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Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress
Lin, William; Sun, David - In: The journal of futures markets 29 (2009) 12, pp. 1161-1189
Persistent link: https://www.econbiz.de/10003900991
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The CDS-Bond basis arbitrage and the cross section of corporate bond returns
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: The journal of futures markets 37 (2017) 8, pp. 836-861
Persistent link: https://www.econbiz.de/10011950896
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Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie; Jacquier, Eric; Papageorgiou, Nicolas; … - In: The journal of futures markets 29 (2009) 8, pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
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Transmigration across price discovery categories : evidence from the US CDS and equity markets
Xiang, Vincent; Chng, Michael; Fang, Victor - In: The journal of futures markets 33 (2013) 6, pp. 573-599
Persistent link: https://www.econbiz.de/10009756561
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Price discovery in interrelated markets
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 34 (2014) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
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How important is a non-default factor for CDS valuation?
Guo, Biao; Han, Qian; Lee, Jaeram; Ryu, Doojin - In: The journal of futures markets 35 (2015) 11, pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
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Macroeconomic conditions and credit default swap spread changes
Kim, Tong Suk; Park, Jae Won; Park, Yuen Jung - In: The journal of futures markets 37 (2017) 8, pp. 766-802
Persistent link: https://www.econbiz.de/10011950882
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Credit spread changes and monetary policy surprises : the evidence from the fed funds futures market
Zhu, Xiaoneng - In: The journal of futures markets 33 (2013) 2, pp. 103-128
Persistent link: https://www.econbiz.de/10009699453
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Estimation of physical intensity models for default risk
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 29 (2009) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10003831056
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Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 21 (2001) 8, pp. 737-768
Persistent link: https://www.econbiz.de/10001591750