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Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania; Maghakian, Arthur; Sharma, Sanjay - In: The journal of fixed income 14 (2004) 3, pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
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Credit default swap market determinants
Greatrex, Caitlin Ann - In: The journal of fixed income 18 (2008/09) 3, pp. 18-32
Persistent link: https://www.econbiz.de/10003808955
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Credit default swap auctions and price discovery
Helwege, Jean; Maurer, Samuel; Sarkar, Asani; Wang, Yuan - In: The journal of fixed income 19 (2009/10) 2, pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
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Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw; Fabozzi, Frank J.; Pan, Ging-Ging; … - In: The journal of fixed income 16 (2006) 3, pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
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Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
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Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N. - In: The journal of fixed income 19 (2009/10) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10003970353
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Credit default swaps : a cash flow analysis
Benzschawel, Terry; Corlu, Alper - In: The journal of fixed income 20 (2010/11) 3, pp. 40-55
Persistent link: https://www.econbiz.de/10008858612
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Dissecting corporate bond and CDS spreads
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 3, pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
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The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.; Jensen, Malene Shin - In: The journal of fixed income 15 (2005) 3, pp. 16-33
Persistent link: https://www.econbiz.de/10003303931
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Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan; Westerfeld, Simone - In: The journal of fixed income 19 (2009/10) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10003875980