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Cossin, Didier's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,134 |
Total
Citations
64 |
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1.
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Aunon-Nerin, Daniel
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Hricko, Tomas
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Huang, Zhijiang
affiliation not provided to SSRN
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1,655
(3,969)
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29
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Credit Derivatives, Credit Risk, Default Swaps, Ratings, Equity Information
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2.
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Hricko, Tomas
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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1,053
(8,678)
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17
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3.
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Leleux, Benoit
MD - International (Institute for Management Development) - Entrepreneurship and Finance Saliasi, Entela
HEC-Lausanne - Institute of Banking and Finance
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680
(16,891)
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5
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Venture Capital, Real Options, Legal Covenants, Investment Contracts
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4.
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Lu, Hongze Abraham
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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456
(29,132)
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Prepayment option, Double nonrecombining tree, Business loans
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5.
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Are European Corporate Bond and Default Swap Markets Segmented?
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Versions (2)
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Lu, Hongze Abraham
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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Posted:
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28 Jan 05
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Last Revised:
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01 Apr 05
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417
(32,711)
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6
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Lu, Hongze Abraham
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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185
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6
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Credit default swaps, corporate bond yields, liquidity premium, cheapest-to-deliver options, debt-CDS arbitrage
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Lu, Hongze Abraham
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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232
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6
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Credit default swaps, corporate bond yields, liquidity premium, cheapest-to-deliver
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6.
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González, Fernando
European Central Bank (ECB) Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Huang, Zhijiang
affiliation not provided to SSRN Aunon-Nerin, Daniel
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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351
(40,442)
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1
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Collateral, repurchase transactions, default risk, central banks, monetary policy operations
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7.
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Jung, Gero
Graduate Institute of International and Development Studies (HEI)
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290
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2
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Credit Default Swaps, Sovereign Risk, Financial Crises, Event Study
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8.
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Schellhorn, Henri O.
affiliation not provided to SSRN Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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232
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4
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Credit risk, capital structure, queueing networks
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9.
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How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
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Versions (2)
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Pirotte, Hugues
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
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Posted:
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04 Jul 97
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Last Revised:
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17 Feb 01
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Pirotte, Hugues
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Pirotte, Hugues
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
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10.
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Swap Credit Risk: An Empirical Investigation on Transaction Data
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Pirotte, Hugues
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
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Posted:
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06 Feb 97
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Last Revised:
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02 Oct 06
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Pirotte, Hugues
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
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Cossin, Didier
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Pirotte, Hugues
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
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