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Do CDS spread determinants affect the probability of default? : a study on the EU banks
Ortolano, Alessandra; Angelini, Eliana - In: Bank i kredyt 51 (2020) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10012503314
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The relevance of market variables in the CDS spread volatility : an empirical post-crisis analysis
Di Febo, Elisa; Angelini, Eliana - In: Global business review 19 (2018) 6, pp. 1462-1477
Persistent link: https://www.econbiz.de/10011982810
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Eurozone crisis and banks' creditworthiness : what is new for credit default swap spread determinants?
Ortolano, Alessandra; Angelini, Eliana - In: Global business review 23 (2022) 4, pp. 911-924
Persistent link: https://www.econbiz.de/10013387257