Measuring credit risk of individual corporate bonds in US energy sector
Year of publication: |
September 2016
|
---|---|
Authors: | Kariya, Takeaki ; Tanokura, Yoko ; Takada, Hideyuki ; Yamamura, Yoshiro |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 23.2016, 3, p. 229-262
|
Subject: | Credit risk price spread (CRiPS) | Standardized credit risk price spread (S-CRiPS) | Corporate bondTerm structure of default probabilities (TSDP) | Market credit rating (M-Rating) | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Kreditwürdigkeit | Credit rating | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium |
-
Credit spreads with jump risks and stationary leverage ratio
Kim, Hwa-sung, (2010)
-
Grass, Gunnar, (2011)
-
Research on corporate bond risk premium and default based on voluntary dual ratings selection
Yu, Qianlong, (2023)
- More ...
-
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki, (2015)
-
Kariya, Takeaki, (2012)
-
Kariya, Takeaki, (2012)
- More ...