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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Mayordomo, Sergio [smayordo]
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) | Type | | Nov-2010 | Are all Credit Default Swap databases equal? | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Schwartz, Eduardo S. | workingPaper |
| Dec-2010 | Are all credit default swap databases equal? | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Schwartz, Eduardo S. | workingPaper |
| 2011 | The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Romo, Juan [romo] | article |
| Feb-2012 | An empirical analysis of the dynamic dependences in the European Corporate credit markets : bonds vs. credit derivatives | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Oct-2012 | Liquidity Commonalities in the Corporate CDS Market around | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rodríguez-Moreno, María [mrodri] | workingPaper |
| Sep-2009 | Towards a common European monetary union risk free rate | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Schwartz, Eduardo S. | workingPaper |
Showing results 1 to 6 of 6
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