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Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neiss, Eric - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
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An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto; Brennan, Simon; Marsh, Ian - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
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Subprime mortgage defaults and credit default swaps
Arentsen, Eric; Mauer, David C.; Rosenlund, Brian; … - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 689-732
Persistent link: https://www.econbiz.de/10010517167
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Credit contagion from counterparty risk
Jorion, Philippe; Zhang, Gaiyan - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2053-2087
Persistent link: https://www.econbiz.de/10003899586
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A pyrrhic victory? : bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2689-2739
Persistent link: https://www.econbiz.de/10010502195
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Exodus from sovereign risk : global asset and information networks in the pricing of corporate credit risk
Lee, Jongsub; Naranjo, Andy; Sirmans, Stace - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1813-1856
Persistent link: https://www.econbiz.de/10011588969
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Are CDS auctions biased and inefficient?
Du, Songzi; Zhu, Haoxiang - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2589-2628
Persistent link: https://www.econbiz.de/10012160143
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Liquidity and credit risk
Ericsson, Jan; Renault, Olivier - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2219-2250
Persistent link: https://www.econbiz.de/10003378704
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Macroeconomic conditions and the puzzles of credit spreads and capital structure
Chen, Hui - In: The journal of finance : the journal of the American … 65 (2010) 6, pp. 2171-2212
Persistent link: https://www.econbiz.de/10008778261
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The cross-section of credit risk premia and equity returns
Friewald, Nils; Wagner, Christian; Zechner, Josef - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2419-2469
Persistent link: https://www.econbiz.de/10010498725