The following pages link to (Q5226711):
Displaying 13 items.
- The impact of stock market volatility on corporate bond credit spreads. (Q1427748) (← links)
- Interest rate swaps and corporate default (Q1657208) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- Dynamic risk exposures in hedge funds (Q1927132) (← links)
- The relation between the corporate bond-yield spread and the real economy: stable or time-varying? (Q2292830) (← links)
- CDS trading and bond interest rates (Q2328513) (← links)
- Demystifying yield spread on corporate bonds trades in India (Q2419796) (← links)
- Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926) (← links)
- Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
- A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
- Yield Spreads and the Corporate Bond Rollover Channel (Q5113234) (← links)
- Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model (Q5123530) (← links)
- Dynamic credit default swap curves in a network topology (Q5235459) (← links)