Forecasting credit default swap premiums with Google search volume

Sebastian Bethke

Year of publication:	2016
Authors:	Bethke, Sebastian
Published in:	Essays on the determinants of corporate bond yield spreads. - Köln : Universitäts- und Stadtbibliothek Köln. - 2016, p. 52-85
Subject:	corporate bonds \| yield spreads \| bond correlation \| risk factor correlation \| flight-to-quality \| investor sentiment \| credit risk \| credit default swap \| Google search volume \| liquidity \| commonality \| Kreditrisiko \| Credit risk \| Kreditderivat \| Credit derivative \| Unternehmensanleihe \| Corporate bond \| Risikoprämie \| Risk premium \| Zinsstruktur \| Yield curve \| Korrelation \| Correlation \| Handelsvolumen der Börse \| Trading volume \| Prognoseverfahren \| Forecasting model \| Anleihe \| Bond \| Kapitaleinkommen \| Capital income \| Suchmaschine \| Search engine \| Portfolio-Management \| Portfolio selection

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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