Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts
Year of publication: |
2014-03
|
---|---|
Authors: | Portes, Richard ; Delatte, Anne-Laure ; Fouquau, Julien |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP IFM The price is Paper copy available by mail Number 19985 |
Classification: | C23 - Models with Panel Data ; E44 - Financial Markets and the Macroeconomy ; F34 - International Lending and Debt Problems ; G12 - Asset Pricing ; H63 - Debt; Debt Management |
Source: |
-
Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract
Portes, Richard, (2014)
-
Nonlinearities in sovereign risk pricing the role of cds index contracts
Delatte, Anne Laure, (2014)
-
Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts
Delatte, Anne-Laure, (2014)
- More ...
-
Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract
Portes, Richard, (2014)
-
Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts
Delatte, Anne-Laure, (2014)
-
Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure, (2016)
- More ...