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CDS pricing and accounting disclosures : evidence from U.S. bank holding corporations around the recent financial crisis

Kanagaretnam, Kiridaran; Zhang, Gaiyan; Zhang, Sanjian - In: Journal of financial stability 22 (2016), pp. 33-44

Persistent link: https://www.econbiz.de/10011703775

The determinants of global bank credit-default-swap spreads

Hasan, Iftekhar; Liu, Liuling; Zhang, Gaiyan - In: Journal of financial services research : JFSR 50 (2016) 3, pp. 275-309

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Information efficiency of the US credit default swap market : evidence from earnings surprises

Zhang, Gaiyan; Zhang, Sanjian - In: Journal of financial stability 9 (2013) 4, pp. 720-730

Persistent link: https://www.econbiz.de/10010424067

The determinants of global bank credit-default-swap spreads

Hasan, Iftekhar; Liu, Liuling; Zhang, Gaiyan - 2014

Persistent link: https://www.econbiz.de/10010465772

Bank credit default swaps and deposit insurance around the world

Liu, Liuling; Zhang, Gaiyan; Fang, Yiwei - In: Journal of international money and finance 69 (2016), pp. 339-363

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Intra-industry credit contagion : evidence from the credit default swap market and the stock market

Zhang, Gaiyan - 2005

Persistent link: https://www.econbiz.de/10003946350

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

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Do credit default swaps predict currency values?

Zhang, Gaiyan; Yau, Jot; Fung, Hung-gay - In: Applied financial economics 20 (2010) 4/6, pp. 439-458

Using daily data of four currencies (Japanese Yen (JPY), Euro (EUR), British Pound (GBP) and Australian Dollar (AUD)) in terms of the US Dollar (USD), and JPY, USD, GBP and AUD in terms of the EUR from January 2004 to February 2008, we examine the lead-lag relationship between the Credit Default...

Persistent link: https://www.econbiz.de/10003963392

Sovereign credit default swap

Zhang, Gaiyan - In: International financial markets, (pp. 91-107). 2013

Persistent link: https://www.econbiz.de/10010204770

Determinants and price discovery of China sovereign credit default swaps

Eyssell, Thomas Henry - In: China economic review : an international journal 24 (2013) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10009713959