Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Sergio Andenmatten
Did the CDS Market Push Up Risk Premia for Sovereign Credit?
Swiss Journal of Economics and Statistics
Economics
Statistics
Econometrics
Probability
Related publications
What Drives Corporate Default Risk Premia? Evidence From the CDS Market
Journal of International Money and Finance
Economics
Econometrics
Finance
On Bounding Credit Event Risk Premia
SSRN Electronic Journal
The Price Discovery Mechanism Between Sovereign Bond and Sovereign CDS Market: Studies in Selected Countries
Asian Journal of Finance & Accounting
Market Frictions and the Pricing of Sovereign Credit Default Swaps
Journal of International Money and Finance
Economics
Econometrics
Finance
Managing Sovereign Credit Risk in Bond Portfolios
Journal of Advanced Studies in Finance
Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts
CDS Industrial Sector Indices, Credit and Liquidity Risk
Sovereign Default Risk and the US Equity Market
SSRN Electronic Journal
The Market Price of Credit Risk
SSRN Electronic Journal