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~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
~isPartOf:"Review of finance : journal of the European Finance Association"
~person:"Berndt, Antje"
~person:"Gouriéroux, Christian"
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Credit derivative
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Berndt, Antje
Gouriéroux, Christian
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Journal of risk finance : the convergence of financial products and insurance
Review of finance : journal of the European Finance Association
ECB Working Paper
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Annals of economics and statistics
1
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ECONIS (ZBW)
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Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
3
Decomposing European CDS returns
Berndt, Antje
;
Obreja, Iulian
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
2
,
pp. 189-233
Persistent link: https://www.econbiz.de/10003989544
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