Catharina Claussen

University of Muenster

Universitätsstr. 14-16

Muenster, 48143

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

77

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Credit Spread Puzzle - Model-Free Evidence from a Natural Experiment

Number of pages: 22 Posted: 04 Aug 2020
Catharina Claussen, Johannes Kriebel and Andreas Pfingsten
University of Muenster, University of Muenster and University of Münster - Finance Center Münster
Downloads 42 (461,997)

Abstract:

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Credit Spread Puzzle, Credit Risk, Sovereign Guarantees, Model-Free Identification

2.

Do Regulatory Capital Requirements Matter for Bond Yields?

Number of pages: 41 Posted: 04 Jun 2018 Last Revised: 24 Jun 2018
Catharina Claussen, Johannes Kriebel and Andreas Pfingsten
University of Muenster, University of Muenster and University of Münster - Finance Center Münster
Downloads 35 (493,045)

Abstract:

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Sovereign Debt, Sovereign Risk, Banking Regulation, Credit Spreads, Cost of Capital, Basel III