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~isPartOf:"Finance research letters"
~subject:"Yield curve"
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Search: subject_exact:"Kreditausfall-Swap"
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Byström, Hans N. E.
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Delēs, Manthos D.
1
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Finance research letters
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1
Determinants of European banks' default risk
Soenen, Nicolas
;
Vander Vennet, Rudi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013457304
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2
Rating announcements, CDS spread and volatility during the European sovereign crisis
Raimbourg, Philippe
;
Salvadè, Federica
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012818910
Saved in:
3
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
4
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
5
The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps
Delēs, Manthos D.
;
Mylonidis, Nikolaos
- In:
Finance research letters
8
(
2011
)
3
,
pp. 163-170
Persistent link: https://www.econbiz.de/10009348330
Saved in:
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