Vienna, Vienna AT1020
WU (Vienna University of Economics and Business)
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Liquidity, Corporate Bonds, Financial Crises, OTC Markets
liquidity, corporate bonds, financial crises, OTC markets
money markets, Libor, Euribor, manipulation, collusion
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: EUFM.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
liquidity, corporate bonds, market microstructure, OTC markets
rating validation, benchmarking, rating agreement, rating association, financial market integration, transition economies
credit risk, default, corporate bond, credit default swap, reduced-form model, recovery rate, delivery option
credit risk, recovery rate, corporate bonds, liquidity
Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, Beta distribution, Jensen's inequality
credit spreads, estimation, yield curve estimation, joint estimation, cubic splines, Svensson
Government bond markets, bond pricing, liquidity, liquidity measures, panel-data analysis
credit spreads, currency dependence, multi-curve estimation, corporate bonds
corporate credit spreads, credit spread curves , corporate bond market, estimation procedure, default variables, multicurve estimation approach, issuer-specific credit spreads
rating validation, benchmarking, rating agreement, rating association, rating bias, Kemeny-Snell metric, multi-dimensional scaling, minimal spanning tree
trading strategy, term structure, pricing error
Rating validation, latent variable, latent trait, probability of default
liquidity, structured products, OTC markets, transparency, TRACE
Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, adverse selection
rating systems, loan pricing, oligopolistic banking sector, two-stage game, adverse selection
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2791413.
loan pricing, rating systems, loan portfolios
ratings, Dodd-Frank Act, corporate bonds, liquidity
Rating heterogeneity, Benchmarking, Rating agreement, Rating association, Financial market integration, Transition economies
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