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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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Informational efficiency of credit default swap and stock markets : the impact of credit rating announcements
Norden, Lars; Weber, Martin - In: Journal of banking & finance 28 (2004) 11, pp. 2813-2843
Persistent link: https://www.econbiz.de/10002362029
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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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The asymmetric effect of international swap lines on banks in emerging markets
Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - In: Journal of banking & finance 75 (2017), pp. 215-234
Persistent link: https://www.econbiz.de/10011742162
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Inflation-indexed swaps and swaptions
Hinnerich, Mia - In: Journal of banking & finance 32 (2008) 11, pp. 2293-2306
Persistent link: https://www.econbiz.de/10003787165
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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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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
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Riding the swaption curve
Duyvesteyn, Johan; Zwart, Gerben Jacobus de - In: Journal of banking & finance 59 (2015), pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
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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