3 Ergebnisse Suchbegriff eingeben Suche Filter zurücksetzen Suchfilter Themen Finanzmärkte (2) Konjunktur (1) Konjunktur Welt (1) Publikationstyp Arbeitspapier (2) Journal Article (1) Forschung Makroökonomische Forschung (3) Internationale Makroökonomik (2) Makroökonomische Politik über den Konjunkturzyklus (1) Experten Julian S. Leppin (3) Stefan Reitz (3) Matei Demetrescu (1) IfW Kiel Reihe Kieler Arbeitspapiere (2) Zeitraum Letzter Monat Letztes Jahr Zeitraum wählen Startdatum bis Enddatum Sortieren nach Relevanz Datum Aktive Filter Experten: Julian S. Leppin Alle Filter entfernen Journal Article The Role of a Changing Market Environment for Credit Default Swap Pricing 06/2016 Julian S. Leppin, Stefan Reitz This paper investigates the impact of a changing market Environment on the pricing of CDS spreads written on debt from EURO STOXX 50 rms. A... Arbeitspapier The Role of a Changing Market Environment for Credit Default Swap Pricing Kieler Arbeitspapiere 07/2014 Download Julian S. Leppin, Stefan Reitz This paper investigates the impact of a changing market environment on the pricing of CDS spreads written on debt from EURO STOXX 50 firms. A... Arbeitspapier Homogenous vs. Heterogenous Transition Functions in Smooth Transition Regressions – A LM-Type Test Kieler Arbeitspapiere 11/2017 Download Matei Demetrescu, Stefan Reitz, Julian S. Leppin (Panel) Smooth Transition Regressions substantially gained in popularity due to their flexibility in modeling regression coefficients as... Ausgewählte Publikationsreihen Kieler Arbeitspapiere Kiel Policy Briefs Kieler Konjunkturberichte Kiel Focus Review of World Economics
Journal Article The Role of a Changing Market Environment for Credit Default Swap Pricing 06/2016 Julian S. Leppin, Stefan Reitz This paper investigates the impact of a changing market Environment on the pricing of CDS spreads written on debt from EURO STOXX 50 rms. A...
Arbeitspapier The Role of a Changing Market Environment for Credit Default Swap Pricing Kieler Arbeitspapiere 07/2014 Download Julian S. Leppin, Stefan Reitz This paper investigates the impact of a changing market environment on the pricing of CDS spreads written on debt from EURO STOXX 50 firms. A...
Arbeitspapier Homogenous vs. Heterogenous Transition Functions in Smooth Transition Regressions – A LM-Type Test Kieler Arbeitspapiere 11/2017 Download Matei Demetrescu, Stefan Reitz, Julian S. Leppin (Panel) Smooth Transition Regressions substantially gained in popularity due to their flexibility in modeling regression coefficients as...