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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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The ordered qualitative model for credit rating transitions
Feng, D.; Gouriéroux, Christian; Jasiak, Joann - In: Journal of empirical finance 15 (2008) 1, pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
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Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?
Völz, Manja; Wedow, Michael - In: Journal of empirical finance 18 (2011) 2, pp. 195-210
Persistent link: https://www.econbiz.de/10009301132
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The conditional dependence structure of insurance sector credit default swap indices
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
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The impact of economic uncertainty and geopolitical risks on bank credit
Demir, Ender; Ozturk Danisman, Gamze - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822240
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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
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The COVID-19 pandemic and sovereign bond risk
Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013187640
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Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
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Basel II and regulatory arbitrage : evidence from financial crises
Beltratti, Andrea; Paladino, Giovanna - In: Journal of empirical finance 39 (2016), pp. 180-196
Persistent link: https://www.econbiz.de/10011663832