Preiseffekte von Rating-Meldungen : Untersuchungen am Markt für Credit Default Swaps
Year of publication: |
2004
|
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Authors: | Micu, Marian ; Remolona, Eli M. ; Wooldridge, Philip D. |
Published in: |
BIZ-Quartalsbericht. - Basel : BIZ, Währungs- und Wirtschaftsabt., ISSN 1683-0164, ZDB-ID 2045616-5. - 2004, p. 63-75
|
Subject: | Swap | Kredit | Credit | Ankündigungseffekt | Announcement effect | Kreditwürdigkeit | Credit rating | USA | United States | Großbritannien | United Kingdom | Japan | Schweiz | Switzerland | EU-Staaten | EU countries | Schweden | Sweden | Kreditderivat | Credit derivative | 2001-2003 |
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