Matthias Haerri

University of Applied Sciences Northwestern Switzerland (CH)

Riggenbachstrasse 16

Olten, Solothurn 4600

Switzerland

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Scholarly Papers (1)

Sovereign Risk and the Pricing of Corporate Credit Default Swaps

Journal of Credit Risk, 2015, University of St.Gallen, School of Finance Research Paper No. 2014/23
Number of pages: 33 Posted: 25 Jan 2015 Last Revised: 10 Jun 2016
Matthias Haerri, Stefan Morkoetter and Simone Westerfeld
University of Applied Sciences Northwestern Switzerland (CH), University of St. Gallen - School of Finance and University of St. Gallen (HSG), School of Finance
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Credit Default Swaps, Government Bonds

Sovereign Risk and the Pricing of Corporate Credit Default Swaps

Journal of Credit Risk, Vol. 11, No. 1, 2015
Number of pages: 28 Posted: 15 Jun 2016
Matthias Haerri, Stefan Morkoetter and Simone Westerfeld
University of Applied Sciences Northwestern Switzerland (CH), University of St. Gallen - School of Finance and University of St. Gallen (HSG), School of Finance
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credit default swaps, pricing, sovereign risk, debt crisis, corporate credit risk