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~person:"Benzoni, Luca"
~person:"Calice, Giovanni"
~subject:"Risk premium"
~type_genre:"Article in journal"
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Benzoni, Luca
Calice, Giovanni
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Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
2
Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca
;
Colin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
7
,
pp. 1960-2008
Persistent link: https://www.econbiz.de/10011376098
Saved in:
3
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni
;
Mio, RongHui
;
Štěrba, Filip
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
Saved in:
4
Liquidity spillovers in sovereign bond and CDS markets : an analysis of the Eurozone sovereign debt crisis
Calice, Giovanni
;
Chen, Jing
;
Williams, Julian
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 122-143
Persistent link: https://www.econbiz.de/10009708778
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