Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds

Author:

Wagner Niklas,Hogan Warren,Batten Jonathan

Publisher

Wiley

Subject

Economics and Econometrics

Reference24 articles.

1. Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence

2. J. Annaert-, and M. DeCeuster, 1999 , "Modelling European Credit Spreads" , Working Paper, Erasmus University Rotterdam and University of Antwerp.

3. Bank forInternationalSettlements(BIS) 1998 , Basel: BIS Monetary and Economic Department.

4. Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis

5. Time variation in the credit spreads on Australian Eurobonds

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Contingent Claims Analysis of Sovereign Default Risk in the Eurozone;SSRN Electronic Journal;2017

2. Corporate yield spreads and real interest rates;International Review of Financial Analysis;2014-07

3. Empirical analysis of credit spread changes of US corporate bonds;International Review of Financial Analysis;2012-09

4. The Dynamics of the Credit Spread and Monetary Policy;Journal of Emerging Market Finance;2009-05

5. Testing for the Elasticity of Corporate Yield Spreads;SSRN Electronic Journal;2007

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