Divergence of Risk Measures across Different Market Conditions

By Boriana Borissova

In the following work we analyze the nature and dynamics of bond pricing in the European banking industry. In particular, we empirically investigate the relationship between the bond spread and the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3844318240
• ISBN13: 9783844318241
• Release Date: March 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 56 Pages
• Weight: 0.21 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"