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EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks
Kristóf, Tamás; Virág, Miklós - In: Research in international business and finance 61 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10014240075
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Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne; Louhichi, Wael - In: Research in international business and finance 39 (2017), pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
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The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps
Shaw, Frances; Murphy, Finbarr; O'Brien, Fergal - In: Research in international business and finance 30 (2014), pp. 348-368
Persistent link: https://www.econbiz.de/10010391732
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Seeking causality between liquidity risk and credit risk : TED-OIS spreads and CDS indexes
Gunay, Samet - In: Research in international business and finance 52 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012548552
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Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go; Hamori, Shigeyuki - In: Research in international business and finance 36 (2016), pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
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Long and short-runs determinants of the sovereign CDS spread in emerging countries
Ho, Sy Hoa - In: Research in international business and finance 36 (2016), pp. 579-590
Persistent link: https://www.econbiz.de/10011594629
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Bank stability and refinancing operations during the crisis : which way causality?
Arnold, Ivo J. M.; Soederhuizen, Beau - In: Research in international business and finance 43 (2018), pp. 79-89
Persistent link: https://www.econbiz.de/10011982939
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The housing market and the credit default swap premium in the UK banking sector : a VAR approach
Benbouzid, Nadia; Mallick, Sushanta Kumar; Pilbeam, Keith - In: Research in international business and finance 44 (2018), pp. 1-15
Persistent link: https://www.econbiz.de/10011982954
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Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj - In: Research in international business and finance 46 (2018), pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
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Sovereign and bank interdependencies : evidence from the CDS market
Yu, Sherry - In: Research in international business and finance 39 (2017), pp. 68-84
Persistent link: https://www.econbiz.de/10011876438