Results 81 to 89 of about 1,390 (89)

Hedging iTraxx credit default swap index trading on an intraday basis: an empirical study

The Journal of Investment Strategies, 2014
Cheng-Ran Du, Tim Brunne
openaire   +1 more source

Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis

Computational Economics, 2021
Peter J Zeitsch
exaly  

Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis

Economic Modelling, 2012
Nader Naifar
exaly  

Are CDS spreads predictable? An analysis of linear and non-linear forecasting models

International Review of Financial Analysis, 2014
Davide E Avino
exaly  

Regime dependent determinants of credit default swap spreads

Journal of Banking and Finance, 2008
Carol Alexander
exaly  

Modelling the dependence structures of Australian iTraxx CDS index

Applied Economics, 2014
exaly  

Explaining aggregate credit default swap spreads

International Review of Financial Analysis, 2012
Niklas F Wagner
exaly  

Are All Credit Default Swap Databases Equal?

European Financial Management, 2014
Sergio Mayordomo, Juan Ignacio Peña
exaly  

Standardized Credit Indices

2012
exaly