Results 81 to 90 of about 1,377 (94)

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

open access: closed, 2014
Mi Hsiu Chiang   +5 more
openalex   +1 more source

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

open access: closed, 2008
Jean-Michel Bourdoux   +2 more
openalex  

PIIGS, iTraxx SoyX, Neoliberalism, and Unshackled Finance Capital

open access: closed, 2010
Tayyab Mahmud
openalex  

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

open access: closed, 2012
Giovanni Calice
openalex  

CDS indices spreads: forecasting and trading iTraxx and CDX indices

open access: closed, 2016
Matteo Catillo
openalex  

Credit default swaps: iTraxx Crossover index as an emerging markets’ portfolio indicator

open access: closed, 2017
Ekin Tokat, Atılım Murat
openalex  

Some notes on the empirical relationship between the CDX and the iTraxx indices

open access: closed, 2009
Giovanni Calice
openalex  

Proxyhedging av svenska aktieportföljer - en komparativ studie mellan OMXS30-optioner och iTraxx

open access: closed, 2009
Erik Rostedt   +3 more
openalex  

Forecasting and investing with CDS: the case of iTraxx Financials

open access: closed, 2018
Pierfrancesco Cisotto
openalex  

CDX and iTraxx and their relation to the banking system: evidence from the financial crisis

open access: closed, 2009
Giovanni Calice
openalex  
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