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Publications by Eric Neis

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence From the Credit-Default Swap Market

English

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Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants:Evidence From the Credit Default Swap Market

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Default Risk in Corporate Yield Spreads

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Measuring Abnormal Credit Default Swap Spreads

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Market Conditions, Default Risk and Credit Spreads

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What Did the Credit Market Expect of Argentina Default? Evidence From Default Swap Data

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The Credit Default Swap Market Contagion During Recent Crises: International Evidence

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What Drives Corporate Default Risk Premia? Evidence From the CDS Market

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The Pricing of Correlated Default Risk: Evidence From the Credit Derivatives Market

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The Role of a Changing Market Environment for Credit Default Swap Pricing

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