The dynamics of rating based credit benchmark curves
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More about this item
Keywords
Credit Spread Curves; Benchmark Curves; Asset Swap Spread; Credit Rating and Credit Spread; Credit Spread Development; Rating Benchmark Curves; Credit Spread;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DEM-2022-07-18 (Demographic Economics)
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