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Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos
Dufour, Alfonso; Marra, Miriam; Sangiorgi, Ivan - In: Journal of banking & finance 107 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012224490
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OTC Microstructure in a period of stress : a Multi-layered network approach
Joseph, Andreas; Vasios, Michalis - In: Journal of banking & finance 138 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013461904
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Post-crisis regulations, market making, and liquidity in over-the-counter markets
Wang, Xinjie; Zhong, Zhaodong - In: Journal of banking & finance 134 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013400175
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The liquidity premium in CDS transaction prices : do frictions matter?
Gehde-Trapp, Monika; Gündüz, Yalın; Nasev, Julia - In: Journal of banking & finance 61 (2015), pp. 184-205
Persistent link: https://www.econbiz.de/10011545180
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Price discovery in euro area sovereign credit markets and the ban on naked CDS
Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125
Persistent link: https://www.econbiz.de/10011967185
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Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo; Tunaru, Radu; Urga, Giovanni - In: Journal of banking & finance 58 (2015), pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
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Information in CDS spreads
Norden, Lars - In: Journal of banking & finance 75 (2017), pp. 118-135
Persistent link: https://www.econbiz.de/10011742156
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Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Bertoni, Fabio; Lugo, Stefano - In: Journal of banking & finance 90 (2018), pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
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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
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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