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

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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: 11.03.2025, 11:56 AM CET

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Pape, Ulrich
Schlecker, Matthias
ESCP-EAP

Time of origin

2007

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

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