✦ LIBER ✦

Tail return analysis of Bear Stearns' credit default swaps

✍ Scribed by Liuling Li; Bruce Mizrach

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An empirical analysis of credit default

✍ Frank S. Skinner; Timothy G. Townend 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 204 KB

Default Risk of Advanced Economies: An E

✍ Dieckmann, S.; Plank, T. 📂 Article 📅 2011 🏛 Oxford University Press 🌐 English ⚖ 393 KB

Pricing of credit default index swap tra

✍ Dezhong Wang; Svetlozar T. Rachev; Frank J. Fabozzi 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 506 KB

Dependence structure between the credit

✍ Yi-Hsuan Chen; Anthony H. Tu; Kehluh Wang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 293 KB

An Empirical Analysis of the Dynamic Rel

✍ ROBERTO BLANCO; SIMON BRENNAN; IAN W. MARSH 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 168 KB

The Co-movement of Credit Default Swap,

✍ Lars Norden; Martin Weber 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 235 KB