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The conditional dependence structure of insurance sector credit default swap indices
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
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Fair valuation of mortgage insurance under stochastic default and interest rates
Wu, Yang-Che; Huang, Yi-Ting; Lin, Shih-kuei; Chuang, … - In: The North American journal of economics and finance : a … 42 (2017), pp. 433-447
Persistent link: https://www.econbiz.de/10011938144
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Financial CDS, stock market and interest rates : which drives which?
Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276
Persistent link: https://www.econbiz.de/10009427388
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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Information transmission between sovereign debt CDS and other financial factors : the case of Latin America
Wang, Alan T.; Yang, Sheng-Yung; Yang, Nien-tzu - In: The North American journal of economics and finance : a … 26 (2013), pp. 586-601
Persistent link: https://www.econbiz.de/10010370492
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Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 27 (2014), pp. 104-113
Persistent link: https://www.econbiz.de/10010460893
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The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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News sentiment, credit spreads, and information asymmetry
Yang, Shanxiang; Liu, Zhechen; Wang, Xinjie - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012654976
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Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas; Souza, Ivan - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594