Welthandelsplatz 1
Vienna, Vienna AT1020
Austria
Vienna, 1020
WU (Vienna University of Economics and Business)
Vienna Graduate School of Finance (VGSF)
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Liquidity, Corporate Bonds, Financial Crises, OTC Markets
liquidity, corporate bonds, financial crises, OTC markets
liquidity, corporate bonds, market microstructure, OTC markets
money markets, Libor, Euribor, manipulation, collusion
credit risk, recovery rate, corporate bonds, liquidity
rating validation, benchmarking, rating agreement, rating association, financial market integration, transition economies
credit spreads, estimation, yield curve estimation, joint estimation, cubic splines, Svensson
credit risk, default, corporate bond, credit default swap, reduced-form model, recovery rate, delivery option
rating validation, benchmarking, rating agreement, rating association, rating bias, Kemeny-Snell metric, multi-dimensional scaling, minimal spanning tree
Government bond markets, bond pricing, liquidity, liquidity measures, panel-data analysis
Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, Beta distribution, Jensen's inequality
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
liquidity, structured products, OTC markets, transparency, TRACE
trading strategy, term structure, pricing error
ratings, regulation, asset complexity, corporate bonds, information costs
ESG, corporate bonds, bond pricing, liquidity
Rating validation, latent variable, latent trait, probability of default
covenants, corporate bonds, debt pricing
corporate bonds, Covid-19, social distancing, rollover risk
Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, adverse selection
Political Uncertainty, Sovereign Bonds, Risk Premium, Liquidity
rating systems, loan pricing, oligopolistic banking sector, two-stage game, adverse selection
bond price, acquisition, merger, event study, co-insurance, rollover risk
bond price, acquisition, merger, Event study, co-insurance, rollover risk
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loan pricing, rating systems, loan portfolios
Rating heterogeneity, Benchmarking, Rating agreement, Rating association, Financial market integration, Transition economies