How safe are european safe bonds? An analysis from the perspective of modern credit risk models-Reference-Cited by-同舟云学术

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How safe are european safe bonds? An analysis from the perspective of modern credit risk models

Published:2020-10 Issue: Volume:119 Page:105939
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Frey Rüdiger,Kurt Kevin,Damian Camilla

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. Mutual excitation in Eurozone sovereign CDS;Aït-Sahalia;J. Econom.,2014

2. The link between default and recovery rates: theory, empirical evidence, and implications;Altman;J. Business,2005

3. Systemic sovereign credit risk: lessons from the U.S. and europe;Ang;J. Monet. Econ.,2013

4. On the design of sovereign bond backed securities;Barucci,2019

5. Regime switching affine processes with applications to finance;van Beek;Finance Stochastic.,2020

Cited by 4 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. Markov-modulated affine processes;Stochastic Processes and their Applications;2022-11

2. On the design of sovereign bond-backed securities;International Journal of Financial Engineering;2021-06-23

3. D: Management, Accounting and Technology;World Banking Abstracts;2021-01-25

4. Bridge over Troubled Monetary Union: A Reply to De Grauwe & Ji;JCMS: Journal of Common Market Studies;2020-09

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