Impact of Multiple CDO Ratings on Credit Spreads

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

Another Look at the Relation between Credit Spreads and Interest Rates

CFA Digest ◽  
2008 ◽  
Vol 38 (1) ◽  
pp. 20-22
Author(s):  
Deborah Kidd
Keyword(s):  
Interest Rates ◽  
Credit Spreads

Credit spreads explained

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

Default Risk Explains Main Part of Corporate Credit Spreads: Evidence from Multi-Period Non-Merton Model

2010 ◽  
Author(s):  
Leonid V. Philosophov ◽  
Vladimir L. Philosophov
Keyword(s):  
Default Risk ◽  
Main Part ◽  
Credit Spreads ◽  
Merton Model ◽  
Corporate Credit

Corporate Bond Credit Spreads and Forecast Dispersion

2007 ◽  
Author(s):  
Levent Guntay ◽  
Dirk Hackbarth
Keyword(s):  
Corporate Bond ◽  
Credit Spreads ◽  
Forecast Dispersion

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

Pricing of Leveraged Buyout Risk in Credit Spreads

2009 ◽  
Author(s):  
Yael Eisenthal-Berkovitz
Keyword(s):  
Credit Spreads ◽  
Leveraged Buyout

Anchoring Corporate Credit Spreads to Firm Fundamentals: A New Perspective

2010 ◽  
Author(s):  
Jennie Bai ◽  
Liuren Wu
Keyword(s):  
Credit Spreads ◽  
Corporate Credit ◽  
New Perspective

Credit Spreads and Regime Shifts: Evidence from the 2008 Financial Crisis

2012 ◽  
Author(s):  
Ivelina Pavlova ◽  
Ann Marie Hibbert ◽  
Joel R. Barber ◽  
Krishnan Dandapani
Keyword(s):  
Financial Crisis ◽  
Regime Shifts ◽  
Credit Spreads ◽  
2008 Financial Crisis ◽  
The 2008 Financial Crisis
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