LIDAM Discussion Papers LFIN - 2024
2024 / 02
Matteo Barbagli, Pascal François, Geneviève Gauthier, Frédéric Vrins
The role of CDS spreads in explaining bond recovery rates
2024 / 01
Bernardina Algieri, Kokulo Lawuobahsumo, Arturo Leccadito
Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets