Swaps (Finance)-Econometric models
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ShareCopied to clipboardSwaps (Finance)-Econometric models is a book subject. It includes 3 books, written by 3 different authors.
Key facts
- number of authors: 3 people
- number of books: 3
- books: Sovereign credit risk and exchange rates : evidence from CDS quanto spreads, Variance swap premium under stochastic volatility and self-exciting jumps, When is there a strong transfer risk from the sovereigns to the corporates ? : property rights gaps and CDS spreads
- authors: Patrick Augustin, Ke Chen, Jennie Bai
- publication dates: 2018, 2013, 2012
- book publishers: Centre for Economic Policy Research, The University of Manchester, Manchester Business School
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"Swaps (Finance)-Econometric models" is one of the 293,135 book subjects in our database.
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