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Credit spreads and state-dependent volatility : theory and empirical evidence
Perrakis, Stylianos; Zhong, Rui - In: Journal of banking & finance 55 (2015), pp. 215-231
Persistent link: https://www.econbiz.de/10011379076
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Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi; Spencer, Peter D. - In: Journal of banking & finance 37 (2013) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
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What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert; Hoerova, Marie - In: Journal of banking & finance 67 (2016), pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - In: Journal of banking & finance 37 (2013) 10, pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
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Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton; Liu, Guangling - In: Journal of banking & finance 67 (2016), pp. 37-52
Persistent link: https://www.econbiz.de/10011634640
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Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago; Peña Sánchez de Rivera, Juan Ignacio - In: Journal of banking & finance 33 (2009) 11, pp. 2013-2025
Persistent link: https://www.econbiz.de/10003892177
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Sovereign credit spreads
Uhrig-Homburg, Marliese - In: Journal of banking & finance 37 (2013) 11, pp. 4117-4225
Persistent link: https://www.econbiz.de/10010245592
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Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo; Tunaru, Radu; Urga, Giovanni - In: Journal of banking & finance 58 (2015), pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
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Dynamics of credit spread moments of European corporate bond indexes
Alizadeh-Masoodian, Amir H.; Alexandros, Gabrielsen - In: Journal of banking & finance 37 (2013) 8, pp. 3125-3144
Persistent link: https://www.econbiz.de/10009777103