Article: Fitch Solutions: CDS, Liquidity Diverges for Alcoa & Asian Retailers.

Article: Relations between corporate credit spreads, ...
International Journal of Business;  March 22, 2009 ;     700+ words ... ... theoretical literature, empirical studies on credit spreads appear sparse. A clear understanding ... the few known empirical results on credit spreads, evidence suggests that they are influenced ... the systematic component of corporate credit spreads. A recurrent debate in the ...

Article: S&P: US Credit Spreads Widen, Volatility Rises.
Business Wire;  October 21, 2002 ;     700+ words ... ... Volatility in U.S. industrial credit spreads increased significantly in the third ... standard deviation of daily changes in credit spreads, can mask the divergence of specific ... investment- and speculative-grade credit spreads rose to their highest level for the ...

Article: Credit Spreads
Zacks Investment Research -;  August 28, 2009 ;     700+ words ...Credit Spreads Selling option premium is something ... therefore a challenging strategy. Credit spreads give us a chance to tap into the high ... cost on the bought leg. Generally credit spreads are done with options expiring within ...

Article: Widening of Credit Spreads May Boost Bond Insurers' ...
The Bond Buyer;  May 26, 2005 ;     700+ words ... ... Typically, if interest rates rise and credit spreads widen, the prospects for bond insurers ... report published last week. "When credit spreads are relatively wide, the bond insurers ... taking on the exposures," Ryan said. Credit spreads represent the spread between the yield ...

Article: S&P: US Credit Spreads Decline, Diverge From ...
Business Wire;  April 15, 2003 ;     700+ words ... ... improving credit fundamentals, U.S. credit spreads have tightened and volatility has declined ... behavior diverges from mid-2002 when credit spreads widened significantly as stock prices ... first quarter, investment-grade credit spreads were 174 bps and speculative-grade ...

Article: Credit spreads between German and Italian sovereign ...
Canadian Journal of Administrative Sciences;  June 1, 2000 ;     700+ words ... ... are employed to model the Sovereign credit spreads. These two models were introduced ... analysis. However, their usefulness for credit spreads still remains an open question. New ... diffusion framework to the analysis of credit spreads. See, for example, Duffie and Singleton ...

Article: Determinants of credit spreads in commercial ...
Real Estate Economics;  December 22, 2005 ;     700+ words ... ... determinants of commercial mortgage credit spreads as well as the terms of the mortgages ... has a strong positive relation with credit spreads, which is consistent with the idea ... empirically examines the determinants of credit spreads for commercial mortgages, that is ...