Impact of Government Bonds Spreads on Credit Derivatives - Berger - Books - Springer - 9783658202187 - December 13, 2017
In case cover and title do not match, the title is correct

Impact of Government Bonds Spreads on Credit Derivatives 1st ed. 2018 edition


Get an email once the item is available
Do you have a profile? Log in
Add to your iMusic wish list

Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. The main findings which are calculated by using the Fontana-Scheicher model show that a negative impact on credit default swap spreads is observed based on the analysed data.


85 pages, 5 Tables, color; 4 Illustrations, black and white; XVII, 85 p. 4 illus.

Media Books     Book
Released December 13, 2017
ISBN13 9783658202187
Publishers Springer
Pages 85
Dimensions 150 × 220 × 20 mm   ·   250 g   (Weight (estimated))
Language German  

More by Berger

Show all

Mere med samme udgiver