Antonio Di Cesare
Economics and Econometrics · 2010–2012
A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 70 citations into it; #23,261 of 23,481 by trust here, #7,096 by citations
- Finance — 55 citations into it; #10,442 of 10,518 by trust here, #2,835 by citations
- Accounting — 20 citations into it
Whom Antonio Di Cesare trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Joost Driessen
- Carol Alexander
- Jan Ericsson
- Silvia Magri
- P. Angelini
- L. Gambacorta
- N. Metiu
- Andreas Kaeck
- M. Paiella
- G. Ferrero
Who trusts Antonio Di Cesare overall
Papers from Antonio Di Cesare's perspective
Ordered by how strongly the researchers Antonio Di Cesare trusts endorse each paper. Same corpus, a different order for every researcher.
- The Determinants of Credit Spread Changes
- Explaining the Rate Spread on Corporate Bonds
- The relationship between credit default swap spreads, bond yields, and credit rating announcements
- An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
- The Pricing of Options and Corporate Liabilities
- The Determinants of Credit Default Swap Premia (Journal of Financial and Quantitative Analysis)
- Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
- Structural Models of Corporate Bond Pricing: An Empirical Analysis
- Regime dependent determinants of credit default swap spreads
- A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation
Their papers
- Recent Estimates of Sovereign Risk Premia for Euro-Area Countries (2012) — 122 citations
- An Analysis of the Determinants of Credit Default Swap Spread Changes Before and During the Subprime Financial Turmoil (2010) — 208 citations