Main menu
About the National Bank
Financial oversight
Notes and coins
Central Balance Sheet Office
Central Credit Registers
Statistics
Publications and research
Payments and securities
Monetary policy
Enter the terms you wish to search for.
Search
Top menu
Contact us
FAQ
Events
News service
Jobs
Investors
Blog
Language switcher
nl
fr
en
de
Determinants of Euro Term Structure of Credit Spreads
You are here
Home
Publications and research
Publications
Economic and financial publications
Working Papers
Determinants of Euro Term Structure of Credit Spreads
Determinants of Euro Term Structure of Credit Spreads
Share this page via facebook
Share this page via twitter
Share this page via linkedin
Share this page via mail
July 2004
Van Landschoot, A.
Working Paper N° 57
JEL classification:
C22
G15
Keywords:
credit risk
structural models
Nelson-Siegel
Download (PDF)
Press release