Author Page for Daniel Aunon-Nerin

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Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

FAME Research Paper No. 65

Number of pages: 87 Posted: 05 Apr 2003

Daniel Aunon-Nerin, Didier Cossin, Tomas Hricko and Zhijiang Huang

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and JP Morgan

Downloads 2,326 (9,829)

Citation 63

Abstract:

A Framework for Collateral Risk Control Determination

Number of pages: 48 Posted: 10 Feb 2003

Fernando González, Didier Cossin, Zhijiang Huang and Daniel Aunon-Nerin

European Central Bank (ECB), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), JP Morgan and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Downloads 441 (102,445)

Citation 1

Abstract:

Why Firms Purchase Property Insurance?

Swiss Finance Institute Research Paper No. 07-16

Number of pages: 46 Posted: 23 Mar 2007

Daniel Aunon-Nerin and Paul Ehling

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and BI - Norwegian Business School

Downloads 431 (105,261)

Citation 16

Daniel Aunon-Nerin

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

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Scholarly Papers (3)

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

Abstract:

A Framework for Collateral Risk Control Determination

Abstract:

Why Firms Purchase Property Insurance?

Abstract: