Search Results - "Badaoui, Saad" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach

Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach

by Badaoui, Saad, Cathcart, Lara, El-Jahel, Lina
Published in Journal of banking & finance (01.07.2013)

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Journal Article

Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads

Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads

by Badaoui, Saad, Cathcart, Lara, El-Jahel, Lina
Published in The European journal of finance (08.08.2016)

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Journal Article

Sovereign default and liquidity risks in the bond and CDS markets

Sovereign default and liquidity risks in the bond and CDS markets

by Badaoui, Saad
Year of Publication 2013

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Dissertation