Empirical studies of credit spreads and ratings

The credit markets experienced fundamental changes during the last two decades. Corporate debt volumes have expanded rapidly making such debt one of the largest asset classes in financial markets. Structured credit products revolutionized banking practices and transformed the framework of credit ris...

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Bibliographic Details
Main Author: Wu, Shi
Other Authors: Perraudin, William
Published: Imperial College London 2010
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527765