Macro Factors in the Determination of Credit Spreads

Macro Factors in the Determination of Credit Spreads
Author: Michelle O'Toole
Publisher:
Total Pages: 0
Release: 2007
Genre:
ISBN:


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Macro Factors in the Determination of Credit Spreads
Language: en
Pages: 0
Authors: Michelle O'Toole
Categories:
Type: BOOK - Published: 2007 - Publisher:

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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
Macro Factors in Corporate Bond Credit and Liquidity Spreads
Language: en
Pages: 53
Authors: Biao Guo
Categories:
Type: BOOK - Published: 2019 - Publisher:

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This paper studies the macroeconomic determinants of the term structures of Treasury yields, corporate bond credit spreads, and corporate bond liquidity spreads
A No-arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure
Language: en
Pages: 80
Authors: Liuren Wu
Categories: Interest rates
Type: BOOK - Published: 2005 - Publisher:

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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