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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
Economics
Statistics
Econometrics
Probability
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What Drives Corporate Default Risk Premia? Evidence From the CDS Market
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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
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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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Sovereign Default Risk and the US Equity Market
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The Market Price of Credit Risk
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