Plaza Universidad, 1
Albacete, Albacete 02071
Spain
University of Castilla-La Mancha
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Credit risk, credit derivatives, binomial lattice, Arbitrage free pricing
Corporate bonds, Yield spreads, Default risk, Liquidity, Term to maturity
Bonds, Liquidity, Spanish Public Debt, European Monetary Union
Treasury debts, Fixed income, Liquidity, Yield Spread, Age Effect
Rating Agencies, Rating Announcements, Trading Volume, Trading Frequency
Energy sector, Sustainability, environmental ratings, portfolio choice, quartiles, ADCC GARCH
Credit Default Swap, Distress Risk Premium, Expected Default Frequency, Jump-At-Default Risk Premium