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Patterns in three centuries of stock market prices

Goetzmann, William N. - In: The journal of business : B 66 (1993) 2, pp. 249-270

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Stock markets, behavior, and the limits of history

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Price discovery limits in the credit default swap market in the financial crisis

Pavlov, Andrey D.; Schwartz, Eduardo; Wachter, Susan M. - In: The journal of real estate finance and economics 62 (2021) 2, pp. 165-186

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Price Discovery in the Credit Markets

Pavlov, Andrey D. - 2017

We derive the optimal credit default swap premium a financial institution requires to assume the default risk of fixed income instruments. This premium is a function of the institution's capital and current exposure. In most cases, an institution requires an increasing premium to assume...

Persistent link: https://www.econbiz.de/10012941944