3 Results enter search term Search Reset filter Suchfilter Topics Financial Markets (2) Business Cycle (1) Business Cycle World (1) Publication Type Working Paper (2) Journal Article (1) Research Macroeconomic Research (3) International Macroeconomics (2) Macroeconomic Policies over the Business Cycle (1) Experts Julian S. Leppin (3) Stefan Reitz (3) Matei Demetrescu (1) Publication Series Kiel Working Papers (2) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Experts: Julian S. Leppin Remove all filters 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... Working Paper The Role of a Changing Market Environment for Credit Default Swap Pricing Kiel Working Papers 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... Working Paper Homogenous vs. Heterogenous Transition Functions in Smooth Transition Regressions – A LM-Type Test Kiel Working Papers 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... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook 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...
Working Paper The Role of a Changing Market Environment for Credit Default Swap Pricing Kiel Working Papers 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...
Working Paper Homogenous vs. Heterogenous Transition Functions in Smooth Transition Regressions – A LM-Type Test Kiel Working Papers 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...
