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Negativauslese und Tarifdifferenzierung im Versicherungssektor : ökonomische Modelle und ökonometrische Analysemethoden
Bach, Christine - 1999
Persistent link: https://www.econbiz.de/10000168321
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Are banks different? : evidence form the CDS market
Raunig, Burkhard; Scheicher, Martin - 2009
Persistent link: https://www.econbiz.de/10003810904
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Price discovery of credit spreads for Japanese mega-banks : subordinated bond and CDS
Baba, Naohiko; Inada, Masakazu - 2007
Persistent link: https://www.econbiz.de/10003470624
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Insuring college failure risk
Chatterjee, Satyajit; Ionescu, Felicia - 2009
Persistent link: https://www.econbiz.de/10003916802
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Insuring student loans against the risk of college failure
Chatterjee, Satyajit; Ionescu, Felicia - 2010
Persistent link: https://www.econbiz.de/10008664597
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The role of market-implied severity modeling for credit VaR
Baixauli, J. Samuel; Alvarez, Susana - In: Annals of economics and finance 11 (2010) 2, pp. 337-353
Persistent link: https://www.econbiz.de/10008840329
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Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
Dötz, Niko (contributor) - 2007
This paper looks at the dynamic price relationship between spreads in the corporate bond market and credit default swaps (CDS). It picks up where Blanco et al (2005) leave off but is focused on European credit markets. The study is based on companies listed in the iTraxx CDS index and thus on...
Persistent link: https://www.econbiz.de/10003517276
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A two factor Black-Karasinski sovereign credit default swap pricing model
Realdon, Marco (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535823
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Determinanten von Banken-Spreads während der Finanzmarktkrise
Heidorn, Thomas; Birkmeyer, Jörg; Rogalski, André - 2010
Welche Einflussfaktoren bestimmen die Spreadentwicklung im Kapitalmarktsegment der Banken im Verlauf der Finanzkrise? Unter Verwendung der Regressionsanalyse werden die Determinanten von Asset-Swap- (ASW) und Credit-Default-Swap- (CDS) Spreads ausgewählter europäischer Banken im Zeitraum April...
Persistent link: https://www.econbiz.de/10003981932
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Risk premia on credit and equity markets
Berg, Tobias - 2009
Persistent link: https://www.econbiz.de/10003923479