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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008
Kredit und Kreditrisiko -- Kreditderivate -- Der Credit Default Swap (CDS) -- Externes Rating, CDS und Informationseffi … anderer etablierter Märkte, auf denen das Kreditrisiko relevant ist, sowie dem des externen Rating gegenüber. Sie zeigt …
Persistent link: https://www.econbiz.de/10013517112
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Corporate credit default swap systematic factors
Chan, Ka Kei; Lin, Ming-Tsung; Lu, Qinye - In: The journal of futures markets 44 (2024) 7, pp. 1224-1256
Persistent link: https://www.econbiz.de/10014553983
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The role of a changing market environment for credit default swap pricing
Leppin, Julian Sebastian; Reitz, Stefan - In: International journal of finance & economics : IJFE 21 (2016) 3, pp. 209-223
Persistent link: https://www.econbiz.de/10011560274
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Do correlated defaults matter for CDS premia?
Koziol, Christian; Koziol, Philipp; Schön, Thomas - In: Review of derivatives research 18 (2015) 3, pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
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Estimating actual probability of default from structural models
Zou, Lin; Li, Weiping - In: International journal of financial engineering 9 (2022) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10013188686
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Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.; Budhi Arta Surya - In: Insurance / Mathematics & economics 93 (2020), pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
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Does economic policy uncertainty drive CDS spreads?
Wisniewski, Tomasz Piotr; Lambe, Brendan John - In: International review of financial analysis 42 (2015), pp. 447-458
Persistent link: https://www.econbiz.de/10011573602
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The determinants of CDS open interest dynamics
Silva, Paulo Pereira da; Vieira, Carlos; Vieira, Isabel - In: Journal of financial stability 21 (2015), pp. 95-109
Persistent link: https://www.econbiz.de/10011574427
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An analysis of euro area sovereign CDS and their relation with government bonds
Fontana, Alessandro; Scheicher, Martin - In: Journal of banking & finance 62 (2016), pp. 126-140
Persistent link: https://www.econbiz.de/10011634088
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Do empty creditors matter? : evidence from distressed exchange offers
Danis, András - In: Management science : journal of the Institute for … 63 (2017) 5, pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704