The Term Structure of Credit Spreads and Credit Default Swaps - An Empirical Investigation
Language: en
Pages: 36
Authors: Stefan Trück
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We investigate the term structure of credit spreads and credit default swaps for different rating categories. It is well-known quite that for issuers with lower
Credit Default Swaps
Language: en
Pages: 356
Authors: Christopher L. Culp
Categories: Business & Economics
Type: BOOK - Published: 2018-07-12 - Publisher: Springer

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This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of mark
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
Credit Default Swaps
Language: en
Pages: 150
Authors: Marti Subrahmanyam
Categories: Business & Economics
Type: BOOK - Published: 2014-12-19 - Publisher: Now Publishers

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Credit Default Swaps: A Survey is the most comprehensive review of all major research domains involving credit default swaps (CDS). CDS have been growing in imp