Amanote Research
Register
Sign In
Measuring Abnormal Credit Default Swap Spreads
SSRN Electronic Journal
doi 10.2139/ssrn.2194320
Full Text
Open PDF
Abstract
Available in
full text
Date
January 1, 2012
Authors
Christian Andres
André Betzer
Markus Doumet
Publisher
Elsevier BV
Related search
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence From the Credit-Default Swap Market
Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants:Evidence From the Credit Default Swap Market
Journal of Fixed Income
Economics
Econometrics
Finance
Market Conditions, Default Risk and Credit Spreads
Journal of Banking and Finance
Economics
Econometrics
Finance
News-Specific Price Discovery in Credit Default Swap Markets
Financial Management
Accounting
Economics
Econometrics
Finance
What Did the Credit Market Expect of Argentina Default? Evidence From Default Swap Data
Finance and Economics Discussion Series
The Credit Default Swap Market Contagion During Recent Crises: International Evidence
Review of Quantitative Finance and Accounting
Accounting
Management
Finance
Business
Why Is Price Discovery in Credit Default Swap Markets News-Specific?
SSRN Electronic Journal
The Role of a Changing Market Environment for Credit Default Swap Pricing
International Journal of Finance and Economics
Accounting
Economics
Econometrics
Finance
The Leverage Effect Puzzle: The Case of European Sovereign Credit Default Swap Market
Review of Derivatives Research
Economics
Econometrics
Finance