Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
2011 · Journal of Economic Behavior & Organization · 92 citations
https://doi.org/10.1016/j.jebo.2011.10.013
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Julian Williams
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106
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777
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16
h-index
27
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Julian Williams is an academic researcher from Durham University. The author has contributed to research in topics: Financial Risk and Volatility Modeling & Banking stability, regulation, efficiency & Information and Cyber Security. The author has an h-index of 16, co-authored 91 publications.
ORCID: 0000-0001-5306-9632Papers by this author
worksCredit Derivatives and the Default Risk of Large Complex Financial Institutions
2011 · Journal of Financial Services Research · 16 citations
https://doi.org/10.1007/s10693-011-0121-z
Realised higher moments: theory and practice
2014 · European Journal of Finance · 12 citations
https://doi.org/10.1080/1351847x.2014.885456
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