Thomas Plank

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis

Review of Finance, Forthcoming
Number of pages: 40 Posted: 19 Mar 2010 Last Revised: 27 Apr 2011
Stephan Dieckmann and Thomas Plank
University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 775 (31,096)

Abstract:

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Sovereign Credit Risk, Private-to-Public Risk Transfer, Financial Crisis

2.

Do Macro-Economic Fundamentals Price Emerging Market Sovereign CDS Spreads?

Number of pages: 27 Posted: 21 Feb 2011
Thomas Plank
University of Pennsylvania - Finance Department
Downloads 179 (168,105)
Citation 3

Abstract:

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sovereign credit risk, sovereign CDS, emerging market CDS