePEc] |
Classification: | C22 - Time-Series Models ; e45 ; G15 - International Financial Markets |
Source: |
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid, (2004)
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Determinants of Euro Term Structure of Credit Spreads
Landschoot, Astrid Van, (2004)
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Determinants of Euro Term Structure of Credit Spreads
Van Landschoot, Astrid, (2004)
- More ...
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Determinants of euro term structure of credit spreads
Van Landschoot, Astrid, (2004)
-
Determinants of euro term structure of credit spreads
Van Landschoot, Astrid, (2004)
-
Determinants of Euro Term Structure of Credit Spreads
Van Landschoot, Astrid, (2004)
- More ...