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The credit risk components of a swap portfolio
Hübner, Georges - In: The journal of futures markets 24 (2004) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
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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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Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe; Merrouche, Ouarda - 2015
disruptions in the FX swap market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
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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 use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.; Li, Lei; Qian, Jun - In: Journal of financial economics 131 (2019) 1, pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
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Stock options and credit default swaps in risk management
Al-Own, Bassam; Minhat, Marizah; Gao, Simon S. - In: Journal of international financial markets, … 53 (2018), pp. 200-214
Persistent link: https://www.econbiz.de/10011983854
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The leverage externalities of credit default swaps
Li, Jay Yin; Tang, Dragon Yongjun - In: Journal of financial economics 120 (2016) 3, pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
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Credit default swaps and corporate innovation
Xin, Chang; Chen, Yangyang; Wang, Sarah Qian; Zhang, Kuo; … - In: Journal of financial economics 134 (2019) 2, pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
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Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: Journal of financial economics 124 (2017) 2, pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
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Is default risk priced equally fast in the credit default swap and the stock markets? : an empirical investigation
Tolikas, Konstantinos; Topaloglou, Nikolas - In: Journal of international financial markets, … 51 (2017), pp. 39-57
Persistent link: https://www.econbiz.de/10011896287