The Shape of the Term Structure of Credit Spreads

The Shape of the Term Structure of Credit Spreads
Author:
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Total Pages:
Release: 2004
Genre: Bonds
ISBN:


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The Shape of the Term Structure of Credit Spreads
Language: en
Pages:
Authors:
Categories: Bonds
Type: BOOK - Published: 2004 - Publisher:

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The Shape of the Term Structure of Credit Spreads
Language: en
Pages:
Authors: Mascia Bedendo
Categories:
Type: BOOK - Published: 2010 - Publisher:

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In this empirical paper we investigate the role of interest rate, market and idiosyncratic equity variables in explaining the entire shape of the term structure
On Forecasting the Term Structure of Credit Spreads
Language: en
Pages: 30
Authors: C. N. V. Krishnan
Categories:
Type: BOOK - Published: 2007 - Publisher:

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"Predictions of firm-by-firm term structures of credit spreads based on current spot and forward values can be improved upon by exploiting information contained
Macro Factors in the Term Structure of Credit Spreads
Language: en
Pages: 72
Authors: Jeffery D. Amato
Categories: Corporate bonds
Type: BOOK - Published: 2006 - Publisher:

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We estimate arbitrage-free term structure models of US Treasury yields and spreads on BBB and B rated corporate bonds in a doubly-stochastic intensity-based fra
The Term Structure of Credit Spreads in Project Finance
Language: en
Pages: 72
Authors: Marco Sorge
Categories: Credit
Type: BOOK - Published: 2004 - Publisher:

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