Richard Schiemert

Catholic University of Eichstaett-Ingolstadt

Auf der Schanz 49

Ingolstadt, D-85049

Germany

http://www.schiemert.com/

  • Catholic University of Eichstaett-Ingolstadt

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 45,712

SSRN RANKINGS

Top 45,712

in Total Papers Downloads

1,092

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

Actions:
Email selected abstracts
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 811 (34,183)
Citation 1

Abstract:

Loading...

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 281 (124,789)

Abstract:

Loading...

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