Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1619-7658

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: ESCP-EAP Working Paper ; 25

Keyword: Zinsstruktur
Kreditrisiko
Risikoprämie
Industrieobligation
Kointegration
:z Geschichte 1995-2005
USA

Event: Veröffentlichung

(where): Berlin

(who): ESCP Europe Wirtschaftshochschule Berlin

(when): 2022

Creator: Pape, Ulrich
Schlecker, Matthias

Contributor: ESCP Europe Wirtschaftshochschule Berlin e.V.

URN: urn:nbn:de:101:1-2022083110103370737254

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:54 PM CET

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Associated

Pape, Ulrich
Schlecker, Matthias
ESCP Europe Wirtschaftshochschule Berlin e.V.
ESCP Europe Wirtschaftshochschule Berlin

Time of origin

2022

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Are Credit Spreads and Interest Rates co-integrated? : Empirical Analysis in the USD Corporate Bond Market

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