Determinants of Credit Spreads on Asset-Backed Securities: A British Case Study in the Context of the COVID-19 Pandemic

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Determinants of Credit Spreads on Asset-Backed Securities: A British Case Study in the Context of the COVID-19 Pandemic

The determinants of credit spreads on asset-backed securities are an active topic of discussion in the literature. This study is aimed to close the gap in research regarding the impact of the COVID pandemic on the determinants of credit spreads of the asset-backed securities in the United Kingdom. T...

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Bibliographic Details
Main Author:	Shen, Jiaqi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2021
Subjects:	Asset-backed Securities (ABS); COVID-19; Ordinary Least Squares (OLS)
Online Access:	https://eprints.nottingham.ac.uk/66516/

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