Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis

By Óscar J. Arce, Sergio Mayordomo, Juan Ignacio Peña. 2013

124 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/bd56276c03ffc2798259fac4d9beeb84f9dfbfa4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Sarah Qian Wang
2. Patrick Augustin
3. Marti G. Subrahmanyam
4. D. Tang

Citations in the corpus

• Credit Default Swaps: A Survey (2014, background): “Thus, according to Arce et al. (2013), price discovery is state dependent and a function of the relative liquidity in the two markets.”