Krishnan, C. N. V. (contributor); … - 2003 - [Elektronische Ressource]
credit-spread curves each quarter for each bank in
our sample, and analyze the information content of credit-spread slopes … not provide
significant additional information on future bank-risk variables, over and above other bank-specific and …
market-wide information.
Key Words: credit-spread curves, credit-spread slopes, bank risk
JEL Codes: G28, G12, G18
1 …