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Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi; Li, Jian - In: Energy economics 76 (2018), pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
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Credit default swap market retrospective: observations from the 2008-9 financial crisis and the onset of the Covid-19 pandemic
Ivanov, Stanislav; Jordan, Richard; Springle, Ian - In: The journal of financial market infrastructures 9 (2021) 3, pp. 53-72
Persistent link: https://www.econbiz.de/10013269960
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How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome - In: Economic modelling 97 (2021), pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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Credit Default Swaps : Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations
Culp, Christopher L.; Van der Merwe, Andria; Stärkle, … - 2018
This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as...
Persistent link: https://www.econbiz.de/10012396816
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A joint analysis of market indexes in credit default swap, volatility and stock markets
Fonseca, José da; Wang, Peiming - In: Applied economics 48 (2016) 19/21, pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
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Determinants of credit default swaps implied ratings during the crisis : was sovereign risk mispriced?
Oliveira, Maria Alberta; Santos, Carlos - In: Investment management and financial innovations 15 (2018) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10012055473
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Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da; Ignatieva, Ekaterina - In: Applied economics 50 (2018) 36, pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
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Multi-currency credit default swaps
Brigo, Damiano; Pede, Nicola; Petrelli, Andrea - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
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Sovereign and bank interdependencies : evidence from the CDS market
Yu, Sherry - In: Research in international business and finance 39 (2017), pp. 68-84
Persistent link: https://www.econbiz.de/10011876438