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The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars; Weber, Martin - 2004
Persistent link: https://www.econbiz.de/10002434757
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Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V. - 2002
Persistent link: https://www.econbiz.de/10013423918
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When is there a strong transfer risk from the sovereigns to the corporates? : property rights gaps and CDS spreads
Bai, Jennie; Wei, Shang-jin - 2012
Persistent link: https://www.econbiz.de/10009705819
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Settling defaults in the era of bond finance
Eichengreen, Barry - 1988
Persistent link: https://www.econbiz.de/10013421802
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Understanding the recovery rates on defaulted securities
Acharya, Viral V.; Bharath, Sreedhar T.; Srinivasan, Anand - 2003
Persistent link: https://www.econbiz.de/10001829765
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Informational efficiency of credit default swap and stock markets : the impact of credit rating announcements
Norden, Lars; Weber, Martin - 2004
Persistent link: https://www.econbiz.de/10002006040
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The use of flow analysis in foreign exchange : explanatory analysis
Gehring, Thomas; Menkhoff, Lukas - 2002
Persistent link: https://www.econbiz.de/10013423813
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Municipal Bond Markets
Schürhoff, Norman; Li, Dan; Cestau, Dario; Hollifield, … - 2018
Persistent link: https://www.econbiz.de/10012037892
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A pyrrhic victory? : bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - 2011
Persistent link: https://www.econbiz.de/10009427798
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Securitisation bubbles : structured finance with disagreement about default correlations
Broer, Tobias - 2016
Persistent link: https://www.econbiz.de/10011482168