✦ LIBER ✦

Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis

✍ Scribed by Arce, Oscar; Mayordomo, Sergio; Peña, Juan Ignacio

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Interaction in euro area sovereign bond

✍ D. Cronin 📂 Article 📅 2014 🏛 Springer-Verlag 🌐 English ⚖ 405 KB

The dynamics of sovereign credit default

✍ Aktug, Rahmi Erdem; Vasconcellos, Geraldo; Bae, Youngsoo 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 143 KB

Realizing the volatility impacts of sove

✍ Sirimon Treepongkaruna; Eliza Wu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 450 KB

A state space approach to measuring the

✍ Arnold, Ivo J.M.; van Ewijk, Saskia E. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 595 KB

Contagion and risk premia in the amplifi

✍ Don H. Kim; Mico Loretan; Eli M. Remolona 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 427 KB

Risk and return in convertible arbitrage

✍ Vikas Agarwal; William H. Fung; Yee Cheng Loon; Narayan Y. Naik 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 580 KB