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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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How does risk flow in the credit default swap market?
D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomo; … - In: Journal of financial stability 35 (2018), pp. 53-74
Persistent link: https://www.econbiz.de/10012156839
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The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos; Belitsky, Vladimir; … - In: Journal of financial stability 58 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
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Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Zhang, Wenlong; Zhang, Gaiyan; Helwege, Jean - In: Journal of financial stability 58 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
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Optimal retirement benefit guarantees
Panageas, Stauros - 2010
Persistent link: https://www.econbiz.de/10003950872
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Liability investment with downside risk
Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013
Persistent link: https://www.econbiz.de/10009748525
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Measuring potential market risk
Bask, Mikael - In: Journal of financial stability 6 (2010) 3, pp. 180-186
Persistent link: https://www.econbiz.de/10009271808
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Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 1999
Persistent link: https://www.econbiz.de/10001376928
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Personal bankruptcy and credit supply and demand
Gropp, Reint; Scholz, John Karl; White, Michelle J. - 1996
Persistent link: https://www.econbiz.de/10000596851
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A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000671238