Listar por autoría "9b61e308-5ba3-4df2-8ff2-8b7d5deea742"
Mostrando ítems 1-4 de 4
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An empirical analysis of the dynamic dependences in the European Corporate credit markets : bonds vs. credit derivatives
Social Science Research Network (2012-02)In this paper we provide new evidence on the determinants of credit spread returns and their dynamic dependences in three European corporate credit markets: the Bond market (cash market), the Credit Default Swap (CDS) ... -
Empirical Evidence on the Impact of European Insider Trading Regulations
Emerald Group (2002)Between 1988 and 1994 ten European countries introduced or modified their regulations on insider trading. We evaluate in this article the impact of such regulatory changes on the risk, return, and some other characteristics ...
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Empirical evidence on the impact of European insider trading regulations
(1995-10)We evaluate in this artic1e the impact of the regulations on insider trading introduced between 1988 and 1994 on ten European securities markets. We consider the temporal behavior and the distributions of abnormal returns, ...
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Towards a common European monetary union risk free rate
National Bureau of Economic Research (2009-09)A common European bond would yield a common European Monetary Union risk free rate. We present tentative estimates of this common risk free for the European Monetary Union countries from 2004 to 2009 using variables motivated ...
