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Are all credit default swap databases equal?
Mayordomo, Sergio
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Peña Sánchez de Rivera, Juan Ignacio
; …
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2010
Persistent link: https://www.econbiz.de/10009686926
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Are there arbitrage opportunities in credit derivatives markets? : a new test and an application to the case of CDS and ASPs
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
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2009
Persistent link: https://www.econbiz.de/10003972605
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3
Pricing tranched credit products with generalized multifactor models
Moreno, Manuel
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003570823
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4
Systemic risk measures : the simpler the better
Rodrígez-Moreno, María
;
Peña Sánchez de Rivera, …
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2010
Persistent link: https://www.econbiz.de/10009686233
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5
Risk premium : insights over the threshold
Fernandes, José L. B.
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003397973
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6
On the economic link between asset prices and real activity
Peña Sánchez de Rivera, Juan Ignacio
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397975
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7
Credit spreads : theory and evidence about the information content of stocks, bonds and CDSs
Peña Sánchez de Rivera, Juan Ignacio
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003397998
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