Macro factors in the term structure of credit spreads, February 2006 - Macro risk - Document - PDFSEARCH.IO

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	Macro factors in the term structure of credit spreads, February 2006 Add to Reading List Document Date: 2006-03-17 18:00:00 Open Document File Size: 726,63 KB Share Result on Facebook Company Standard & Poor / Moody's / International Settlements Press / ABN-AMRO Bank / Jeﬀery D. Amato Bank / / / Facility University of Lugano / University of Lugano JEL Classification Numbers / University of Copenhagen / / / Organization European Central Bank / Monetary and Economic Department of the Bank for International Settlements / University of Lugano JEL Classification Numbers / Luisi** Monetary and Economic Department / University of Copenhagen / US Treasury / University of Lugano / / Person Ken Singleton / Philip Schonbucher / Ang / Giovanni Barone-Adesi / Maurizio Luisi / Eom / Fabio Trojani / Jeffery D Amato / Monika Piazzesi / Eli Remolona / Huang / Helwege / / / URL www.bis.org / / SocialTag Financial markets United States housing bubble Fixed income market Mathematical finance Financial risk Corporate bond Economic model High-yield debt Credit rating agency Financial economics

Macro factors in the term structure of credit spreads, February 2006Add to Reading List