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Prediche alle donne del secolo XIII
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Credit default swap regulation in experimental bond markets
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Managing growth in a volatile world
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Uncertainties and vulnerabilities
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Navigating strong currents
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Assuring growth over the medium term
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Credit default swaps as indicators of bank financial distress
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Managing growth in a volatile world
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Uncertainties and vulnerabilities
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Navigating strong currents
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Assuring growth over the medium term
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Essays in Financial Economics
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Market effects of central bank credit markets support programs in Europe
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The effects of the Covid-19 pandemic on stock markets, CDS and economic activity
time-varying evidence from the US and Europe -
Credit risk in a pandemic
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Sovereign Risk and Financial Risk
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CDS central counterparty clearing default measures
road to recovery or invitation to predation? -
Internet searches, household sentiment and credit spreads
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Cross-border credit derivatives linkages
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Sovereign risk dynamics in the EU
the time varying relevance of fiscal and external (im)balances -
The global financial cycle and country risk in emerging markets during stress episodes: a copula covar approach
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Sovereign debt and credit default swaps
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Drivers of post-pandemic currency movement
recurring impacts of sovereign risks and oil prices -
Exchange rates and sovereign risk
a nonlinear approach based on local Gaussian correlations