Modeling bond spreads and credit default risk in the Norwegian financial market using structural credit default models
Mathilde Rundhaug Artikkel Engelsk
*0011300359 *008201014s2020 xx# 000 0 eng *019 $bk *08230$a332.632309481 *100 $aRundhaug, Mathilde$4aut$uNorges teknisk-naturvitenskapelige universitet (NTNU), Fakultet for økonomi, Institutt for industriell økonomi og teknologiledelse$_152347700 *245 $aModeling bond spreads and credit default risk in the Norwegian financial market using structural credit default models *300 $aS. 89-124 : ill. *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *650 $akredittrisiko$9nor$2norart$_130255400 *650 $aobligasjonsmarked$9nor$2norart$_129049200 *650 $arisikomodeller$9nor$2norart$_151664000 *653 $acredit ratings$9eng$_152347800 *653 $acredit spreads$9eng$_151664400 *653 $areorganization boundaries$9eng$_152347900 *653 $astructural credit default models$9eng$_152348000 *653 $avolatility measures$9eng$_152348100 *700 $aAamo, Per Egil$4aut$uSpareBank1 SMN$_151664500 *700 $aLange, Petter Eilif de;$4aut;$uNorges teknisk-naturvitenskapelige universitet (NTNU), Fakultet for økonomi, Institutt for internasjonal forretningsdrift$_152348200 *773 $tBeta [elektronisk ressurs]$gVol. 34, no. 1 (2020)$x1504-3134 *8564 $uhttps://doi.org/10.18261/issn.1504-3134-2020-01-05 *999 $z2000654843$anorart:2000654843 ^