Narrow search
Showing 1 - 10 of 87
Cover Image
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Cover Image
Corporate integrity culture and credit rating assessment
Bao, Xin; Han, Meini; Lau, Raymond; Xu, Xiaowei - In: Journal of international financial markets, … 93 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014584011
Cover Image
Role of financial inclusion and digital transformation on bank credit risk
Yang, Fan; Tajul Ariffin Masron - In: Journal of international financial markets, … 91 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014494764
Cover Image
Dependence structure between the credit default swap return and the kurtosis of the equity return distribution : evidence from Japan
Chen, Yi-Husan; Tu, Anthony H.; Wang, Kehluh - In: Journal of international financial markets, … 18 (2008) 3, pp. 259-271
Persistent link: https://www.econbiz.de/10003710364
Cover Image
Modeling default probabilities : the case of Brazil
Tabak, Benjamin Miranda; Luduvice, André Victor Doherty; … - In: Journal of international financial markets, … 21 (2011) 4, pp. 513-534
Persistent link: https://www.econbiz.de/10009309054
Cover Image
The effect of internationalisation on modelling credit risk for SMEs : evidence from UK market
Gupta, Jairaj; Wilson, Nicholas; Gregoriou, Andros; … - In: Journal of international financial markets, … 31 (2014), pp. 397-413
Persistent link: https://www.econbiz.de/10011299304
Cover Image
Sovereign and bank CDS spreads : two sides of the same coin?
Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85
Persistent link: https://www.econbiz.de/10011299805
Cover Image
CDX and iTraxx and their relation to the systemically important financial institutions : evidence from the 2008 - 2009 financial crisis
Calice, Giovanni - In: Journal of international financial markets, … 32 (2014), pp. 20-37
Persistent link: https://www.econbiz.de/10011299808
Cover Image
Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes
Kanas, Angelos - In: Journal of international financial markets, … 33 (2014), pp. 244-258
Persistent link: https://www.econbiz.de/10011299832
Cover Image
Financial linkages between US sector credit default swaps markets
Arouri, Mohamed; Hammoudeh, Shawkat; Jawadi, Fredj; … - In: Journal of international financial markets, … 33 (2014), pp. 223-243
Persistent link: https://www.econbiz.de/10011299835