Credit risk measurement and modelling
This thesis aims to make a contribution to the understanding of the key economic and company specific components of credit spreads in the investment and non-investment grade US bond market for different maturing bond indices. It calls for the full integration of different market andfirm specific var...
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City University London
2006
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.435027 |