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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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Dynamic characteristics of the daily yen-dollar exchange rate
Kurita, Takamitsu - In: Research in international business and finance 30 (2014), pp. 72-82
Persistent link: https://www.econbiz.de/10010390291
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Spillover effects between exchange rates and stock prices : evidence from BRICS around the recent global financial crisis
Sui, Lu; Sun, Lijuan - In: Research in international business and finance 36 (2016), pp. 459-471
Persistent link: https://www.econbiz.de/10011594540
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Exchange rate contagion in Latin America
Loiza-Maya, Ruben; Gómez González, José Eduardo; … - In: Research in international business and finance 34 (2015), pp. 355-367
Persistent link: https://www.econbiz.de/10011326205
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Linkage dynamics of sovereign credit risk and financial markets : a bibliometric analysis
Bajaj, Vimmy; Kumar, Pawan; Singh, Vipul Kumar - In: Research in international business and finance 59 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013410769
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Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Research in international business and finance 50 (2019), pp. 106-133
Persistent link: https://www.econbiz.de/10012177033
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Credit rating migration risk and interconnectedness in a corporate lending network
Kanno, Masayasu - In: Research in international business and finance 54 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012581392
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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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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