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~person:"Gouriéroux, Christian"
~person:"Bethke, Sebastian"
~subject:"Credit derivative"
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Credit derivative
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34
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34
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19
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11
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11
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7
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Gouriéroux, Christian
Bethke, Sebastian
Chiarella, Carl
6
Wang, Xinjie
6
Augustin, Patrick
5
Byström, Hans N. E.
5
Lando, David
5
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Essays on the determinants of corporate bond yield spreads
3
Annals of economics and statistics
1
Journal of econometrics
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Investor sentiment, flight-to-quality, and corporate bond comovement
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 9-51)
.
2016
Persistent link: https://www.econbiz.de/10011733591
Saved in:
2
Forecasting credit default swap premiums with Google search volume
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 52-85)
.
2016
Persistent link: https://www.econbiz.de/10011733592
Saved in:
3
Commonality in liquidity in the US corporate bond market
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 86-129)
.
2016
Persistent link: https://www.econbiz.de/10011733594
Saved in:
4
Essays on the determinants of corporate bond yield spreads
Bethke, Sebastian
-
2016
Persistent link: https://www.econbiz.de/10011674497
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5
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
6
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
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