| 书目名称 | Impact of Government Bonds Spreads on Credit Derivatives |
| 副标题 | Analysis of Increasi |
| 编辑 | Verena Anna Berger |
| 视频video | |
| 概述 | A study in business economics.Includes supplementary material: |
| 丛书名称 | BestMasters |
| 图书封面 |  |
| 描述 | .Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull-White model to demonstrate the theoretical calculation. The main findings which are calculated by using the Fontana-Scheicher model show that a negative impact on credit default swap spreads is observed based on the analysed data. However, there is high variation between the analysed countries so that a country-specific evaluation instead of a general review is recommended by the author.. |
| 出版日期 | Book 2018 |
| 关键词 | Credit default swaps; Credit default instruments; Sovereign Bonds; Modelling credit default swap(CDS) p |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-658-20219-4 |
| isbn_softcover | 978-3-658-20218-7 |
| isbn_ebook | 978-3-658-20219-4Series ISSN 2625-3577 Series E-ISSN 2625-3615 |
| issn_series | 2625-3577 |
| copyright | Springer Fachmedien Wiesbaden GmbH 2018 |
发表于 2025-3-21 19:28:45
