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Search: subject:"Sovereign debt CDS"
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value-at-risk
Dynamic price integration
5
exchange rates
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inflation targeting
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size effects
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sovereign debt CDS
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Asymmetry
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asymmetry
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contingent capital
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corporate risk taking
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credit risk
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diagnostic checking
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equity markets
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global financial crisis
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liquidity shock
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local covariates
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mixture models
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news sentiment
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Chang, Chia-Lin
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McAleer, Michael
4
Allen, David
2
Allen, Allen, D.E.
1
Allen, David E
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Department of Economics and Finance, College of Business and Economics
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Institute of Economic Research, Kyoto University
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RePEc
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1
Recent Developments in Financial Economics and Econometrics:An Overview
Chang, Chia-Lin
;
Allen, David E
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2013
spreads during the subprime crisis, information transmission between
sovereign
debt
CDS
and other financial factors for Latin …
Persistent link: https://www.econbiz.de/10010860064
Saved in:
2
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin
;
McAleer, Michael
;
Allen, Allen, D.E.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
spreads during the subprime crisis, information transmission between
sovereign
debt
CDS
and other financial factors for Latin …
Persistent link: https://www.econbiz.de/10010732636
Saved in:
3
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin
;
McAleer, Michael
;
Allen, David
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
spreads during the subprime crisis, information transmission between
sovereign
debt
CDS
and other financial factors for Latin …
Persistent link: https://www.econbiz.de/10010778692
Saved in:
4
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin
;
Allen, David
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2013
-formation transmission between
sovereign
debt
CDS
and other financial factors for Latin America, time-varying mixture GARCH models and …
Persistent link: https://www.econbiz.de/10010907402
Saved in:
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