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Determinants of Euro Term Structure of Credit Spreads · Study

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PreprintDeterminants of Euro Term Structure of Credit Spreads

Astrid Van Landschoot2010

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Preprintgreen2010

Determinants of Euro Term Structure of Credit Spreads

Astrid Van Landschoot

167 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

2001The Determinants of Credit Spread Changes 2002Is Information Risk a Determinant of Asset Returns?1998Agency Costs, Risk Management, and Capital Structure 1997A Markov Model for the Term Structure of Credit Risk Spreads 1977The Valuation of Corporate Liabilities as Compound Options 1984Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation 1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities 1996Firm-specific information and the correlation between individual stocks and bonds

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2010Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002 2010Price-Setting Behaviour in Belgium: What Can Be Learned from an Ad Hoc Survey ?2010Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets 2010The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 2007Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network

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Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations167

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.1691505

openalex_workW2140057720

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2010Macroeconomic and Monetary Policy-Making at the EC, from the Rome Treaties to the Hague Summit

2010Decomposing European CDS Returns

2010How Wages Change: Micro Evidence from the International Wage Flexibility Project