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AIG in hindsight
McDonald, Robert L.; Paulson, Anna Louise - 2015
Persistent link: https://www.econbiz.de/10010530690
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The impact of the Federal Reserve's Large-Scale Asset Purchase Programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon - 2013
Persistent link: https://www.econbiz.de/10009790265
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A pyrrhic victory? - bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - 2011
Persistent link: https://www.econbiz.de/10009231413
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When is there a strong transfer risk from the sovereigns to the corporates? : property rights gaps and CDS spreads
Bai, Jennie; Wei, Shang-jin - 2012
Persistent link: https://www.econbiz.de/10009683403
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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui; Cui, Rui; He, Zhiguo; Milbradt, Konstantin - 2014
Persistent link: https://www.econbiz.de/10010440778
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Credit default swaps and the empty creditor problem
Bolton, Patrick; Oehmke, Martin - 2010
Persistent link: https://www.econbiz.de/10003975807
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The market for OTC derivatives
Atkeson, Andrew; Eisfeldt, Andrea L.; Weill, Pierre-Olivier - 2013
Persistent link: https://www.econbiz.de/10009733320
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Central clearing and collateral demand
Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume - 2014
Persistent link: https://www.econbiz.de/10010254338
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
Persistent link: https://www.econbiz.de/10011563045