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A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
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Testing for no factor structures : on the use of Hausman-type statistics
Castagnetti, Carolina
;
Rossi, Eduardo
;
Trapani, Lorenzo
- In:
Economics letters
130
(
2015
),
pp. 66-68
Persistent link: https://www.econbiz.de/10011422391
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