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 |
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Format | text/plain |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/87fb033d-02ec-4e3b-8749-3f36fe3f571a/resource/fd4af6b5-579c-40a6-a12a-80caf36f5f4f/download/readme.cr.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |