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~isPartOf:"Temi di discussione / Banca d'Italia"
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Credit derivative
6
Kreditderivat
6
Credit risk
4
Kreditrisiko
4
Risikoprämie
4
Risk premium
4
CAPM
3
Euro area
2
Eurozone
2
Yield curve
2
Zinsstruktur
2
bond excess return
2
credit default swap
2
distress risk premium
2
2002-2009
1
Capital income
1
Corporate bond
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Credit insurance
1
Debt crisis
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EU countries
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EU-Staaten
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Estimation
1
Financial crisis
1
Financial economics
1
Finanzkrise
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Insolvency
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Insolvenz
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Kapitaleinkommen
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Kapitalmarkttheorie
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Kreditversicherung
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Levy process
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Levy-Prozess
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Public bond
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Public debt
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Risikomodell
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Risk model
1
Schuldenkrise
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Schätzung
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USA
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United States
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Cecchetti, Sara
3
Bianchi, Michele Leonardo
1
Di Cesare, Antonio
1
Guazzarotti, Giovanni
1
Li, Junye
1
Nappo, Giovanna
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Zinna, Gabriele
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Temi di discussione / Banca d'Italia
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
34
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
IMF working papers
22
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
IMF Working Papers
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
ECB Working Paper
16
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
Research in international business and finance
15
SpringerLink / Bücher
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
An analysis of sovereign credit risk premia in the euro area : are they explained by local or global factors?
Cecchetti, Sara
-
2020
Persistent link: https://www.econbiz.de/10012204727
Saved in:
2
A quantitative analysis of risk premia in the corporate bond market
Cecchetti, Sara
-
2017
Persistent link: https://www.econbiz.de/10011947771
Saved in:
3
How much of bank credit risk is sovereign risk? : evidence from the eurozone
Li, Junye
;
Zinna, Gabriele
-
2014
Persistent link: https://www.econbiz.de/10011539407
Saved in:
4
A dynamic default dependence model
Cecchetti, Sara
;
Nappo, Giovanna
-
2012
Persistent link: https://www.econbiz.de/10010351287
Saved in:
5
An empirical comparison of alternative credit default swap pricing models
Bianchi, Michele Leonardo
-
2012
Persistent link: https://www.econbiz.de/10009776681
Saved in:
6
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Di Cesare, Antonio
;
Guazzarotti, Giovanni
-
2010
Persistent link: https://www.econbiz.de/10008732222
Saved in:
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