Pages that link to "Item:Q5379186"
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The following pages link to An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186):
Displaying 7 items.
- Default risk and equity returns: evidence from the Taiwan equities market (Q436945) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Credit default swaps and risk-shifting (Q2440418) (← links)
- Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
- CDS returns (Q2661672) (← links)
- Exploring Mispricing in the Term Structure of CDS Spreads* (Q3120250) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)