Pages that link to "Item:Q1937844"
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The following pages link to Liquidity and CDS premiums on European companies around the subprime crisis (Q1937844):
Displaying 8 items.
- The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
- Did crisis alter trading of two major oil futures markets? (Q1621634) (← links)
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets (Q1782393) (← links)
- Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
- The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds (Q2864816) (← links)
- Exploring Mispricing in the Term Structure of CDS Spreads* (Q3120250) (← links)