Search Results for Credit default swaps

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We compared the predictive performance of a series of machine learning and traditional methods...

We study the link between the probability of default implied by Credit Default Swaps (CDS)...

In reduced-form pricing models, it is usual to assume a fixed recovery rate to obtain the...

This paper proposes a stochastic volatility model to measure sovereign financial distress. It...

Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to...

Credit default swaps (CDS) provide the buyer with insurance against certain types of credit...