๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Municipal Bond Insurance Premium, Credit Rating, and Underlying Credit Risk

โœ Scribed by GAO LIU


Book ID
114758224
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
838 KB
Volume
32
Category
Article
ISSN
0275-1100

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๐Ÿ“œ SIMILAR VOLUMES


Credit spread volatility, bond ratings a
โœ Volker G. Heinke ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 125 KB

## Abstract This article examines the relationship between the volatility of the credit risk premium of a plain vanilla bond and its credit rating. We calculate volatilities over different time windows and test for differences in the mean volatility depending on the bond rating. We check for the in