The Dynamics of European Sovereign Credit Default Swap and Bond Markets

The Dynamics of European Sovereign Credit Default Swap and Bond Markets
Author: Eric Corcoran
Publisher:
Total Pages:
Release: 2010
Genre:
ISBN:

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The Dynamics of European Sovereign Credit Default Swap and Bond Markets
Language: en
Pages:
Authors: Eric Corcoran
Categories:
Type: BOOK - Published: 2010 - Publisher:

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The World Scientific Handbook of Futures Markets
Language: en
Pages: 844
Authors: Anastasios G. E. T. Al MALLIARIS
Categories: Business & Economics
Type: BOOK - Published: 2015-08-06 - Publisher: World Scientific

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"The World Scientific Handbook of Futures Markets serves as a definitive source for comprehensive and accessible information in futures markets. The emphasis is
Euro Bonds
Language: en
Pages: 288
Authors: Marida Bertocchi
Categories: Business & Economics
Type: BOOK - Published: 2014 - Publisher: World Scientific

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This presents the most recent developments in the Euro bond market. It discusses the problems of the Euro countries, the proposed solutions advocated by Europea
Transmission of Financial Stress in Europe
Language: en
Pages: 28
Authors: Ms.Brenda Gonzalez-Hermosillo
Categories: Business & Economics
Type: BOOK - Published: 2014-05-02 - Publisher: International Monetary Fund

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This paper proposes a stochastic volatility model to measure sovereign financial distress. It examines how key European sovereign credit default swap (CDS) spre
Sovereign CDS and bond pricing dynamics in the euro-area
Language: en
Pages: 34
Authors: Giorgia Palladini
Categories: Bonds
Type: BOOK - Published: 2011 - Publisher:

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This analysis tests the price discovery relationship between sovereign CDS premia and bond yield spreads on the same reference entity. The theoretical no-arbitr