Similar Search Results

Narrow search

Are banks different? : evidence form the CDS market

Raunig, Burkhard; Scheicher, Martin - 2009

Persistent link: https://www.econbiz.de/10003810904

Recovery risk in credit default swap premia

Schläfer, Timo - 2011 - 1. ed.

Persistent link: https://www.econbiz.de/10008991625

Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations

Brigo, Damiano; Pallavicini, Andrea; Papatheodorou, … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 773-802

Persistent link: https://www.econbiz.de/10009381011

The reaction of European credit default swap spreads to the US credit rating downgrade

Blau, Benjamin; Roseman, Brian S. - In: International review of economics & finance : IREF 34 (2014), pp. 131-141

Persistent link: https://www.econbiz.de/10010533161

The risk structural of European sovereign credit default swap before and after in European periphery countries

Tellalbaşı, Işıl - In: International journal of economics and finance 6 (2014) 1, pp. 165-182

Persistent link: https://www.econbiz.de/10010236860

The information content of ratings : an analysis of Australian credit default swap spreads

Wang, Jue; Svec, Jiri; Peat, Maurice - In: Abacus : a journal of accounting, finance and business … 50 (2014) 1, pp. 56-75

Persistent link: https://www.econbiz.de/10010351521

Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009

Bacchetta, Philippe; Merrouche, Ouarda - 2015

disruptions in the FX swap market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …

Persistent link: https://www.econbiz.de/10011507853

Portfolio diversification in the sovereign credit swap markets

Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stauros Andrea - 2016

Persistent link: https://www.econbiz.de/10011539351

The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper

Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014

exposure. The ability to do so endows a real option value to budget flexibility. We identify the economic drivers of the … implied asset values and the real option value in a broad sample of industrialized countries. Our theoretical framework and …

Persistent link: https://www.econbiz.de/10010486036

Macro risk factors of credit default swap indices in a regime-switching framework

Kam Fong Chan; Marsden, Alastair - In: Journal of international financial markets, … 29 (2014), pp. 285-308

Persistent link: https://www.econbiz.de/10010412144

A service of the

zbw