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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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Benchmark interest rates when the government is risky
Augustin, P.; Chernov, Mikhail; Schmid, L.; Song, Dongho - In: Journal of financial economics 140 (2021) 1, pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
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The term structure of interbank risk
Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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The leverage externalities of credit default swaps
Li, Jay Yin; Tang, Dragon Yongjun - In: Journal of financial economics 120 (2016) 3, pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
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The real effects of credit default swaps
Danis, András; Gamba, Andrea - In: Journal of financial economics 127 (2018) 1, pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
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Credit default swaps and corporate innovation
Xin, Chang; Chen, Yangyang; Wang, Sarah Qian; Zhang, Kuo; … - In: Journal of financial economics 134 (2019) 2, pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
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The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.; Li, Lei; Qian, Jun - In: Journal of financial economics 131 (2019) 1, pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
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Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: Journal of financial economics 124 (2017) 2, pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
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Demand-and-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuri - In: Journal of financial economics 154 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015072199
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Optimal retirement benefit guarantees
Panageas, Stauros - 2010
Persistent link: https://www.econbiz.de/10003950872