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Which Factors
Affect Corporate Bonds Pricing? Empirical Evidence from Eurobonds
Primary Market Spreads, Gianpaolo Gabbi (Università degli
Studi di Siena) and Andrea Sironi (Università Bocconi, Milano)
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The Estimation
of Default Probabilities for Private Firms from Response Based Samples,
Rosario DellAquila (Zürcher Kantonlabank, Zurich) and
Stephan Lenz (Zürcher Kantonlabank, Zurich)
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The Default
Risk in Bank Lending Are There Swedish Evidence for the Church
Tower Principle?, Kenneth Carling (Office of Labor Market
Policy Evaluation, Sweden) and Sofia Lundberg (Umeå University,
Sweden)
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Applying
a Three-Factor Defaultable Term Structure Model to the Pricing of
Credit Default Options, Bernd Schmid (RiskLab GmbH, Germany)
and Anna Kalemanova (RiskLab GmbH, Germany)
- Default Compensator, Incomplete
Information and the Term Structure of Credit Spreads, Kay Giesecke
(Humboldt Universität, Berlin)
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