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内部出版物
CNKI学位论文(43)
知网期刊论文(17)
在“
Elsevier电子期刊
”中,
命中:
24
条,耗时:小于0.01 秒
在所有数据库中总计命中:
60
条
1.
Regularities and discrepancies of
credit
default
swaps
: a data science approach through Benford's law
作者:
Marcel Ausloos
;
a
;
c
;
marcel.ausloos@ulg.ac.be" class="auth_mail" title="E-mail the corresponding author
;
ma683@le.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Rosella Castellano
b
;
rosella.castellano@unimc.it" class="auth_mail" title="E-mail the corresponding author
;
Roy Cerqueti
b
;
roy.cerqueti@unimc.it" class="auth_mail" title="E-mail the corresponding author
关键词:
Benford&rsquo
;
s law
;
Credit
default
swaps
;
Complex systems
;
Data science
刊名:Chaos, Solitons & Fractals
出版年:2016
2.
Market frictions and the pricing of
sovereign
credit
default
swaps
作者:
Antonio Rubia
a
;
antonio.rubia@ua.es" class="auth_mail" title="E-mail the corresponding author
;
Lidia Sanchis-Marco
b
;
lidia.sanchis@uclm.es" class="auth_mail" title="E-mail the corresponding author
;
Pedro Serrano
c
;
pedrojose.serrano@uc3m.es" class="auth_mail" title="E-mail the corresponding author
关键词:
Credit
default
swaps
;
Noise measure
;
Illiquidity
;
Capital arbitrage
刊名:Journal of International Money and Finance
出版年:2016
3.
Causality between
sovereign
, quasi-
sovereign
credit
risks and global volatility: The case of Russia
作者:
Mikhail Stolbov
;
stolbov_mi@mail.ru" class="auth_mail" title="E-mail the corresponding author
关键词:
credit
default
swaps
(CDS)
;
causality-in-mean
;
causality-in-variance
;
bailouts
;
the Breitung&ndash
;
Candelon test
;
&ldquo
;
too big to save&rdquo
;
effect
;
VIX index
刊名:Journal of Eurasian Studies
出版年:2016
4.
The quest for banking stability in the euro area: The role of government interventions
作者:
Renatas Kizys
a
;
renatas.kizys@port.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Nikos Paltalidis
a
;
b
;
nikos.e.paltalidis@durham.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Konstantinos Vergos
a
;
konstantinos.vergos@port.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
Banking stability
;
Credit
default
swaps
;
Government interventions
;
Markov Switching Bayesian Vector Autoregression
;
Sovereign
debt
;
Stock market
刊名:Journal of International Financial Markets, Institutions & Money
出版年:2016
5.
Long and short-runs determinants of the
sovereign
CDS
spread
in emerging countries
作者:
Sy Hoa Ho
a
;
b
;
hosyhoa1987@gmail.com" class="auth_mail" title="E-mail the corresponding author
关键词:
Sovereign
Credit
Default
Swaps
spread
;
Panel cointegration
;
Pooled Mean Group
刊名:Research in International Business and Finance
出版年:2016
6.
Sovereign
and corporate
credit
risk: Evidence from the Eurozone
作者:
Mascia Bedendo
a
;
mbedendo@audencia.com" class="auth_mail" title="E-mail the corresponding author
;
Paolo Colla
b
;
paolo.colla@unibocconi.it" class="auth_mail" title="E-mail the corresponding author
关键词:
Sovereign
risk
;
Corporate
credit
risk
;
Credit
default
swaps
;
Eurozone
刊名:Journal of Corporate Finance
出版年:2015
7.
How do global investors differentiate between
sovereign
risks? The new normal versus the old
作者:
Marlene Amstad
a
;
Eli Remolona
b
;
eli.remolona@bis.org" class="auth_mail" title="E-mail the corresponding author
;
Jimmy Shek
b
关键词:
C38
;
F34
;
G11
;
G12
;
G15
刊名:Journal of International Money and Finance
出版年:2016
8.
Price cointegration between
sovereign
CDS and currency option markets in the financial crises of 2007-2013
作者:
Cho-Hoi Hui
;
chhui@hkma.gov.hk" class="auth_mail" title="E-mail the corresponding author
;
Tom Pak-Wing Fong
tom_pw_fong@hkma.gov.hk" class="auth_mail" title="E-mail the corresponding author
关键词:
Sovereign
risk
;
Currency options
;
Credit
default
swaps
;
Cointegration
刊名:International Review of Economics & Finance
出版年:2015
9.
Forecasting
Credit
Default
Swaps
(CDSs)
spread
s with newswire messages: Evidence from European countries under financial distress
作者:
Nicholas Apergis
nicholas.apergis@northumbria.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
H63
刊名:Economics Letters
出版年:2015
10.
Credit
-risk valuation in the
sovereign
CDS and bonds markets: Evidence from the euro area crisis
作者:
Oscar Arce
a
;
o.arce@bde.es
;
Sergio Mayordomo
b
;
smayordomo@unav.es
;
Juan Ignacio Peñ
;
a
c
;
ypenya@eco.uc3m.es
关键词:
Sovereign
credit
default
swaps
;
Sovereign
bonds
;
Credit
spread
ss
;
Price discovery
刊名:Journal of International Money and Finance
出版年:2013
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