Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CDS
1
Country risk
1
Credit derivative
1
EU countries
1
EU-Staaten
1
Euro area
1
Eurozone
1
Feedback
1
Hawkes processes
1
Impulse-response
1
Jumps
1
Kreditderivat
1
Länderrisiko
1
Mutually exciting processes
1
Public bond
1
Risikoprämie
1
Risk premium
1
Sovereign risk
1
Systemic risk
1
Systemrisiko
1
Welt
1
World
1
Öffentliche Anleihe
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Aït-Sahalia, Yacine
Francq, Christian
3
Zakoïan, Jean-Michel
3
Daouia, Abdelaati
2
Gouriéroux, Christian
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Peng, Liang
2
Stupfler, Gilles
2
Tsay, Ruey S.
2
Wang, Weining
2
White, Halbert
2
Zhang, Zhengjun
2
Zhao, Zifeng
2
Asimit, Alexandru V.
1
Bandi, Federico M.
1
Berghaus, Betina
1
Bertail, Patrice
1
Beutner, Eric
1
Blasques, Francisco
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Bücher, Axel
1
Cai, Zongwu
1
Callaway, Brantly
1
Calvet, Laurent E.
1
Catania, Leopoldo
1
Chan, Ngai Hang
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chavez-Demoulin, V.
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chu, Amanda M. Y.
1
Creal, Drew
1
Czellar, Veronika
1
Daníelsson, Jón
1
Deng, Shi-jie
1
more ...
less ...
Published in...
All
Journal of econometrics
SAFE Working Paper
1
SAFE working paper
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
