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The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach · Study

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PreprintThe Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach

Pedro Miguel Almeida Pires2008

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Preprintgreen2008

The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach

Pedro Miguel Almeida Pires · João Pedro Pereira · Luís F. Martins

28 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

2021Econometric Analysis of Panel Data 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1986Asset pricing and the bid-ask spread 2008Bootstrap-Based Improvements for Inference with Clustered Errors 1999Modeling Term Structures of Defaultable Bonds 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 2001The Determinants of Credit Spread Changes

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2013The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approacharticle · 26 shared references 2014Credit Default Swaps: A Surveyarticle · 18 shared references 2011The Impact of Government Interventions on CDS and Equity Marketspreprint · 15 shared references 2014The Empirical Analysis of Liquidityarticle · 14 shared references 2013Pricing Credit Default Swaps with Observable Covariatesarticle · 13 shared references 2018Credit Risk Research: Review and Agendaarticle · 12 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations28

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.1125265

openalex_workW2103196726

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