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Search: subject:"CDS volatility"
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Forecasting sovereign
CDS
VOLATILITY
: a comparison of univariate GARCH-class models
Sabkha, Saker
;
Peretti, Christian de
;
Mallek, Sabrine
- In:
Vie & sciences de l'entreprise : VSE ; la revue de …
209
(
2020
),
pp. 27-56
Persistent link: https://www.econbiz.de/10013188545
Saved in:
2
Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
Research in international business and finance
50
(
2019
),
pp. 106-133
Persistent link: https://www.econbiz.de/10012177033
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