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Corporate hedging and speculative incentives : implications for swap market default risk
Mozumdar, Abon - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
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Credit default swaps and firm value
Narayanan, Rajesh; Uzmanoglu, Cihan - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1227-1259
Persistent link: https://www.econbiz.de/10011930411
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The term structure of expected recovery rates
Doshi, Hitesh; Elkamhi, Redouane; Ornthanalai, Chayawat - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
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Credit default swaps, fire-sale risk, and the liquidity provision in the bond market
Massa, Massimo; Zhang, Lei - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1963-1996
Persistent link: https://www.econbiz.de/10015055439
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The determinants of credit default swap premia
Ericsson, Jan; Jacobs, Kris; Oviedo, Rodolfo - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
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Counterparty risk in over-the-counter markets
Frei, Christoph; Capponi, Agostino; Brunetti, Celso - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
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Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1734-1767
Persistent link: https://www.econbiz.de/10014309627
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Are credit default swaps a sideshow? : evidence that information flows from equity to CDS markets
Hilscher, Jens; Pollet, Joshua M.; Wilson, Mungo - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 3, pp. 543-567
Persistent link: https://www.econbiz.de/10011391417
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The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul; Sögner, Leopold; Veza, Tanja - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
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An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw; Cheng, Xiaolin; Fabozzi, Frank J.; Liu, Bo - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 123-160
Persistent link: https://www.econbiz.de/10003692397