Pages that link to "Item:Q1621637"
From MaRDI portal
The following pages link to The determinants of CDS spreads: evidence from the model space (Q1621637):
Displaying 12 items.
- A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
- Common factors in credit defaults swap markets (Q740092) (← links)
- The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets (Q1782393) (← links)
- Liquidity and CDS premiums on European companies around the subprime crisis (Q1937844) (← links)
- The role of the leverage effect in the price discovery process of credit markets (Q2246685) (← links)
- On the single name CDS price under structural modeling (Q2349607) (← links)
- Estimation and evaluation of the term structure of credit default swaps: An empirical study (Q2518537) (← links)
- Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383) (← links)
- Market Models of Forward CDS Spreads (Q2909992) (← links)
- Exploring Mispricing in the Term Structure of CDS Spreads* (Q3120250) (← links)
- Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763) (← links)
- An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186) (← links)