𝔖 Bobbio Scriptorium
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The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk

✍ Scribed by Ronald W. Anderson; Nusret Cakici


Book ID
108560430
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
80 KB
Volume
8
Category
Article
ISSN
0963-8008

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## 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