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The determinants of CDS open interest dynamics
Silva, Paulo Pereira da; Vieira, Carlos; Vieira, Isabel - In: Journal of financial stability 21 (2015), pp. 95-109
Persistent link: https://www.econbiz.de/10011574427
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The network structure of the CDS market and its determinants
Peltonen, Tuomo; Scheicher, Martin; Vuillemey, Guillaume - In: Journal of financial stability 13 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10011288870
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Sovereign default risk, overconfident investors and diverse beliefs : theory and evidence from a new dataset on outstanding credit default swaps
Janus, Thorsten; Jinjarak, Yothin; Manachaya Uruyos - In: Journal of financial stability 9 (2013) 3, pp. 330-336
Persistent link: https://www.econbiz.de/10010236709
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Understanding the market reaction to shockwaves : evidence from the failure of Lehman Brothers
Dumotaux, Nicolas; Pop, Adrian - In: Journal of financial stability 9 (2013) 3, pp. 269-286
Persistent link: https://www.econbiz.de/10010237087
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Credit protection and lending relationships
Arping, Stefan - In: Journal of financial stability 10 (2014), pp. 7-19
Persistent link: https://www.econbiz.de/10010255512
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Information efficiency of the US credit default swap market : evidence from earnings surprises
Zhang, Gaiyan; Zhang, Sanjian - In: Journal of financial stability 9 (2013) 4, pp. 720-730
Persistent link: https://www.econbiz.de/10010424067
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Debt rollover risk, credit default swap spread and stock returns : Evidence from the COVID-19 crisis
Liu, Ya; Qiu, Buhui; Wang, Teng - In: Journal of financial stability 53 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012793179
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Measuring the systemic importance of banks
Moratis, Georgios; Sakellarēs, Plutarchos - In: Journal of financial stability 54 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012794115
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Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of financial stability 8 (2012) 3, pp. 193-205
Persistent link: https://www.econbiz.de/10009655810
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Systemic risk and financial stability dynamics during the Eurozone debt crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Journal of financial stability 47 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012391474