Piazza dei Cavalieri, 7
Scuola Normale Superiore
in Total Papers Downloads
Valuation Ratios, Long Run Stock Market Returns
market efficiency, portfolio selection, bootstrap
systemic risk, derivatives, credit default swap
Credit Default Swaps, Credit Rating, sovereign yields, rating agencies
financial innovation, leverage, diversification, endogenous risk, financial crises
price cojumps, Hawkes processes, systemic shocks, high frequency data
credit ratings, market implied ratings, support vector machine, credit default swaps, default risk
sovereign debt, ponzi schemes, EMU
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.437 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you