Institut fur Rechnungslegung und WP
Koenigsworther Platz 1
Hannover , 30167
Germany
Leibniz Universität Hannover
Credit Derivatives, Cross-section of Credit Default Swap Spreads, Systematic Risk
Base Correlations, Dynamic Panel Regression, Implied Correlations, Single-tranche Collateralized Debt Obligations, Spread Forecast
Credit derivatives, CDO, Bond, Ratings, Systematic risk