Results 91 to 100 of about 1,396 (101)

Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017

Mariya Gubareva
openalex   +2 more sources

Finding inefficiencies in iTraxx

, 2013
Davide Avino
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On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches

, 2014
Mi Hsiu Chiang, Hsin‐Yu Chiu, Ying Hsin Wang, 江彌修, 邱信瑜, 王盈心   +5 more
openalex   +1 more source

What does the iTraxx Term Premium tell us about the Euro zone sovereign debt crisis

, 2012
Giovanni Calice
openalex  

CDO Prices and Risk Management: A Comparative Study of Alternative Approaches for pricing iTraxx

, 2008
Jean-Michel Bourdoux, Georges Hübner, Jean-Roch Sibille   +2 more
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Some notes on the empirical relationship between the CDX and the iTraxx indices

, 2009
Giovanni Calice
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Forecasting and investing with CDS: the case of iTraxx Financials

, 2018
Pierfrancesco Cisotto
openalex  

Determinants of iTraxx Europe Senior Financials Index Spreads

, 2014
Veronika Kajurová
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CDX and iTraxx and their relation to the banking system: evidence from the financial crisis

, 2009
Giovanni Calice
openalex  

CDS indices spreads: forecasting and trading iTraxx and CDX indices

, 2016
Matteo Catillo
openalex