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CDS Returns
Augustin, Patrick; Saleh, Fahad; Xu, Haohua - In: Journal of economic dynamics & control 118 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
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Financial decisions involving credit default swaps over the business cycle
Gan, Liu; Yang, Zhaojun - In: Journal of economic dynamics & control 161 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015050037
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Credit default swaps around the world
Bartram, Söhnke M.; Conrad, Jennifer S.; Lee, Jongsub; … - 2021
Persistent link: https://www.econbiz.de/10012415709
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Interest rate swaps and corporate default
Jermann, Urban J.; Yue, Vivian Z. - In: Journal of economic dynamics & control 88 (2018), pp. 104-120
Persistent link: https://www.econbiz.de/10011973928
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Do credit market shocks drive output fluctuations? : evidence from corporate spreads and defaults
Meeks, Roland - In: Journal of economic dynamics & control 36 (2012) 4, pp. 568-584
Persistent link: https://www.econbiz.de/10009554335
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Premia for correlated default risk
Azizpour, Shahriar; Giesecke, Kay; Kim, Baeho - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
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Resolution of financial distress under Chapter 11
Annabi, Amira; Breton, Michèle; François, Pascal - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1867-1887
Persistent link: https://www.econbiz.de/10009701920
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Prices and investment with collateral and default
Magill, Michael; Quinzii, Martine - In: Journal of economic dynamics & control 51 (2015), pp. 111-132
Persistent link: https://www.econbiz.de/10011474274
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The financial accelerator in an evolving credit network
Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, … - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1627-1650
Persistent link: https://www.econbiz.de/10009125844
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Should I default on my mortgage even if I can pay? : experimental evidence
Pavan, Marina; Barreda Tarrazona, Iván J. - In: Journal of economic dynamics & control 110 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012501330