Showing 1 - 10 of 32
Persistent link: https://www.econbiz.de/10009155399
Persistent link: https://www.econbiz.de/10010515212
Persistent link: https://www.econbiz.de/10002516925
Persistent link: https://www.econbiz.de/10012820832
Persistent link: https://www.econbiz.de/10012821811
Persistent link: https://www.econbiz.de/10012544833
Persistent link: https://www.econbiz.de/10013252466
Persistent link: https://www.econbiz.de/10013273048
This dissertation consists of three essays on sovereign credit default swaps (CDSs). The first essay studies the relationship between the China sovereign and bank CDS spreads and the determinants of the China sovereign CDS spread changes using the copula model and regression analysis. Our...
Persistent link: https://www.econbiz.de/10012297972
Persistent link: https://www.econbiz.de/10011582471