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Do correlated defaults matter for CDS premia? : an empirical analysis
Koziol, Christian; Koziol, Philipp; Schön, Thomas - 2014
Correlated defaults and systemic risk are clearly priced in credit portfolio securities such as CDOs or index CDSs. In this paper we study an extensive CDX data set for evidence whether correlated defaults are also present in the underlying CDS market. We develop a cash flow based top-down...
Persistent link: https://www.econbiz.de/10010405475
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Identifying empty creditors with a shock and micro-data
Degryse, Hans; Gündüz, Yalın; O'Flynn, Kuchulain; … - 2021
the bankruptcy code in Germany that effectively removes their potential impact on CDS firms. Using a unique dataset on …
Persistent link: https://www.econbiz.de/10012697959
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Apprenticeship training in Canada : a theoretical and empirical analysis
Weiermair, Klaus - 1984
Persistent link: https://www.econbiz.de/10000507846
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Dynamic distributive effects of money stock changes in a three-country world model under flexible exchange rate regimes
Aoki, Masanao - 1981
Persistent link: https://www.econbiz.de/10000333424
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Labor market dynamics when effort depends on wage growth comparisons
De la Croix, David; Palm, Franz C.; Urbain, Jean-Pierre - 1996
Persistent link: https://www.econbiz.de/10000947287
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Business cycle models and stylized facts in Germany
Ertz, Guy - 1997
Persistent link: https://www.econbiz.de/10000963092
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Stochastic nominal wage contracts in a cash-in-advance model
Collard, Fabrice; Ertz, Guy - 1997
Persistent link: https://www.econbiz.de/10000967666
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Taxation, equity and growth : exploring the trade-off between shareholder dividend tax relief and higher corporate income taxes
Nadeau, Serge J.; Strauss, Robert P. - 1992
Persistent link: https://www.econbiz.de/10000970192
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Die Phasen einer Wachstumswelle : zur langfristigen wirtschaftl. Entwicklung d. Nachkriegszeit in d. USA, d. Bundesrepublik Deutschland u. d. Schweiz
Höltschi, René; Rockstroh, Christian - 1988
Persistent link: https://www.econbiz.de/10000743734