How do bond specific, firm specific and macroeconomic factors influence corporate credit spreads
This paper investigates the determinants of credit spread changes on bonds denominated in euro. The...
We represent credit spreads across ratings as a function of common unobservable factors of the mean-...
This paper investigates the determinants of credit spread changes in euro-denominated bonds. We adop...
The recession of 2008 showcased the critical role that the corporate bond market plays in providing ...
The recession of 2008-2009 showcased the critical role that the corporate bond market plays in provi...
We study a structural model that allows us to examine how credit spreads are affected by the interac...
We study a structural model that allows us to examine how credit spreads are affected by the interac...
Using secondary market data on corporate bonds issued in Japan between 1997 and 2005, this paper exp...
We investigate the macroeconomic determinants of corporate spreads using a no-arbitrage technique. S...
Abstract We study a structural model that allows us to examine how credit spreads are affected by th...
While many studies concentrate on theoretical models for the pricing of corporate bonds and credit r...
The question of which factors determine corporate bonds pricing is investigated by analysing the spr...
Thesis: M.B.A., Massachusetts Institute of Technology, Sloan School of Management, 2014.Cataloged fr...
This paper investigates the determinants of credit spread changes on bonds denominated in euro. The ...
The purpose of this study is to examine what affects the changes in credit spreads. A regression mod...
This paper investigates the determinants of credit spread changes on bonds denominated in euro. The...
We represent credit spreads across ratings as a function of common unobservable factors of the mean-...
This paper investigates the determinants of credit spread changes in euro-denominated bonds. We adop...
The recession of 2008 showcased the critical role that the corporate bond market plays in providing ...
The recession of 2008-2009 showcased the critical role that the corporate bond market plays in provi...
We study a structural model that allows us to examine how credit spreads are affected by the interac...
We study a structural model that allows us to examine how credit spreads are affected by the interac...
Using secondary market data on corporate bonds issued in Japan between 1997 and 2005, this paper exp...
We investigate the macroeconomic determinants of corporate spreads using a no-arbitrage technique. S...
Abstract We study a structural model that allows us to examine how credit spreads are affected by th...
While many studies concentrate on theoretical models for the pricing of corporate bonds and credit r...
The question of which factors determine corporate bonds pricing is investigated by analysing the spr...
Thesis: M.B.A., Massachusetts Institute of Technology, Sloan School of Management, 2014.Cataloged fr...
This paper investigates the determinants of credit spread changes on bonds denominated in euro. The ...
The purpose of this study is to examine what affects the changes in credit spreads. A regression mod...
This paper investigates the determinants of credit spread changes on bonds denominated in euro. The...
We represent credit spreads across ratings as a function of common unobservable factors of the mean-...
This paper investigates the determinants of credit spread changes in euro-denominated bonds. We adop...