结果：找到“Credit Spread”相关内容34个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
1990-2018上市公司控制变量数据1 个回复 - 1208 次查看 Operating Cycle 运营周期 LT/TD 长期负债/总负债 ST/AT 短期负债/总负债 LT/AT 长期负债/总资产 LT/MVE 长期负债/总市值 ST/MVE 短期负债/总市值 LT/BE 长 ...2021-12-18 10:51 - shenkaimuyang - 现金交易版
Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy
3 个回复 - 817 次查看 【作者(必填)】 [*]Dario Caldara和Edward Herbst 【文题(必填)】 Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs 【年份(必填)】 2019 【全文链接或数据库名称( ...2021-11-17 22:19 - oppo1234 - 求助成功区
3 个回复 - 817 次查看 【作者(必填)】 [*]Dario Caldara和Edward Herbst 【文题(必填)】 Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs 【年份(必填)】 2019 【全文链接或数据库名称( ...2021-11-17 22:19 - oppo1234 - 求助成功区
Option-Based Credit Spreads
1 个回复 - 501 次查看 【作者(必填)】Culp, Christopher L., Yoshio Nozawa, and Pietro Veronesi 【文题(必填)】Option-Based Credit Spreads 【年份(必填)】2018 【全文链接或数据库名称(选填)】期刊：American Economic Review ...2019-1-8 09:45 - y77 - 求助成功区
1 个回复 - 501 次查看 【作者(必填)】Culp, Christopher L., Yoshio Nozawa, and Pietro Veronesi 【文题(必填)】Option-Based Credit Spreads 【年份(必填)】2018 【全文链接或数据库名称(选填)】期刊：American Economic Review ...2019-1-8 09:45 - y77 - 求助成功区
求“Credit Spreads and Business Cycle Fluctuations”
1 个回复 - 590 次查看 【作者(必填)】 [*]Simon Gilchrist [*]Egon Zakrajšek 【文题(必填)】 Credit Spreads and Business Cycle Fluctuations【年份(必填)】 2012 【全文链接或数据库名称(选填)】https://www.aeaweb.org/a ...2018-5-17 19:53 - 2066891135 - 求助成功区
1 个回复 - 590 次查看 【作者(必填)】 [*]Simon Gilchrist [*]Egon Zakrajšek 【文题(必填)】 Credit Spreads and Business Cycle Fluctuations【年份(必填)】 2012 【全文链接或数据库名称(选填)】https://www.aeaweb.org/a ...2018-5-17 19:53 - 2066891135 - 求助成功区
求助文献“Capturing Credit Spread Premium”_Bruce Phelps, Kwok Ng
2 个回复 - 816 次查看 【作者(必填)】 Bruce D. Phelps Kwok-Yuen Ng 【文题(必填)】 Capturing Credit Spread Premium 【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abstract_ ...2015-2-9 16:40 - carter2981 - 求助成功区
2 个回复 - 816 次查看 【作者(必填)】 Bruce D. Phelps Kwok-Yuen Ng 【文题(必填)】 Capturing Credit Spread Premium 【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abstract_ ...2015-2-9 16:40 - carter2981 - 求助成功区
Term structure of credit spreads with learning and anticipation effects
2 个回复 - 410 次查看 【作者(必填)】Huang S C. T 【文题(必填)】Term structure of credit spreads with learning and anticipation effects 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2017-8-31 17:53 - 糖铺老木村 - 求助成功区
2 个回复 - 410 次查看 【作者(必填)】Huang S C. T 【文题(必填)】Term structure of credit spreads with learning and anticipation effects 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2017-8-31 17:53 - 糖铺老木村 - 求助成功区
A Credit Spread Puzzle for Reduced-Form Models
3 个回复 - 1867 次查看 【作者(必填)】Antje Berndt 【文题(必填)】 A Credit Spread Puzzle for Reduced-Form Models 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://raps.oxfordjournals.org/content/5/1/48 ...2016-3-2 04:15 - hzjhzj75 - 求助成功区
3 个回复 - 1867 次查看 【作者(必填)】Antje Berndt 【文题(必填)】 A Credit Spread Puzzle for Reduced-Form Models 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://raps.oxfordjournals.org/content/5/1/48 ...2016-3-2 04:15 - hzjhzj75 - 求助成功区
Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread
2 个回复 - 882 次查看 【作者(必填)】Son-Nan Chen, Pao-Peng Hsu & Chang-Yi Li 【文题(必填)】Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread Term Structures With Two-Dimensional Markov-Modulated Jump ...2016-5-3 09:34 - lipj - 求助成功区
2 个回复 - 882 次查看 【作者(必填)】Son-Nan Chen, Pao-Peng Hsu & Chang-Yi Li 【文题(必填)】Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread Term Structures With Two-Dimensional Markov-Modulated Jump ...2016-5-3 09:34 - lipj - 求助成功区
Dynamics of credit spread moments of European corporate bond indexes
3 个回复 - 732 次查看 【作者(必填)】 [*]Amir H. Alizadeha, , , [*]Alexandros Gabrielsenb, 【文题(必填)】 Dynamics of credit spread moments of European corporate bond indexes【年份(必填)】 2013 【全文链接或数据库名 ...2016-4-7 18:50 - internet.hzx - 求助成功区
3 个回复 - 732 次查看 【作者(必填)】 [*]Amir H. Alizadeha, , , [*]Alexandros Gabrielsenb, 【文题(必填)】 Dynamics of credit spread moments of European corporate bond indexes【年份(必填)】 2013 【全文链接或数据库名 ...2016-4-7 18:50 - internet.hzx - 求助成功区
Market conditions, default risk and credit spreads 不错 打印
2 个回复 - 1156 次查看 Market conditions, default risk and credit spreads 不错 打印2012-11-24 21:00 - ditto - 投资人（实务版）
2 个回复 - 1156 次查看 Market conditions, default risk and credit spreads 不错 打印2012-11-24 21:00 - ditto - 投资人（实务版）
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
4 个回复 - 1642 次查看 【作者(必填)】Huang and Huang 【文题(必填)】How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://raps.oxfordjournals.or ...2014-1-2 13:44 - johnzi0128 - 求助成功区
4 个回复 - 1642 次查看 【作者(必填)】Huang and Huang 【文题(必填)】How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://raps.oxfordjournals.or ...2014-1-2 13:44 - johnzi0128 - 求助成功区
Dynamics of credit spread moments of European corporate bond indexes
1 个回复 - 557 次查看 【作者(必填)】Amir H.Alizadeh，AlexandrosGabrielsen 【文题(必填)】Dynamics of credit spread moments of European corporate bond indexes 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www. ...2017-8-11 22:09 - internet.hzx - 求助成功区
1 个回复 - 557 次查看 【作者(必填)】Amir H.Alizadeh，AlexandrosGabrielsen 【文题(必填)】Dynamics of credit spread moments of European corporate bond indexes 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www. ...2017-8-11 22:09 - internet.hzx - 求助成功区
credit spread option 到底怎么区分call和put啊
1 个回复 - 3003 次查看 A covered credit spread call consists of which of the following positions? A long position in the underlying asset and: A. short in a credit spread put. B. short in a credit spread call. C. the purch ...2015-3-31 23:20 - rzwd - Forum
1 个回复 - 3003 次查看 A covered credit spread call consists of which of the following positions? A long position in the underlying asset and: A. short in a credit spread put. B. short in a credit spread call. C. the purch ...2015-3-31 23:20 - rzwd - Forum
object 'creditspreads' not found
1 个回复 - 2639 次查看 执行下面语句 时，报错 > matplot(x = Time, y = creditspreads, type = 'l', xlab = 'Maturity', ylab = 'Credit spreads', main = 'Term structure of credit spreads in the Merton model')Error in as.matrix(y ...2014-6-12 20:52 - kelsey66 - R语言论坛
1 个回复 - 2639 次查看 执行下面语句 时，报错 > matplot(x = Time, y = creditspreads, type = 'l', xlab = 'Maturity', ylab = 'Credit spreads', main = 'Term structure of credit spreads in the Merton model')Error in as.matrix(y ...2014-6-12 20:52 - kelsey66 - R语言论坛
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks
1 个回复 - 838 次查看 【作者(必填)】 [*]Alain Monfort1 and [*]Jean-Paul Renne2 【文题(必填)】Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 【年份(必填)】2014 【全文链接或数据库名称(选填)】 ...2014-9-29 19:38 - nkky2011 - 求助成功区
1 个回复 - 838 次查看 【作者(必填)】 [*]Alain Monfort1 and [*]Jean-Paul Renne2 【文题(必填)】Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 【年份(必填)】2014 【全文链接或数据库名称(选填)】 ...2014-9-29 19:38 - nkky2011 - 求助成功区
信用利差文献，credit spread，信用风险管理
11 个回复 - 4922 次查看 信用利差文献整理，credit spread，信用风险管理，因为自己要做这个方向，所以整理了一些文献，大多数文章来源elsever2013-5-29 10:40 - 聪明宝宝 - 风险管理
11 个回复 - 4922 次查看 信用利差文献整理，credit spread，信用风险管理，因为自己要做这个方向，所以整理了一些文献，大多数文章来源elsever2013-5-29 10:40 - 聪明宝宝 - 风险管理
不懂credit spread 求解
4 个回复 - 9354 次查看 A two-year zero-coupon bond issued by corporate XYZ is currently rated A. One year from now XYZ is expected to remain at A with 85% probability, upgraded to AA with 5% probability, and downgraded to ...2014-5-3 21:38 - 甜蜜的草悠悠 - CFA、CVA、FRM等金融考证论坛
4 个回复 - 9354 次查看 A two-year zero-coupon bond issued by corporate XYZ is currently rated A. One year from now XYZ is expected to remain at A with 85% probability, upgraded to AA with 5% probability, and downgraded to ...2014-5-3 21:38 - 甜蜜的草悠悠 - CFA、CVA、FRM等金融考证论坛
请问可以简单解释一下credit spread是什么意思吗
3 个回复 - 5782 次查看 可以给个通俗易懂的credit spread的定义和例子解释吗？非常感谢呀～2013-11-1 23:02 - bonheurl - 爱问频道
3 个回复 - 5782 次查看 可以给个通俗易懂的credit spread的定义和例子解释吗？非常感谢呀～2013-11-1 23:02 - bonheurl - 爱问频道
Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads
1 个回复 - 1044 次查看 Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads2013-9-15 21:24 - kjmiao - 金融学（理论版）
1 个回复 - 1044 次查看 Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads2013-9-15 21:24 - kjmiao - 金融学（理论版）
文献求助+Credit Spread Changes and Monetary Policy Surprises
2 个回复 - 982 次查看 【作者(必填)】Xiaoneng Zhu 【文题(必填)】Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market. 【年份(必填)】2012, 33, 103-128 【全文链接或数据 ...2013-9-4 07:30 - oldman - 求助成功区
2 个回复 - 982 次查看 【作者(必填)】Xiaoneng Zhu 【文题(必填)】Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market. 【年份(必填)】2012, 33, 103-128 【全文链接或数据 ...2013-9-4 07:30 - oldman - 求助成功区
求文献：Information Transparency, Lender Protection, and Credit Spread
1 个回复 - 745 次查看 求文献：Information Transparency, Lender Protection, and Credit Spread: Evidence from Chinese Debt Market 要求电子稿全文。 该文应该是发表于International Area Studies Review。但学校数据库上要收费。 ...2013-3-17 22:04 - yy1ng - 悬赏大厅
1 个回复 - 745 次查看 求文献：Information Transparency, Lender Protection, and Credit Spread: Evidence from Chinese Debt Market 要求电子稿全文。 该文应该是发表于International Area Studies Review。但学校数据库上要收费。 ...2013-3-17 22:04 - yy1ng - 悬赏大厅
An analysis of credit risk spreads for high yield bonds 不错 打印
1 个回复 - 1679 次查看 An analysis of credit risk spreads for high yield bonds 不错 打印2012-11-24 20:54 - ditto - 投资人（实务版）
1 个回复 - 1679 次查看 An analysis of credit risk spreads for high yield bonds 不错 打印2012-11-24 20:54 - ditto - 投资人（实务版）
A simple model for credit migration and spread curves
1 个回复 - 1056 次查看 A simple model for credit migration and spread curves2012-11-25 18:41 - ditto - 投资人（实务版）
1 个回复 - 1056 次查看 A simple model for credit migration and spread curves2012-11-25 18:41 - ditto - 投资人（实务版）
A Multifactor Model of Credit Spreads
0 个回复 - 1078 次查看 A Multifactor Model of Credit Spreads2012-11-25 18:37 - ditto - 投资人（实务版）
0 个回复 - 1078 次查看 A Multifactor Model of Credit Spreads2012-11-25 18:37 - ditto - 投资人（实务版）
A hidden Markov chain model for the term structure of bond credit risk spreads
0 个回复 - 1378 次查看 A hidden Markov chain model for the term structure of bond credit risk spreads2012-11-25 18:34 - ditto - 投资人（实务版）
0 个回复 - 1378 次查看 A hidden Markov chain model for the term structure of bond credit risk spreads2012-11-25 18:34 - ditto - 投资人（实务版）
Credit spread determinants An 85 year perspective 打印 不错
1 个回复 - 826 次查看 Credit spread determinants An 85 year perspective 打印 不错2012-11-24 20:57 - ditto - 投资人（实务版）
1 个回复 - 826 次查看 Credit spread determinants An 85 year perspective 打印 不错2012-11-24 20:57 - ditto - 投资人（实务版）
The aggregate credit spread and the business cycle 打印 不错
0 个回复 - 1122 次查看 The aggregate credit spread and the business cycle 打印 不错2012-11-24 20:52 - ditto - 投资人（实务版）
0 个回复 - 1122 次查看 The aggregate credit spread and the business cycle 打印 不错2012-11-24 20:52 - ditto - 投资人（实务版）
[感谢]Building Models For Credit Spreads
8 个回复 - 2014 次查看 <span class="Apple-style-span" style="word-spacing: 0px; font: normal normal normal 16px/normal simsun; text-transform: none; color: rgb(0, 0, 0); text-indent: 0px; white-space: normal; letter ...2009-3-31 12:12 - summerye - 文献求助专区
8 个回复 - 2014 次查看 <span class="Apple-style-span" style="word-spacing: 0px; font: normal normal normal 16px/normal simsun; text-transform: none; color: rgb(0, 0, 0); text-indent: 0px; white-space: normal; letter ...2009-3-31 12:12 - summerye - 文献求助专区
Floating–Fixed Credit Spreads
2 个回复 - 1102 次查看 Floating–Fixed Credit Spreads2011-11-8 14:42 - 金黄色的风 - 金融学（理论版）
2 个回复 - 1102 次查看 Floating–Fixed Credit Spreads2011-11-8 14:42 - 金黄色的风 - 金融学（理论版）
Understanding Changes in Corporate Credit Spreads
0 个回复 - 819 次查看 Understanding Changes in Corporate Credit Spreads2011-11-8 14:32 - 金黄色的风 - 金融学（理论版）
0 个回复 - 819 次查看 Understanding Changes in Corporate Credit Spreads2011-11-8 14:32 - 金黄色的风 - 金融学（理论版）
The correlation of a firm's credit spread with its stock price
1 个回复 - 1414 次查看 The correlation of a firm's credit spread with its stock price M Scheicher - Stock market volatility, 2009 - Chapman & Hall/CRC 如题，有下载者可设置五个论坛币，我会购买，谢谢！2011-3-22 12:35 - sqq19860225 - 文献求助专区
1 个回复 - 1414 次查看 The correlation of a firm's credit spread with its stock price M Scheicher - Stock market volatility, 2009 - Chapman & Hall/CRC 如题，有下载者可设置五个论坛币，我会购买，谢谢！2011-3-22 12:35 - sqq19860225 - 文献求助专区
Tax asymmetry deteriorates capital structure and credit spread
0 个回复 - 1695 次查看 Tax asymmetry deteriorates capital structure and credit spread2009-12-19 22:44 - fushengbin - 论文版
0 个回复 - 1695 次查看 Tax asymmetry deteriorates capital structure and credit spread2009-12-19 22:44 - fushengbin - 论文版
[求助]arbitrage using credit spread options
4 个回复 - 3301 次查看 2007 Notes Credit Derivatives Topic 55 Page 154... if the strike spreads in the put and call were 40 basis points above LIBOR, and the bond could be sold forward at a rate of 25 basis p ...2008-8-18 11:36 - rn11 - Forum
4 个回复 - 3301 次查看 2007 Notes Credit Derivatives Topic 55 Page 154... if the strike spreads in the put and call were 40 basis points above LIBOR, and the bond could be sold forward at a rate of 25 basis p ...2008-8-18 11:36 - rn11 - Forum
Interest Rate Spreads and Mandatory Credit Allocations: Implications on Ban...
0 个回复 - 135 次查看 2005-5-10 22:00 - 需求收入弹性564 - Forum
0 个回复 - 135 次查看 2005-5-10 22:00 - 需求收入弹性564 - Forum
