Swansea , Wales SA1 8EN
in Total Papers Downloads
Credit default swap spreads, price discovery, information flow, financial crisis, banks, sovereign risk, bank capital, contingent capital
credit spreads, price discovery, credit derivatives, information flow, convergence trading, financial crisis, limit of arbitrage
credit spreads, price discovery, volatility spillovers, credit and equity derivatives, information flow
Credit default swap spreads, iTraxx, Forecasting, Markov switching, Market efficiency, Technical trading rules
credit spreads, price discovery, multivariate GARCH
Bank Failure, Market Discipline, Credit Default Swap, CDS
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