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~isPartOf:"Borradores de economía"
~subject:"CDS"
~subject:"Finanzkrise"
~subject:"Kreditderivat"
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CDS
Finanzkrise
Kreditderivat
Credit derivative
3
Country risk
2
Financial crisis
2
Länderrisiko
2
ARCH model
1
ARCH-Modell
1
CDS in Latin-American countries
1
Copula-CoVaR
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Credit default swaps (CDS)
1
Credit risk
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Emerging economies
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Global financial cycle
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International financial market
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International sovereign debt
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Internationale Staatsschulden
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Internationaler Finanzmarkt
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Kreditrisiko
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Lateinamerika
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Latin America
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Public debt
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Risikoprämie
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Risk premium
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Schwellenländer
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Volatility
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Volatilität
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Welt
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World
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component GARCH models
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crisis
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sovereign risk
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volatility
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Romero, José Vicente
2
Gamboa-Estrada, Fredy
1
Leiton, Karen
1
León, Carlos
1
Melo-Velandia, Luis Fernando
1
Pérez, Jhonatan
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Ramírez-González, Mahicol Stiben
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Borradores de economía
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
37
Journal of financial stability
33
Finance research letters
31
Journal of international financial markets, institutions & money
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
NBER Working Paper
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The journal of futures markets
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
IMF working papers
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Working paper series / European Central Bank
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Discussion paper
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International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Review of finance : journal of the European Finance Association
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Review of quantitative finance and accounting
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
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Discussion paper / Tinbergen Institute
12
Economics letters
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ECONIS (ZBW)
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The global financial cycle and country risk in emerging markets during stress episodes: a copula covar approach
Melo-Velandia, Luis Fernando
;
Romero, José Vicente
; …
-
2023
Persistent link: https://www.econbiz.de/10014289015
Saved in:
2
Modelling CDS volatility at different tenures: an application for Latin-American countries
Gamboa-Estrada, Fredy
;
Romero, José Vicente
-
2022
Persistent link: https://www.econbiz.de/10013327085
Saved in:
3
Extracting the sovereigns' CDS market hierarchy : a correlation-filtering approach
León, Carlos
;
Leiton, Karen
;
Pérez, Jhonatan
-
2013
Persistent link: https://www.econbiz.de/10010202778
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