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Yield curve
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ECONIS (ZBW)
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Valuing risky debt : a new model combining structural information with the reduced-form approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010366168
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2
Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Journal of empirical finance
57
(
2020
),
pp. 107-124
Persistent link: https://www.econbiz.de/10012430444
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3
Liquidity risk and volatility risk in credit spread models : a unified approach
Perrakis, Stylianos
;
Zhong, Rui
- In:
European financial management : the journal of the …
23
(
2017
)
5
,
pp. 873-901
Persistent link: https://www.econbiz.de/10011865496
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4
Credit spreads with jump risks and stationary leverage ratio
Kim, Hwa-sung
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10009315272
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Unveiling sovereign effects in European banks CDS spreads variations
Peters, Marc
;
Pirotte, Hugues E.
-
2014
Persistent link: https://www.econbiz.de/10010419101
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6
A simple structural model with a default boundary dependent on stock market performance
Kim, Hwa-sung
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 356-383
Persistent link: https://www.econbiz.de/10010408043
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7
The determinants of CDS spreads
Galil, Koresh
;
Shapir, Offer Moshe
;
Amiram, Dan
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 271-282
Persistent link: https://www.econbiz.de/10010408463
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8
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
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9
Credit spreads and state-dependent volatility : theory and empirical evidence
Perrakis, Stylianos
;
Zhong, Rui
- In:
Journal of banking & finance
55
(
2015
),
pp. 215-231
Persistent link: https://www.econbiz.de/10011379076
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10
Credit spread approximation and improvement using random forest regression
Mercadier, Mathieu
;
Lardy, Jean-Pierre
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 351-365
Persistent link: https://www.econbiz.de/10012015039
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