Are credit spreads and interest rates co-integrated? Empirical Analysis in the USD corporate bond market
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
30 cm
- Umfang
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38 Bl.
- Sprache
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Englisch
- Anmerkungen
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graph. Darst.
Literaturverz. Bl. 31 - 36
- Erschienen in
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ESCP-EAP working paper / ESCP-EAP European School of Management ; No. 25
- Schlagwort
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Zinsstruktur
Kreditrisiko
Risikoprämie
Industrieobligation
Kointegration
:z Geschichte 1995-2005
USA
- Ereignis
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Veröffentlichung
- (wo)
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Berlin
- (wer)
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ESCP-EAP
- (wann)
-
2007
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.03.2025, 11:56 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Pape, Ulrich
- Schlecker, Matthias
- ESCP-EAP
Entstanden
- 2007
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