gingerly 发表于 2025-3-21 18:21:56

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Adenocarcinoma 发表于 2025-3-21 20:39:39

Introduction and Summary,to as CDS spreads when annualised, are particularly suitable for deriving forward-looking risk premiums. These are also briefly compared with other forms of risk premiums. Furthermore, the individual chapters are summarised, showing the extent to which CDS spreads are employed in the empirical analyses.

CIS 发表于 2025-3-22 03:12:21

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严厉批评 发表于 2025-3-22 05:50:50

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是限制 发表于 2025-3-22 12:10:24

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BADGE 发表于 2025-3-22 15:50:21

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BADGE 发表于 2025-3-22 19:19:20

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思想上升 发表于 2025-3-23 00:41:22

https://doi.org/10.1007/978-3-662-66319-6etween September 2012 and December 2021 is considered, i.e. when the interest rate level in the Eurozone was at the zero lower bound. Using panel data regressions, a positive relationship is found between these risk premiums and various operationalisations of the risk-free interest rate. Additionall

Ceremony 发表于 2025-3-23 05:13:41

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Regurgitation 发表于 2025-3-23 05:35:24

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查看完整版本: Titlebook: Essays on Risk Premiums derived from Credit Default Swap Spreads; Thomas Jopp Book 2024 The Editor(s) (if applicable) and The Author(s), u