What Moves the Correlation between the Equity and Credit Default Swap Markets?
- Published in:
- Journal of Fixed Income, 2015, v. 25, n. 2, p. 72, doi. 10.3905/jfi.2015.25.2.072
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- Publication type:
- Article
Works matching IS 10598596 AND DT 2015 AND VI 25 AND IP 2
Results: 7
1
2
Forecasting Sovereign Default Risk with Merton's Model.
- Published in:
- Journal of Fixed Income, 2015, v. 25, n. 2, p. 58, doi. 10.3905/jfi.2015.25.2.058
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- Publication type:
- Article
3
Loss Severity on Residential Mortgages: Evidence from Freddie Mac's Newest Data.
- Published in:
- Journal of Fixed Income, 2015, v. 25, n. 2, p. 48, doi. 10.3905/jfi.2015.25.2.048
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- Publication type:
- Article
4
On the Basel Accord's Inverse Relationship between Default Probability and Asset Correlation: An Empirical Study.
- Published in:
- Journal of Fixed Income, 2015, v. 25, n. 2, p. 38, doi. 10.3905/jfi.2015.25.2.038
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- Publication type:
- Article
5
Implicit Government Guarantee and the CDS Spreads.
- Published in:
- Journal of Fixed Income, 2015, v. 25, n. 2, p. 25, doi. 10.3905/jfi.2015.25.2.025
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- Publication type:
- Article
6
A Closed-Form Solution to the Liquidity Discount Problem: With an Application to the Liquidity Crisis.
- Published in:
- Journal of Fixed Income, 2015, v. 25, n. 2, p. 7, doi. 10.3905/jfi.2015.25.2.007
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- Publication type:
- Article
7
The Journal of FIXED INCOME.
- Published in:
- Journal of Fixed Income, 2015, v. 25, n. 2, p. 1
- Publication type:
- Article