René Kallestrup
Finance · 2014
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it
Whom René Kallestrup trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from René Kallestrup's perspective
Ordered by how strongly the researchers René Kallestrup trusts endorse each paper. Same corpus, a different order for every researcher.
- How Sovereign is Sovereign Credit Risk
- The 'Greatest' Carry Trade Ever? Understanding Eurozone Bank Risks
- Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis
- The Unholy Trinity of Financial Contagion
- Sovereign Default Risk and Bank Fragility in Financially Integrated Economies
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Contagion as a Wealth Effect
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- This Time Is Different: Eight Centuries of Financial Folly
Their papers
- Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads (2014) — 114 citations