Directors’ Dealings have been extensively analysed especially for U.S. and U.K.stock markets. This event study is meant to bridge the gap for Germany, Italy andthe Netherlands. The question to be investigated is whether board members andother company insiders earn abnormal returns with market...

Implied Base Correlations of Single-tranche CDOs on standardized Credit Indices such asthe iTraxx Europe have been used in the credit derivatives market for price communication.During the financial crisis, implied correlations have been quite volatile indicating thegrowing fraction of systematic...