Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Per Egil Aamo"'
Publikováno v:
Beta
In this study, we examine the credit risk of banking bonds. We apply two option-based credit default models originally derived by Merton and Black and Cox, with the aim of producing objective credit ratings and credit spreads. A credit rating process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ada74d9e1a1b797f1501755e109be18
https://doi.org/10.18261/issn.1504-3134-2020-01-05
https://doi.org/10.18261/issn.1504-3134-2020-01-05
Publikováno v:
Beta. 33:195-214
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b0dfdab4abdd7597338e0a040b334c5
https://doi.org/10.18261/issn.1504-3134-2019-02-06
https://doi.org/10.18261/issn.1504-3134-2019-02-06
Publikováno v:
Beta
In this paper, we examine the Norwegian financial bond market, i.e. the market for bonds issued by Norwegian banks. We describe the market by characterizing the market participants in the different securities on both the supply side and the demand si
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bb851f1c8dc0b7202a4ce043555b85ce
https://hdl.handle.net/11250/2503701
https://hdl.handle.net/11250/2503701
