12 Grafton Rd
University of Auckland - Business School
in Total Papers Downloads
in Total Papers Citations
Credit default swaps, empty creditors, debt restructuring
Credit rating agencies, Rating announcements, Reputational shocks, Regulation
Sovereign CDS spreads, Default and Liquidity Intensities, Grid Search Method and Exponential Affine Models
Banking, Capital Structure, Financial Crisis
term structure of sovereign credit default swaps, maximum likelihood, Kalman filter, liquidity risk
Equity volatility, Credit spreads, Structural models , Trading strategies
Credit spreads, term structure, level, slope, curvature
Credit Correlation, Clustering, Principle Components Analysis, Ratingsma separated]
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