Pages that link to "Item:Q3117720"
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The following pages link to A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure (Q3117720):
Displaying 5 items.
- Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management (Q893042) (← links)
- Modelling credit spreads with time volatility, skewness, and kurtosis (Q1615804) (← links)
- The term structure of equity premia and the macroeconomy: some results (Q2158722) (← links)
- Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
- Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator (Q5958705) (← links)