Pages that link to "Item:Q1749525"
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The following pages link to Liquidity tail risk and credit default swap spreads (Q1749525):
Displaying 10 items.
- Credit spread approximation and improvement using random forest regression (Q1735198) (← links)
- Liquidity and CDS premiums on European companies around the subprime crisis (Q1937844) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763) (← links)
- Credit Default Swaps and Bank Regulatory Capital* (Q5048061) (← links)
- (Q5226711) (← links)
- Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads* (Q5378888) (← links)
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
- Comparing and quantifying tail dependence (Q6607486) (← links)