Macro factors in the term structure of credit spreads

Author(s)

• Amato, Jeffery D.
• Luisi, Maurizio
• Bank for International Settlements

Bibliographic Information

Macro factors in the term structure of credit spreads

by Jeffery D. Amato and Maurizio Luisi

（BIS working papers, no. 203）

Bank for International Settlements, c2006

• : print

Note

"Monetary and Economic Department"

"February 2006"

Includes bibliographical references (p. 34-37)

Details

• NCID: BB14899295
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: v, 61 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553