Similar Search Results - EconBiz

Information content in CDS spreads for equity returns

Wang, Peipei; Bhar, Ramaprasad - In: Journal of international financial markets, … 30 (2014), pp. 55-80

Persistent link: https://www.econbiz.de/10011293053

The correlation of a firm's credit spread with its stock price : evidence from credit default swaps

Scheicher, Martin - In: Stock market volatility, (pp. 405-417). 2009

Persistent link: https://www.econbiz.de/10003830647

Does banks size distort market prices? : evidence for too-big-to-fail in the CDS market

Völz, Manja; Wedow, Michael - 2009

This paper examines the potential distortion of prices in the CDS market caused by too-big-to-fail. Overall, we find evidence for market discipline in the CDS market. However, CDS prices are distorted due to a size effect which arises when investors expect a public bail-out as a result of...

Persistent link: https://www.econbiz.de/10003846898

A simple robust link between American puts and credit protection

Carr, Peter; Wu, Liuren - In: The review of financial studies 24 (2011) 2, pp. 473-505

Persistent link: https://www.econbiz.de/10008934157

Price discovery in the CDS market : evidence from corporate acquisitions

Ismailescu, Iuliana; Phillips, Blake; Xu, Xiaowei - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10014490269

Bail-in expectations for European banks : actions speaks louder than words

Schäfer, Alexander; Schnabel, Isabel; Weder, Beatrice - 2016

Persistent link: https://www.econbiz.de/10011437568

M&A operations: further evidence of informed trading in the CDS market

Silva, Paulo Pereira da; Vieira, Isabel; Vieira, Carlos - In: Journal of multinational financial management 32/33 (2015), pp. 116-130

Persistent link: https://www.econbiz.de/10011540122

Securitisation bubbles : structured finance with disagreement about default correlations

Broer, Tobias - 2016

Persistent link: https://www.econbiz.de/10011482168

Price discovery in the markets for credit risk : a Markov switching approach

Dimpfl, Thomas; Peter, Franziska Julia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 233-249

Persistent link: https://www.econbiz.de/10011507523

Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea

I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322

Persistent link: https://www.econbiz.de/10011376190

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