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Measuring credit risk of individual corporate bonds in US energy sector - MaRDI portal

Measuring credit risk of individual corporate bonds in US energy sector (Q1627685)

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scientific article; zbMATH DE number 6987646
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English
Measuring credit risk of individual corporate bonds in US energy sector
scientific article; zbMATH DE number 6987646

    Statements

    Measuring credit risk of individual corporate bonds in US energy sector (English)
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    3 December 2018
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    credit risk price spread (CRiPS)
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    standardized credit risk price spread (S-CRiPS)
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    corporate bond
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    term structure of default probabilities (TSDP)
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    market credit rating (M-rating)
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