Search Results - "Fender, Ingo"

Daily pricing of emerging market sovereign CDS before and during the global financial crisis by Fender, Ingo, Hayo, Bernd, Neuenkirch, Matthias

“…► Analysis of determinants of daily spread changes for emerging market sovereign CDS. ► International risk premia are more relevant than domestic factors. ► US…”
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Global Liquidity: A Selective Review by Cohen, Benjamin H, Domanski, Dietrich, Fender, Ingo, Shin, Hyun Song

“…Global liquidity is a catch-all term that is used to denote the combination of easier financing conditions, capital inflows, and exchange rate appreciation. An…”
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Day and night returns of Chinese ADRs by He, Hui, Yang, Jiawen

“…► We investigate the market effects on the day and night returns of Chinese ADRs. ► US day returns affect Chinese ADR day returns the most. ► Homeless ADRs are…”
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The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices by Fender, Ingo, Scheicher, Martin

“…This article investigates the pricing of subprime mortgage risk using data for the ABX.HE indices, which have become a key barometer of market conditions…”
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Central bank policy in a more perfect financial system by Hagen, Jürgen von, Fender, Ingo

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An international survey to stress tests by Fender, Ingo, Gibson, Michael S, Mosser, Patricia C

“…The survey of stress test scenarios conducted by the Committee on the Global Financial System in 2000 provides information about both the types of risks that…”
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Ideas for the future of the International Monetary System by Salvatore, Dominick, Hamada, Koichi, Capie, rest, Fratianni, Michele, Hauskrecht, Andreas, Maccario, Aurelio, Hagen, Jürgen von, Fender, Ingo, Artis, Michael, Kohler, Marion, Mélitz, Jacques, Eichengreen, Barry, Savona, Paolo, Bosco, Elvio Dal, Fazio, Antonio, Scognamiglio, Carlo, Predieri, Alberto

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