Work

Are CDS spreads predictable? An analysis of linear and non-linear forecasting models

Year: 2014

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2014.04.001

Authors: Davide Avino, Ogonna Nneji

Institutions: University College Dublin, Swansea University, ICMA Centre, University of Reading

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Science Foundation Ireland

Award: G3129795712

OpenAlex ID: W2035337023

FWCI: 3.661

Cites: 76

Cited by: 30

Related to: 10