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Publications by Ugur N Küçük
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
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Corporate Yield Spreads: Default Risk or Liquidity? New Evidence From the Credit-Default Swap Market
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Measuring Abnormal Credit Default Swap 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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The Role of a Changing Market Environment for Credit Default Swap Pricing
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Sovereign Default Risk and the US Equity Market
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