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Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter; Wu, Liuren - In: Journal of banking & finance 31 (2007) 8, pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
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Credit default swaps and the market for sovereign debt
Ismailescu, Iuliana; Phillips, Blake - In: Journal of banking & finance 52 (2015), pp. 43-61
Persistent link: https://www.econbiz.de/10011377300
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The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
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The delivery option in credit default swaps
Jankowitsch, Rainer; Pullirsch, Rainer; Veza, Tanja - In: Journal of banking & finance 32 (2008) 7, pp. 1269-1285
Persistent link: https://www.econbiz.de/10003749198
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Regime dependent determinants of credit dafault swap spreads
Alexander, Carol; Kaeck, Andreas - In: Journal of banking & finance 32 (2008) 6, pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
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The relationship between credit default swap spreads, bond yields, and credit rating announcements
Hull, John; Predescu, Mirela; White, Alan - In: Journal of banking & finance 28 (2004) 11, pp. 2789-2811
Persistent link: https://www.econbiz.de/10002362016
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Credit swap valuation
Duffie, Darrell - In: Credit risk models and management, (pp. 375-401). 2004
Persistent link: https://www.econbiz.de/10002432624
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Enhancing credit performance with market-implied credit measures and default swaps
Backshall, Tim - In: Credit risk models and management, (pp. 543-572). 2004
Persistent link: https://www.econbiz.de/10002433447
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Swap credit risk : an empirical investigation on transaction data
Cossin, Didier - In: Journal of banking & finance 21 (1997) 10, pp. 1351-1373
Persistent link: https://www.econbiz.de/10001229575
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Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Bertoni, Fabio; Lugo, Stefano - In: Journal of banking & finance 90 (2018), pp. 146-158
Persistent link: https://www.econbiz.de/10011963459