Auflistung nach JEL-Klassifizierung "C13"

Anzeige der Dokumente 1-5 von 5

    • Bloomberg 

      Unbekannter Autor
      Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...

    • Datastream 

      Unbekannter Autor
      Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...

    • Mutual Excitation in Eurozone Sovereign CDS 

      Aït-Sahalia, Yacine; Laeven, Roger J. A.; Pelizzon, Loriana (2014-05-01)
      We study self- and cross-excitation of shocks in the Eurozone sovereign CDS market. We adopt a multivariate setting with credit default intensities driven by mutually exciting jump processes, to capture the salient features ...

    • S&P 

      Unbekannter Autor
      S&P Global Ratings (previously Standard & Poor’s) is an American credit rating agency (CRA) and a division of S&P Global that publishes financial research and analysis on stocks, bonds, and commodities.

    • Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test 

      Caporina, Massimiliano; Costola, Michele (2021-10-14)
      Analysing causality among oil prices and, in general, among financial and economic variables is of central relevance in applied economics studies. The recent contribution of Lu et al. (2014) proposes a novel test for ...