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Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam - In: Review of quantitative finance and accounting 49 (2017) 3, pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
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The extent of informational efficiency in the credit default swap market : evidence from post-earnings announcement returns
Jenkins, Nicole Thorne; Kimbrough, Michael D.; Wang, Juan - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 725-761
Persistent link: https://www.econbiz.de/10011595485
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Measuring sovereign credit risk using a structural model approach
Lee, Han-Hsing; Shih, Kuanyu; Wang, Kehluh - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1097-1128
Persistent link: https://www.econbiz.de/10011595807
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The economic significance of CDS price discovery
Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
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Credit default swap spreads and annual report readability
Hu, Nan; Liu, Ling; Zhu, Lu - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 591-621
Persistent link: https://www.econbiz.de/10011979211
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Measuring the effect of watch-preceded and direct rating changes : a note on credit markets
Kiesel, Florian; Kolaric, Sascha - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 653-672
Persistent link: https://www.econbiz.de/10011979224
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Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena; Wang, Xu - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014341007
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Do credit default swaps impact lenders' monitoring of loans?
Essaddam, Naceur; Hossain, Miran; Hussain, Tashfeen - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 567-600
Persistent link: https://www.econbiz.de/10014342044
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Does CDS market price intangible asset value? : evidence from SG&A expenditure
Huang, Rong; Lin, Xintian; Xie, Yuan - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 701-728
Persistent link: https://www.econbiz.de/10014342054
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The Credit Default Swap market contagion during recent crises : international evidence
Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 1-46
Persistent link: https://www.econbiz.de/10012173009