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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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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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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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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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Systemic influences on optimal equity-credit investment
Capponi, Agostino; Frei, Christoph - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
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Financial innovation and financial intermediation : evidence from credit default swaps
Butler, Alexander W.; Gao, Xiang; Uzmanoglu, Cihan - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3150-3173
Persistent link: https://www.econbiz.de/10012581326
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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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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio; Jahan-Parvar, Mohammad R.; Rosen, Samuel; … - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
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Indicators of collateral misreporting
Demiroglu, Cem; James, Christopher M. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1747-1760
Persistent link: https://www.econbiz.de/10011855732