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Demand-supply imbalances in the credit default swap market : empirical evidence
Lovreta, Lidija - In: The European journal of finance 22 (2016) 1/3, pp. 28-58
Persistent link: https://www.econbiz.de/10011419936
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European asset swap spreads and the credit crisis
Aussenegg, Wolfgang; Götz, Lukas; Jelic, Ranko - In: The European journal of finance 22 (2016) 7/9, pp. 572-600
Persistent link: https://www.econbiz.de/10011619062
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Testing the transparency implications of mandatory IFRS adoption : the spread/maturity relation of credit default swaps
Bhat, Gauri; Callen, Jeffrey L.; Segal, Dan - In: Management science : journal of the Institute for … 62 (2016) 12, pp. 3472-3493
Persistent link: https://www.econbiz.de/10011626364
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Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian; Schön, Thomas - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
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Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias; Morkoetter, Stefan; Westerfeld, Simone - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
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Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano - In: Management science : journal of the Institute for … 66 (2020) 5, pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
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Do empty creditors matter? : evidence from distressed exchange offers
Danis, András - In: Management science : journal of the Institute for … 63 (2017) 5, pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704
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Covered interest parity with default risk
Csávás, Csaba - In: The European journal of finance 22 (2016) 10/12, pp. 1130-1144
Persistent link: https://www.econbiz.de/10011715322
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A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub; Witzany, Jir̆í - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
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Time series models for credit default swap premiums
Eifert, Márton - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 21-44
Persistent link: https://www.econbiz.de/10011380101