Richard Schiemert

Catholic University of Eichstaett-Ingolstadt

Auf der Schanz 49

Ingolstadt, D-85049

Germany

http://www.schiemert.com/

SCHOLARLY PAPERS

2

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CITATIONS

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Scholarly Papers (2)

1.

Valuation Differences between Credit Default Swap and Corporate Bond Markets

Journal of Credit Risk, Vol. 9, No. 4, pp. 3-46, 2013
Number of pages: 44 Posted: 14 Aug 2010 Last Revised: 07 Jan 2014
Oliver Entrop, Richard Schiemert and Marco Wilkens
University of Passau, Catholic University of Eichstaett-Ingolstadt and University of Augsburg
Downloads 806 (29,240)
Citation 1

Abstract:

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credit default swap, credit risk, corporate bond, stochastic intensity model

2.

Spread Risk Premia in Corporate Credit Default Swap Markets

Credit and Capital Markets, Vol. 47, No. 4, pp. 571-610, 2014
Number of pages: 44 Posted: 18 Nov 2011 Last Revised: 16 Mar 2016
Oliver Entrop, Richard Schiemert and Marco Wilkens
University of Passau, Catholic University of Eichstaett-Ingolstadt and University of Augsburg
Downloads 274 (110,546)

Abstract:

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credit default swap, default risk premium, default event risk premium, spread risk premium, mark-to-market risk premium, stochastic intensity model