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Accounting data transparency and credit spreads : clinical studies
Cherubini, Umberto - In: Credit risk : models, derivatives, and management, (pp. 115-137). 2008
Persistent link: https://www.econbiz.de/10003718341
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Yield curve movements and market segmentation : a LISREL analysis of the Italian case
Baldini, Nicoletta - In: Economic notes : economic review of Banca Monte dei … 27 (1998) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001254112
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A copula-based model of the term structure of CDO tranches
Cherubini, Umberto; Mulinacci, Sabrina; Romagnoli, Silvia - In: Applied quantitative finance, (pp. 69-81). 2009
Persistent link: https://www.econbiz.de/10003745952
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Sovereign Credit Spreads : A Bailout Model with PSI
Baglioni, Angelo S. - 2015
We provide a model able to compute a threshold level for the public debt/GDP ratio, such that a country can be rescued by an official lender (e.g. ESM or IMF). The critical level is defined as the maximum level of debt/GDP, such that it is still possible to put the debt/GDP ratio on a...
Persistent link: https://www.econbiz.de/10013027940
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Eurobonds : a quantitative approach
Baglioni, Angelo; Cherubini, Umberto - In: Review of law and economics : publ. in cooperation with … 12 (2016) 3, pp. 507-521
Persistent link: https://www.econbiz.de/10011596613