Pages that link to "Item:Q345723"
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The following pages link to The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723):
Displaying 3 items.
- The impact of the leverage effect on the implied volatility smile: evidence for the German option market (Q2047035) (← links)
- The role of the leverage effect in the price discovery process of credit markets (Q2246685) (← links)
- TIME‐VARYING VOLATILITY, DEFAULT, AND THE SOVEREIGN RISK PREMIUM (Q5224963) (← links)