The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets-Reference-Cited by-同舟云学术

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The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets

Published:2019-04 Issue: Volume:48 Page:187-200
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Mili Mehdi

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference47 articles.

1. Mutual Excitation in Eurozone Sovereign CDS, SAFE Working Paper No. 51;Aït-Sahalia,2014

2. Nonlinearities in CDS-Bond Basis, Working Paper No: 11,13;Akdoğan,2011

3. Regime dependent determinants of credit default swap spreads;Alexander;J. Bank. Financ.,2008

4. Stock return predictability: Is it there?;Ang;Rev. Financ. Stud.,2007

5. Systemic sovereign credit risk: lessons from the U.S. And Europe;Ang;J. Monet. Econ.,2013

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis;Finance Research Letters;2021-05

2. Residual return reversals: European evidence;Research in International Business and Finance;2019-12

3. The relationship between sovereign credit rating and trends of macroeconomic indicators;Investment Management and Financial Innovations;2019-10-04

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