Tags: "Sovereign CDS"

1. A macrofinance view of US Sovereign CDS premiums

A macrofinance view of US Sovereign CDS premiums Sovereign CDSAnderson School of Management, UCLA, and CEPR Fuqua School of Business, Duke University Economics D

2. SwapsInfo First Quarter of 2019 Review

SwapsInfo First Quarter of 2019 Review DerivativesSovereign CDS ISDA

3. How sensitive are credit default swap premia to the global risk factor?

How sensitive are credit default swap premia to the global risk factor?Cost and Risk The CBRT Blog Oğuzhan Çepni, Doruk Küçüksaraç, Muhammed Hasan Yılmaz Sovereign

4. OTC derivatives statistics at end-December 2017

OTC derivatives statistics at end-December 2017 DerivativesSovereign CDS BIS

5. The Impact of Oil Shocks on Sovereign Default Risk

The Impact of Oil Shocks on Sovereign Default RiskSovereign CDS The World Bank, West Virginia University Sultan Abdulaziz M Alturki, and Ann Marie Hibbert Financ

6. Dealing with dealers: sovereign CDS comovements

Dealing with dealers: sovereign CDS comovementsPrimary dealers IESE Business School, Central Bank of Spain Miguel Antón, Sergio Mayordomo and María Rodríguez-Mor

7. Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads

Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Sovereign CDSSovereign risk premia McGill University, University of California, Boston

8. How does risk flow in the credit default swap market?

How does risk flow in the credit default swap market?Derivatives University of Zurich, European Systemic Risk Board, European Central Bank Marco D'Errico, Stefan

9. Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-time Macro Fundamentals, and CDS Spreads

Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-time Macro Fundamentals, and CDS Spreads Debt crisisSovereign CDS European Commission, Boston College,

10. The Systemic Risk of European Banks During the Financial and Sovereign Debt Crises

The Systemic Risk of European Banks During the Financial and Sovereign Debt Crises Sovereign CDSInternational and Macroprudential Regulations DePaul University,