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Credit default swaps and debt overhang
Wong, Tak-Yuen; Yu, Jin - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
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Contagion in derivatives markets
Paddrik, Mark; Rajan, Sriram; Young, H. Peyton - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
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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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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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Dark knights : the rise in firm intervention by credit default swap investors
Danis, András; Gamba, Andrea - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
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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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Counterparty risk and counterparty choice in the credit default swap market
Du, Wenxin; Gadgil, Salil; Gordy, Michael B.; Vega, Clara - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3808-3826
Persistent link: https://www.econbiz.de/10014552008
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Tail risk concerns everywhere
Gao, George P.; Lu, Xiaomeng; Song, Zhaogang - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
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Optimal credit swap portfolios
Giesecke, Kay; Kim, Baeho; Kim, Jack; Tsoukalas, Gerry - In: Management science : journal of the Institute for … 60 (2014) 9, pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
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Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.; Dorion, Christian; Jacobs, Kris; … - In: Management science : journal of the Institute for … 60 (2014) 9, pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908