Jerome Collet

Lombard Odier Darier Hentsch & Cie - Lombard Odier Investment Management

Quant Portfolio Manager

Queensberry House

3 Old Burlington Street

London , W1S 3AB

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

49

CITATIONS

0

Scholarly Papers (1)

1.

Sector Spillovers in Credit Markets

Number of pages: 16 Posted: 25 Jan 2017
Jerome Collet and Florian Ielpo
Lombard Odier Darier Hentsch & Cie - Lombard Odier Investment Management and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 49 (389,406)

Abstract:

Loading...

Credit spreads, volatility spillovers, credit sectors, connectedness, systemic risk, markov switchin