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Sovereign and bank CDS spreads : two sides of the same coin?
Cotter, John; Avino, Davide - 2014
Persistent link: https://www.econbiz.de/10010343569
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Sovereign and bank CDS spreads : two sides of the same coin?
Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85
Persistent link: https://www.econbiz.de/10011299805
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Which market drives credit spreads in tranquil and crisis periods? : an analysis of the contribution to price discovery of bonds, CDS, stocks and options
Avino, Davide; Lazar, Emese; Varotto, Simone - 2011
Persistent link: https://www.econbiz.de/10009375465
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Price discovery of credit spreads in tranquil and crisis periods
Avino, Davide; Lazar, Emese; Varotto, Simone - In: International review of financial analysis 30 (2013), pp. 242-253
Persistent link: https://www.econbiz.de/10010461553
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Extreme value estimation of boom and crash statistics
Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566
Persistent link: https://www.econbiz.de/10003382846
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How Unlucky is 25-Sigma?
Dowd, Kevin - 2019
Persistent link: https://www.econbiz.de/10012906156
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Anatomy of a bail-in
Conlon, Thomas; Cotter, John - 2014
Persistent link: https://www.econbiz.de/10010343565
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How unlucky is 25-Sigma?
Dowd, Kevin; Cotter, John; Humphrey, Christopher; … - 2008
Persistent link: https://www.econbiz.de/10008808026
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How unlucky is 25-Sigma?
Dowd, Kevin; Cotter, John; Humphrey, Chris; Woods, Margaret - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
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Anatomy of a bail-in
Conlon, Thomas; Cotter, John - In: Journal of financial stability 15 (2014), pp. 257-263
Persistent link: https://www.econbiz.de/10011306451