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Accounting-based versus market-based cross-sectional models of CDS spreads
Das, Sanjiv R.; Hanouna, Paul; Sarin, Atulya - In: Journal of banking & finance 33 (2009) 4, pp. 719-730
Persistent link: https://www.econbiz.de/10003820945
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Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago; Peña Sánchez de Rivera, Juan Ignacio - In: Journal of banking & finance 33 (2009) 11, pp. 2013-2025
Persistent link: https://www.econbiz.de/10003892177
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of banking & finance 33 (2009) 11, pp. 2036-2049
Persistent link: https://www.econbiz.de/10003892198
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Market conditions, default risk and credit spreads
Tang, Dragon Yongjun; Yan, Hong - In: Journal of banking & finance 34 (2010) 4, pp. 743-753
Persistent link: https://www.econbiz.de/10003966050
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Counterparty risk for CDS : default clustering effects
Bo, Lijun; Capponi, Agostino - In: Journal of banking & finance 52 (2015), pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
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Are banks too big to fail or too big to save? : international evidence from equity prices and CDS spreads
Demirgüç-Kunt, Asli; Huizinga, Harry - In: Journal of banking & finance 37 (2013) 3, pp. 875-894
Persistent link: https://www.econbiz.de/10009708732
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The determinants of CDS spreads
Galil, Koresh; Shapir, Offer Moshe; Amiram, Dan; … - In: Journal of banking & finance 41 (2014), pp. 271-282
Persistent link: https://www.econbiz.de/10010408463
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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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Bank loan renegotiation and credit default swaps
Clark, Brian; Donato, James; Francis, Bill B.; Shohfi, … - In: Journal of banking & finance 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
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Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen - In: Journal of banking & finance 34 (2010) 6, pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413