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Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah; Koop, Gary; Potter, Simon M. - In: Journal of empirical finance 18 (2011) 5, pp. 903-914
Persistent link: https://www.econbiz.de/10009492525
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CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
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Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - In: Journal of empirical finance 33 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara; Härdle, Wolfgang; Okhrin, Ostap - In: Journal of empirical finance 24 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
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Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu; Rhee, Yuna; Yoon, Ji Hee - In: Journal of empirical finance 39 (2016), pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
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Financial sector linkages and the dynamics of bank and sovereign credit spreads
Kallestrup, René; Lando, David; Murgoci, Agatha - In: Journal of empirical finance 38 (2016), pp. 374-393
Persistent link: https://www.econbiz.de/10011664771
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A framework for tracking changes in the intensity of investment funds systemic risk
Jin, Xisong; Nadal-De Simone, Francisco - In: Journal of empirical finance 29 (2014), pp. 343-368
Persistent link: https://www.econbiz.de/10011300458
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Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of empirical finance 26 (2014), pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
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Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl; Ellen, Saskia ter; He, Xue-zhong; Wu, Eliza - In: Journal of empirical finance 32 (2015), pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
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Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011556864