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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~subject:"Risk premium"
~subject:"Öffentliche Anleihe"
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Risk premium
Öffentliche Anleihe
Credit derivative
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Discussion paper / Centre for Economic Policy Research
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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25
Journal of international money and finance
15
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13
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An empirical study of CDS premium on the Korean sovereign bond : some effect of the CTD option
Park, Keehwan
;
Lee, Sangki
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 848-864
Persistent link: https://www.econbiz.de/10011764608
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2
CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
-
2017
Persistent link: https://www.econbiz.de/10011817175
Saved in:
3
Regime-dependent determinants of China's sovereign credit default swap spread
Qian, Zongxin
;
Luo, Qian
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 10-21
Persistent link: https://www.econbiz.de/10011562380
Saved in:
4
Pricing sovereign credit risk of Poland : evidence from the CDS market
Camba-Méndez, Gonzalo
;
Kostrzewa, Konrad
;
Marszal, Anna
; …
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2687-2705
Persistent link: https://www.econbiz.de/10011675567
Saved in:
5
Financial sector reform after the crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
-
2013
Persistent link: https://www.econbiz.de/10009767417
Saved in:
6
Nonlinearities in CDS-bond basis
Akdoğan, Kurmaş
;
Gülenay Chadwick, Meltem
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10010200891
Saved in:
7
Animal spirits in the euro area sovereign CDS market
Blommestein, Hans J.
;
Eijffinger, Sylvester C. W.
; …
-
2012
Persistent link: https://www.econbiz.de/10009621898
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8
When is there a strong transfer risk from the sovereigns to the corporates? : property rights gaps and CDS spreads
Bai, Jennie
;
Wei, Shang-jin
-
2012
Persistent link: https://www.econbiz.de/10009705819
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