Pages that link to "Item:Q4554763"
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The following pages link to Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763):
Displaying 6 items.
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- The role of the leverage effect in the price discovery process of credit markets (Q2246685) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Comparing and quantifying tail dependence (Q6607486) (← links)