Essays about: "Diana Iovanel"
Found 1 essay containing the words Diana Iovanel.
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1. Constructing the term structure of the U.S. corporate credit spread components - is there a relationship with the real economy?
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This paper decomposes the credit spread of U.S. corporate bonds into a component driven by issuer default-risk and a component common to all bonds in the market. It then uses these components to develop a procedure for constructing their term structure. READ MORE
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