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Applied economics letters
Journal of econometrics
137
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129
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85
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1
Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin
;
Yang, Zhaojun
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
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2
"Extended black" sovereign credit default swap pricing model
Realdon, Marco
;
Cheng Qin Shi
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1133-1137
Persistent link: https://www.econbiz.de/10008699240
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3
The causal relationships between sovereign CDS premiums for Japan and selected EU countries
Yoshizaki, Yasunori
;
Toyoshima, Yuki
;
Haomori, Shigeyuki
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 742-747
Persistent link: https://www.econbiz.de/10009761760
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4
The dynamics of sovereign credit default swap and bond markets : empirical evidence from the 2001 to 2007 period
Aktug, Rahmi Erdem
;
Vasconcellos, Geraldo M.
;
Bae, Youngsoo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 251-259
Persistent link: https://www.econbiz.de/10009412609
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5
Sovereign credit default swaps and the macroeconomy
Liu, Yang
;
Morley, Bruce
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 129-132
Persistent link: https://www.econbiz.de/10009412659
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6
Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 267-271
Persistent link: https://www.econbiz.de/10009702942
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7
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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8
Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia
Liu, Chang
;
Li, Jianping
;
Sun, Xiaolei
;
Chen, Jianming
- In:
Applied economics letters
28
(
2021
)
7
,
pp. 599-607
Persistent link: https://www.econbiz.de/10012501555
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9
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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10
Quasi-Monte Carlo application in CGE systematic sensitivity analysis
Chatzivasileiadis, Theodoros
- In:
Applied economics letters
25
(
2018
)
21
,
pp. 1521-1526
Persistent link: https://www.econbiz.de/10012138045
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