Narrow search
Showing 1 - 8 of 8
Cover Image
Nonlinearities in CDS-bond basis
Akdoğan, Kurmaş; Gülenay Chadwick, Meltem - In: Emerging markets finance & trade : a journal of the … 49 (2013) 3, pp. 6-19
Persistent link: https://www.econbiz.de/10010200891
Cover Image
CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Cover Image
CDS-bond basis dynamic and credit spread price discovery : a test for European corporate and sovereign bond markets
Patanè, Michele; Tedesco, Mattia; Zedda, Stefano - In: Modern economy 10 (2019) 8, pp. 1984-2003
Persistent link: https://www.econbiz.de/10012194209
Cover Image
Dealer liquidity provision and the breakdown of the law of one price : evidence from the CDS-bond basis
Choi, Jaewon; Shachar, Or; Shin, Sean Seunghun - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4100-4122
Persistent link: https://www.econbiz.de/10012118544
Cover Image
Oil prices and stock returns : nonlinear links across sectors
Pinho, Carlos; Madaleno, Mara - In: Portuguese economic journal 15 (2016) 2, pp. 78-97
Persistent link: https://www.econbiz.de/10011556449
Cover Image
Empirical investigation of long run PPP hypothesis : the case of temporary structural break and asymmetric adjustment
Abioglu, Vasif; Hasanov, Mübariz - In: International journal of economic sciences : IJoES 10 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012608617
Cover Image
Behavioural biases and nonlinear adjustment : evidence from the housing market
You, Taewoo - In: Applied economics 52 (2020) 46, pp. 5046-5059
Persistent link: https://www.econbiz.de/10012306537
Cover Image
Nonlinear dependence in exchange rate returns : how do emerging Asian currencies compare with major currencies?
Wali, Muammer; Chan, Felix; Manzur, Meher - In: Journal of Asian economics 50 (2017), pp. 62-72
Persistent link: https://www.econbiz.de/10011928130