Showing 1 - 10 of 208
Persistent link: https://www.econbiz.de/10011526018
We investigate how currency denomination a ects the price of credit risky securities of the same issuer. We focus on eurozone sovereign quanto spreads, i.e., di erences in credit default swap (CDS) premiums denominated in U.S. dollar and Euro of the same reference entity. Quanto spreads of...
Persistent link: https://www.econbiz.de/10012131952
Persistent link: https://www.econbiz.de/10011382445
Persistent link: https://www.econbiz.de/10000945051
Persistent link: https://www.econbiz.de/10000982867
Persistent link: https://www.econbiz.de/10003904205
Persistent link: https://www.econbiz.de/10003965287
Persistent link: https://www.econbiz.de/10009270274
Persistent link: https://www.econbiz.de/10009271064
Persistent link: https://www.econbiz.de/10009691374