Results 271 to 280 of about 33,753 (322)

High cell-type specificity of eQTLs revealed by single-nucleus analyses of brain and blood

Vochteloo M, Kooijmans A, Bakker J, Oelen R, Niewold J, Kaptijn D, Bonder MJ, van der Wijst M, Huang Y, Bryois J, Tsai EA, Franke L, Westra H.   +12 more
europepmc   +1 more source

Inside the Emerging Markets Credit Default Swap - Sovereign Bonds Basis

, 2012
Vilimir Yordanov
openalex   +1 more source

Assessing the asymmetric interrelationships between sovereign bond yields and selected potential determinants: The case of frontier WAMZ economies. [PDF]

Heliyon
Adom-Dankwa A, Atsu F, Gyamfi EN, Amewu G.   +3 more
europepmc   +1 more source

Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Salvagnin C, Tatto Vd, De Giuli ME, Mira A, Glielmo A.   +4 more
europepmc   +1 more source

The determinants of credit default swap spread : an analysis of the CDS market during the financial crisis of 2007-2009

, 2010
Gunnar Winther Eliassen
openalex   +1 more source

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Credit Default Swap (CDS)

2022
Credit derivatives are financial contracts that have been widely adopted by the credit market participants as a tool for exposure management or credit investments. Upon their introduction in the mid-1990s, the credit derivatives market expanded rapidly during the period of loose monetary policy and expanding credit from 2002 through ...
Giuseppe Orlando, Michele Bufalo, Henry Penikas, Concetta Zurlo   +3 more
openaire   +2 more sources

Explaining credit default swap premia

Journal of Futures Markets, 2003
AbstractThis article proposes a simple approach for explaining credit default swap premia. Specifically, it investigates the effects of historical and option‐implied equity volatility on credit default swap premia, thus extending an idea proposed by Campbell and Taksler (in press) in the context of corporate bond yields.
openaire   +1 more source

Credit default swaps

2007
Die Diplomarbeit behandelt das Thema Credit Default Swaps, da diese in der Wirtschaft immer mehr an Bedeutung gewinnen. Das ausstehenden Nominalvolumen von Credit Default Swaps ist in den letzten Jahren rasant angestiegen. Ein Grund liegt in der Weiterentwicklung der Standardverträge der International Swaps and Derivatives Association, die zu mehr ...
openaire   +1 more source