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Publications by Felix Brill

Did the CDS Market Push Up Risk Premia for Sovereign Credit?

Swiss Journal of Economics and Statistics
EconomicsStatisticsEconometricsProbability
2011English

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On Bounding Credit Event Risk Premia

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The Price Discovery Mechanism Between Sovereign Bond and Sovereign CDS Market: Studies in Selected Countries

Asian Journal of Finance & Accounting
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Market Frictions and the Pricing of Sovereign Credit Default Swaps

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Managing Sovereign Credit Risk in Bond Portfolios

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Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

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CDS Industrial Sector Indices, Credit and Liquidity Risk

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Sovereign Default Risk and the US Equity Market

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The Market Price of Credit Risk

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