Add to ORKGThis study has represented the determinants of sovereign CDS spreads during current sovereign debt crisis i
The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and di...
The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and di...
We study the eurozone sovereign CDS-bond basis and evaluate the link between the sovereign CDS premi...
Starting from the structural model developed by Merton (1974) and the derived notion of distance-to-...
This thesis analyses the impact of the GIIPS sovereign debt on European bank credit risk with partic...
We estimate the pricing of sovereign risk for sixty countries based on fiscal space (debt/tax;defici...
We estimate the pricing of sovereign risk for sixty countries based on fiscal space (debt/tax;defici...
This thesis is comprised of three interconnected chapters that critically examine the factors influ...
The shape of the term structure of credit default swap spreads is an informative signal about the re...
During the euro zone debt crisis demand for credit default swaps (CDS) has increased substantially. ...
The collapse of the Lehman Brothers investment bank has caused the global financial crisis, which le...
Financially distressed economies inside the European Union (EU) are being blamed for producing a gen...
Financially distressed economies inside the European Union (EU) are being blamed for producing a gen...
This study represents the increasing significance of credit default swaps for European capital marke...
In this article we discuss the credit default swap (CDS) as an indicator for measuring sovereign cre...
The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and di...
The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and di...
We study the eurozone sovereign CDS-bond basis and evaluate the link between the sovereign CDS premi...
Starting from the structural model developed by Merton (1974) and the derived notion of distance-to-...
This thesis analyses the impact of the GIIPS sovereign debt on European bank credit risk with partic...
We estimate the pricing of sovereign risk for sixty countries based on fiscal space (debt/tax;defici...
We estimate the pricing of sovereign risk for sixty countries based on fiscal space (debt/tax;defici...
This thesis is comprised of three interconnected chapters that critically examine the factors influ...
The shape of the term structure of credit default swap spreads is an informative signal about the re...
During the euro zone debt crisis demand for credit default swaps (CDS) has increased substantially. ...
The collapse of the Lehman Brothers investment bank has caused the global financial crisis, which le...
Financially distressed economies inside the European Union (EU) are being blamed for producing a gen...
Financially distressed economies inside the European Union (EU) are being blamed for producing a gen...
This study represents the increasing significance of credit default swaps for European capital marke...
In this article we discuss the credit default swap (CDS) as an indicator for measuring sovereign cre...
The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and di...
The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and di...
We study the eurozone sovereign CDS-bond basis and evaluate the link between the sovereign CDS premi...