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Can domestic trade credit insurance contracts be effective collateral for banks? : a quantitative study of the Italian market
Bazzana, Flavio; De Laurentis, Giacomo; Pisani, Raoul; … - In: The European journal of finance 26 (2020) 13, pp. 1239-1252
Persistent link: https://www.econbiz.de/10012264959
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The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 17 (2011) 9/10, pp. 851-881
Persistent link: https://www.econbiz.de/10009529136
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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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The determinants of bank CDS spreads : evidence from the financial crisis
Chiaramonte, Laura; Casu, Barbara - In: The European journal of finance 19 (2013) 9/10, pp. 861-887
Persistent link: https://www.econbiz.de/10010245653
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Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage
Calice, Giovanni; Chen, Jing; Williams, Julian M. - In: The European journal of finance 19 (2013) 9/10, pp. 815-840
Persistent link: https://www.econbiz.de/10010245655
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Short selling disclosure and its impact on CDS spreads
Lleshaj, Denisa; Kocian, Jannik - In: The European journal of finance 27 (2021) 11, pp. 1117-1150
Persistent link: https://www.econbiz.de/10012609266
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Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad; Cathcart, Lara; Jahel, Lina el - In: The European journal of finance 22 (2016) 10/12, pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
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Do the stock and CDS markets price credit risk equally in the long-run?
Lovreta, Lidija; Mladenović, Zorica - In: The European journal of finance 24 (2018) 17, pp. 1699-1726
Persistent link: https://www.econbiz.de/10012259098
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Rating-based CDS curves
Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: The European journal of finance 25 (2019) 7, pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
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Credit default swaps and the UK 2008-09 short sales ban
Coakley, Jerry; Boonlert Jitmaneeroj; Wood, Andrew - In: The European journal of finance 25 (2019) 14, pp. 1328-1349
Persistent link: https://www.econbiz.de/10012207099