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Advanced Search Include Citations. Advanced Search Include Citations Disambiguate. SiewertVolker Vonhoff. Citations On the Pricing of Corporate Debt: Default risk or liquidity? New evidence from the credit - Longstaff, Liquidity and credit risk premia in the pfandbrief market, et al. Working paper - Jong, Driessen - 33 How does liquidity affect government bond yields - Favero, Pagano, et al.
An option-theoretical approach - Koziol, Sauerbier - 6 The covered bond market - Packer, Stever, et al. A New Source of U. A GARCH model of secondary market spreads - Jobst - 2 predatory lending, and the international political economy of residential home mortgage securitization: Everything new, everything different or everything as it was? Working Paper - Korn, O, et al. Recent theoretical and empirical findings. On the Pricing of Corporate Debt: Parsimonious modeling of yield curves - Nelson, Siegel - The determinants of credit spread changes - Collin-Dufresne, Goldstein, et al.
Corporate yield spreads and bond liquidity - Chen, Lesmond, et al. Corporate bond liquidity before and after the onset of the subprime crisis. Liquidity risk premia in corporate bond markets. Working paper - Jong, Driessen - How does liquidity affect government bond yields - Favero, Pagano, et al. Time-varying credit risk and liquidity premia in bond andCDSmarkets.
Valuation of bond illiquidity: An option-theoretical approach - Koziol, Sauerbier - The covered bond market - Packer, Stever, et al. The future of mortgage finance in the united states - Bernanke - Agency ratings in the Pfandbrief market - Breger, Stovel - Yields and spreads on the German market.
The Pfandbrief - Birkmeyer, Herbert - The German Pfandbrief and European covered bonds market - Cross - The term structure of illiquidity premia. Pfandbrief-styple products in Europe. A fair value model for the Pfandbrief spread. The Pfandbrief - Rees - Competitiveness of the German Pfandbrief. Estimating the Liquidity and credit risk premia in the pfandbrief market Term Structure - Schich - The European Jumbo covered bond market liquidity and credit risk premia in the pfandbrief market B, Hillenbrand -