Pages that link to "Item:Q1615804"
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The following pages link to Modelling credit spreads with time volatility, skewness, and kurtosis (Q1615804):
Displaying 11 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management (Q893042) (← links)
- The impact of stock market volatility on corporate bond credit spreads. (Q1427748) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Modelling and forecasting government bond spreads in the euro area: a GVAR model (Q2453091) (← links)
- Forecasting credit spread volatility: evidence from the Japanese Eurobond market (Q2575430) (← links)
- A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure (Q3117720) (← links)
- Modeling the Dynamics of Credit Spreads with Stochastic Volatility (Q3117721) (← links)