Spread risk

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	17/05/2019	Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads	financial crisis., interbank credit, interest rates, Liquidity Risk, market liquidity, money markets, Spread Risk, Spread risk, Spread Risk
ERM Resource	17/05/2019	Modelling the liquidity premium on corporate bonds	bid-ask spread., corporate bonds, credit spread, liquidity premium, Spread Risk, Spread risk, Spread Risk
ERM Resource	17/05/2019	Credit Risk in the Euro Area	credit risk., Spread Risk, Spread risk, Spread Risk
ERM Resource	17/05/2019	The Myth of the Credit Spread Puzzle	Black-Cox model, corporate bond spreads, Credit Risk, credit spread, default probabilities;, Spread Risk, Spread risk, Spread Risk, structural models