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Decomposing credit spreads. (2005). Churm, Rohan ; Panigirtzoglou, Nikolaos .
In: Bank of England working papers.
RePEc:boe:boeewp:253.

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Cited: 9

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Cites: 23

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Cocites: 50

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  1. Can Islamic banks have their own benchmark?. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136.

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  2. Decomposition of country-specific corporate bond spreads. (2014). Dotz, Niko .
    In: Discussion Papers.
    RePEc:zbw:bubdps:372014.

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  3. US Corporate Bond Yield Spread. A default risk debate. (2013). Shah, Syed Noaman .
    In: EconStor Preprints.
    RePEc:zbw:esprep:73690.

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  4. US Corporate Bond Yield Spread: A default risk debate. (2013). Shah, Syed Muhammad Noaman Ahmed, .
    In: MPRA Paper.
    RePEc:pra:mprapa:44887.

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  5. US Corporate Bond Yield Spread: A default risk debate. (2013). Syed Muhammad Noaman Ahmed Shah, .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00798660.

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  6. What determines Euro area bank CDS spreads?. (2013). Vespro, Cristina ; Van Roy, Patrick ; de Ceuster, Marc ; Annaert, Jan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:444-461.

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  7. US Corporate Bond Yield Spread : A default risk debate. (2013). KEBEWAR, Mazen ; Syed Muhammad Noaman Ahmed Shah, .
    In: Papers.
    RePEc:arx:papers:1303.3391.

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  8. What determines euro area bank CDS spreads ?. (2010). Vespro, Cristina ; Van Roy, Patrick ; de Ceuster, Marc ; Annaert, Jan.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201005-10.

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  9. The determinants of credit spread changes in Japan. (2007). Ohyama, Shinsuke ; Sugimoto, Takuya .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:07-e-4.

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References

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Cocites

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