Pages that link to "Item:Q1782393"
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The following pages link to The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets (Q1782393):
Displaying 6 items.
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis (Q829130) (← links)
- Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk (Q1621898) (← links)
- Liquidity and CDS premiums on European companies around the subprime crisis (Q1937844) (← links)
- Governed by the cycle: interest rate sensitivity of emerging market corporate debt (Q2151658) (← links)
- Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926) (← links)