readme.cr.txt
Creators:
Carolina Castagnetti
;
Eduardo Rossi
From the dataset abstract
This paper investigates the determinants of credit spread changes in euro-denominated bonds. We adopt a factor model framework, inspired by the credit risk structural approach, as credit...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a65b5dc9-3737-436f-82e8-cae66317e895/resource/f479c06d-5470-41ef-a334-9de75798e374/download/readme.cr.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
