Fundamentals, real-time uncertainty and CDS index spreads (2023)
Journal Article
Audzeyeva, A., & Wang, X. (2023). Fundamentals, real-time uncertainty and CDS index spreads. Review of Quantitative Finance and Accounting, 61(1), 1-33. https://doi.org/10.1007/s11156-023-01127-6

The high level of economic uncertainty linked to the pace of the recovery process can persist after a crisis and has implications for the market pricing of firms’ credit risk reflected in credit default swap (CDS) spreads. This paper examines the rol... Read More about Fundamentals, real-time uncertainty and CDS index spreads.

Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability (2015)
Journal Article
Audzeyeva, A., & Fuertes, A. (2015). Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability. https://doi.org/10.2139/ssrn.2649216

This paper investigates the quarter-ahead predictability of Brazil, Mexico, Philippines and Turkey credit spreads for short and long maturity bonds during two separate periods preceding and following the Lehman Brothers' default. A model based on the... Read More about Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability.

How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank (2015)
Journal Article
Audzeyeva. (2015). How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank. European Journal of Information Systems, 29-46. https://doi.org/10.1057/ejis.2014.44

This paper focuses on the process of maximizing the benefits from a business intelligence (BI) application. A general theoretical framework of analysis is formulated based on previous research into organizational deep structure and inertia. Our frame... Read More about How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank.