2 Results enter search term Search Reset filter Suchfilter Topics Business Cycle (1) Business Cycle World (1) Financial Markets (1) Publication Type Working Paper (2) Research Macroeconomic Research (2) International Macroeconomics (1) Macroeconomic Policies over the Business Cycle (1) Experts Julian S. Leppin (2) Stefan Reitz (2) 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 Publication Type: Working Paper Experts: Julian S. Leppin Remove all filters 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
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...
