Are all Credit Default Swap Databases Equal?
Year of publication: |
2010-12
|
---|---|
Authors: | Mayordomo, Sergio ; Peña, Juan Ignacio ; Schwartz, Eduardo S. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Mayordomo, S., Pena, J.I. and Schwartz, E.S., “Are all Credit Default Swap Databases Equal?”, European Financial Management, forthcoming. 102. Trolle, A.B. and Schwartz, E.S., “The Swaption Cube”, Review of Number 16590 |
Classification: | F33 - International Monetary Arrangements and Institutions |
Source: |
-
International risk-sharing and the transmission of productivity shocks
Corsetti, Giancarlo, (2004)
-
Fratzscher, Marcel, (2004)
-
Labour market reform and the sustainability of exchange rate pegs
Castrén, Olli, (2004)
- More ...
-
Towards a Common European Monetary Union Risk Free Rate
Mayordomo, Sergio, (2009)
-
Are all credit default swap databases equal?
Mayordomo, Sergio, (2014)
-
Towards a common Eurozone risk free rate
Mayordomo, Sergio, (2015)
- More ...