scholarly journals Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option

2014 ◽  
Vol 18 (2) ◽  
pp. 107-143
Author(s):  
Andreas W. Rathgeber ◽  
David Rudolph ◽  
Stefan Stöckl
Keyword(s):  
Credit Spreads ◽  
Pricing Anomaly

Credit spreads explained

2005 ◽  
Vol 1 (2) ◽  
pp. 61-78 ◽  
Author(s):  
Dominic O’Kane ◽  
Saurav Sen
Keyword(s):  
Credit Spreads

Impact of Multiple CDO Ratings on Credit Spreads

2009 ◽  
Author(s):  
Stefan Morkoetter ◽  
Simone Westerfeld
Keyword(s):  
Credit Spreads

Sarbanes-Oxley Act and Corporate Credit Spreads

2009 ◽  
Author(s):  
Ali Nejadmalayeri ◽  
Takeshi Nishikawa ◽  
Ramesh P. Rao
Keyword(s):  
Credit Spreads ◽  
Corporate Credit ◽  
Sarbanes Oxley
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