Are credit spreads and interest rates co-integrated? Empirical Analysis in the USD corporate bond market

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Dimensions: 30 cm

Extent: 38 Bl.

Language: Englisch

Notes: graph. Darst.
Literaturverz. Bl. 31 - 36

Bibliographic citation: ESCP-EAP working paper / ESCP-EAP European School of Management ; No. 25

Keyword: Zinsstruktur
Kreditrisiko
Risikoprämie
Industrieobligation
Kointegration
:z Geschichte 1995-2005
USA

Event: Veröffentlichung

(where): Berlin

(who): ESCP-EAP

(when): 2007

Creator: Pape, Ulrich
Schlecker, Matthias

Table of contents: https://d-nb.info/985990732/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 2:25 PM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Associated

Pape, Ulrich
Schlecker, Matthias
ESCP-EAP

Time of origin

2007

Other Objects (12)

Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

Arbeitspapier

Cointegrated VARMA models and forecasting US interest rates

Graffiti | Streetart

USD

Graffiti | Streetart

USD

Graffiti | Streetart

USD

Arbeitspapier

Interest rate spreads and forward guidance

Arbeitspapier

Transparency and emerging market bond spreads

Arbeitspapier

Sovereign bond spreads and credit sensitivity

Arbeitspapier

CDS market structure and bond spreads

Transparency and emerging market bond spreads

CDS market structure and bond spreads

Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

Arbeitspapier

Cointegrated VARMA models and forecasting US interest rates

Graffiti | Streetart

USD

Graffiti | Streetart

USD

Graffiti | Streetart

USD

Arbeitspapier

Interest rate spreads and forward guidance

Arbeitspapier

Transparency and emerging market bond spreads

Arbeitspapier

Sovereign bond spreads and credit sensitivity

Arbeitspapier

CDS market structure and bond spreads

Transparency and emerging market bond spreads

CDS market structure and bond spreads

Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

Arbeitspapier

Cointegrated VARMA models and forecasting US interest rates

Graffiti | Streetart

USD

Graffiti | Streetart

USD

Graffiti | Streetart

USD

Arbeitspapier

Interest rate spreads and forward guidance

Arbeitspapier

Transparency and emerging market bond spreads

Arbeitspapier

Sovereign bond spreads and credit sensitivity

Arbeitspapier

CDS market structure and bond spreads

Transparency and emerging market bond spreads

CDS market structure and bond spreads

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Are credit spreads and interest rates co-integrated? Empirical Analysis in the USD corporate bond market

Object Details

References and Relationships

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

Cointegrated VARMA models and forecasting US interest rates

USD

USD

USD

Interest rate spreads and forward guidance

Transparency and emerging market bond spreads

Sovereign bond spreads and credit sensitivity

CDS market structure and bond spreads

Transparency and emerging market bond spreads

Transparency and emerging market bond spreads

CDS market structure and bond spreads

Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

Cointegrated VARMA models and forecasting US interest rates

USD

USD

USD

Interest rate spreads and forward guidance

Transparency and emerging market bond spreads

Sovereign bond spreads and credit sensitivity

CDS market structure and bond spreads

Transparency and emerging market bond spreads

Transparency and emerging market bond spreads

CDS market structure and bond spreads

Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

Cointegrated VARMA models and forecasting US interest rates

USD

USD

USD

Interest rate spreads and forward guidance

Transparency and emerging market bond spreads

Sovereign bond spreads and credit sensitivity

CDS market structure and bond spreads

Transparency and emerging market bond spreads

Transparency and emerging market bond spreads

CDS market structure and bond spreads

Related objects

Reset password