المؤلفون: Roberto Baviera, Davide Lebovitz

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.qfinancexvi.altervista.org/text/Baviera-Lebovitz.pdf.

مصطلحات موضوعية: Financial stress index, Unconventional Measures, Asset Swap, EONIA, Term structure of credit spread, Peripheral euro government bonds, Government debt carry- trade, Time to Structural Change, Macroprudential policy. JEL Classification, C51, E58, E65, G15, G18, H81

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.679.5655; http://www.qfinancexvi.altervista.org/text/Baviera-Lebovitz.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.679.5655
http://www.qfinancexvi.altervista.org/text/Baviera-Lebovitz.pdf

المؤلفون: Peter Carra, B Liuren Wuc

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.wlu.ca/documents/19691/Carr-Peter-cdscurrency15.pdf.

مصطلحات موضوعية: Currency options, sovereign credit default swaps, default arrival rate, return variance dynamics, term structure of credit spread, option pricing, time-changed Lévy processes. We thank Giorgio Szego (the editor

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.583.4411; http://www.wlu.ca/documents/19691/Carr-Peter-cdscurrency15.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.583.4411
http://www.wlu.ca/documents/19691/Carr-Peter-cdscurrency15.pdf