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Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Inaba, Kei-Ichiro - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 111-143
Persistent link: https://www.econbiz.de/10012024963
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Investor sentiment, flight-to-quality, and corporate bond comovement
Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 9-51). 2016
Persistent link: https://www.econbiz.de/10011733591
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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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Credit derivatives and analyst behavior
Batta, George Eli; Qiu, Jiaping; Yu, Fan - In: The accounting review : a publication of the American … 91 (2016) 5, pp. 1315-1343
Persistent link: https://www.econbiz.de/10011562607
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Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago; Lovreta, Lidija - In: The journal of corporate finance : contracting, … 79 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
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Recovery Risk in Credit Default Swap Premia
Schläfer, Timo - 2011
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects … implements his approach using credit default swap data …
Persistent link: https://www.econbiz.de/10014015311
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Recovery risk in credit default swap premia
Schläfer, Timo - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10008991625
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Credit derivatives and stock return synchronicity
Bai, Xuelian; Hu, Nan; Liu, Ling; Zhu, Lu - In: Journal of financial stability 28 (2017), pp. 79-90
Persistent link: https://www.econbiz.de/10011825524
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Price discovery in euro area sovereign credit markets and the ban on naked CDS
Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125
Persistent link: https://www.econbiz.de/10011967185
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Does the trading volume of asset management companies' bonds contain information on non-performing loans?
Pirgaip, Burak; Uysal, Aydın - In: Borsa Istanbul Review 22 (2022) 3, pp. 426-440
We investigate the relationship between the transactional activity of asset management companies (AMCs) in the non-performing loan (NPL) market and their corresponding debt issuances in a niche bond market in Borsa Istanbul. We analyze the determinants of the trading volume of AMC bonds to...
Persistent link: https://www.econbiz.de/10013334760