Luis F. Martins

Pennsylvania State University - Department of Economics

University Park, PA 16802

United States

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Scholarly Papers (2)

1.

The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach

Number of pages: 69 Posted: 29 Apr 2008 Last Revised: 31 Jan 2010
Pedro Pires, João Pedro Pereira and Luis F. Martins
Nova School of Business and Economics, Nova School of Business and Economics and Pennsylvania State University - Department of Economics
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Credit Default Swap, Quantile Regression, CDS Liquidity, Equity Options

2.

Testing for Parameter Constancy Using Chebyshev Time Polynomials

The Manchester School, Vol. 81, Issue 4, pp. 586-598, 2013
Number of pages: 13 Posted: 20 Jun 2013
Luis F. Martins
Pennsylvania State University - Department of Economics
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