The Term Structure of Credit Spreads in Project Finance

The Term Structure of Credit Spreads in Project Finance
Author: Marco Sorge
Publisher:
Total Pages: 72
Release: 2004
Genre: Credit
ISBN:


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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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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
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 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
The Term Structure of Credit Spreads and the Economic Activity
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: - 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 fr