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pro vyhledávání: '"Heidorn, Thomas"'
Publikováno v:
In Energy Economics March 2015 48:276-287
Publikováno v:
Review of Accounting and Finance, 2013, Vol. 12, Issue 1, pp. 44-59.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/14757701311295827
Autor:
Heidorn, Thomas, Schlamann, Sara
The paper models and analyses the dynamics of credit spread curves based on ratings over the period from 2004 to 2021. Using more than 1.5 million data points of individual bonds, instead of using index data, monthly asset swap spread (ASW) curves ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0cc436e05e660cd6056112ccdbaf2070
https://hdl.handle.net/10419/260536
https://hdl.handle.net/10419/260536
