Showing 1 - 10 of 66
Persistent link: https://www.econbiz.de/10011823779
Persistent link: https://www.econbiz.de/10013459955
Persistent link: https://www.econbiz.de/10011823812
progress from state, to country, to the entire world. When looking at individuals within a country, it is possible to tease out …
Persistent link: https://www.econbiz.de/10012123117
Persistent link: https://www.econbiz.de/10010359451
Persistent link: https://www.econbiz.de/10014334514
Persistent link: https://www.econbiz.de/10014283695
Persistent link: https://www.econbiz.de/10011526654
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/10011823820