✦ LIBER ✦

Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach

✍ Scribed by Brent W. Ambrose; Yildiray Yildirim

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 577 KB
Volume: 37
Category: Article
ISSN: 0895-5638
DOI: 10.1007/s11146-008-9119-1

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The valuation of a firm’s investment opp

The valuation of a firm’s investment opportunities: a reduced form credit risk perspective

✍ R. Jarrow; A. Purnanandam 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 220 KB

A multicriteria approach for rating the

A multicriteria approach for rating the credit risk of financial institutions

✍ G. Baourakis; M. Conisescu; G. van Dijk; P. M. Pardalos; C. Zopounidis 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 134 KB

Managing the risk of loan prepayments an

Managing the risk of loan prepayments and the optimal structure of short term lending rates

✍ Bryan Stanhouse; Duane Stock 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 397 KB

A constrained least square approach to t

A constrained least square approach to the estimation of the term structure of interest rates

✍ Hiroshi Konno; Toru Takase 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 637 KB

A joint model for the term structure of

A joint model for the term structure of interest rates and the macroeconomy

✍ Hans Dewachter; Marco Lyrio; Konstantijn Maes 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 334 KB 👁 2 views

## Abstract We present and estimate a continuous time term structure model that incorporates observable macroeconomic variables and latent variables with a clear macroeconomic interpretation. Our model is able to accurately describe the joint dynamics for US macroeconomic variables and the yield cu

Interest rate risk of German financial i

Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure

✍ Marc-Gregor Czaja; Hendrik Scholz; Marco Wilkens 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 367 KB