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Oil price shocks and the credit default swap market
Dai, Wei; Serletis, Apostolos - In: Open economies review 29 (2018) 2, pp. 283-293
Persistent link: https://www.econbiz.de/10012041185
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Credit Cycles, Securitization, and Credit Default Swaps
Peña, Juan Ignacio - 2019
We present a limits-to-arbitrage model to study the impact of securitization, leverage and credit risk protection on the cyclicity of bank credit. In a stable bank credit situation, no cycles of credit expansion or contraction appear. Unlevered securitization together with mis-pricing of...
Persistent link: https://www.econbiz.de/10012895513
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The relationship between credit default swap and macroeconomic indicators : an example from Turkey
Akyüz, Gülay Çizgici; Bekar, Seval Akbulut - In: Contemporary issues in social science, (pp. 165-177). 2021
Persistent link: https://www.econbiz.de/10013174401
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'Less is More' : Credit Default Swaps and Firm Cyclicality
Norden, Lars; Yin, Chao; Zhao, Lei - 2021
Firm cyclicality decreases by around 40% after the inception of credit default swap (CDS) trading. The effect is due to …
Persistent link: https://www.econbiz.de/10013240202
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Financial Decisions Involving Credit Default Swaps Over the Business Cycle
Gan, Liu; Yang, Zhaojun - 2021
We develop a continuous-time model over business cycles to analyze the effects of credit default swap (CDS) trading on …
Persistent link: https://www.econbiz.de/10013312971
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Financial Decisions Involving Credit Default Swaps Over the Business Cycle
Gan, Liu; Yang, Zhaojun - 2021
We develop a continuous-time model over business cycles to analyze the effects of credit default swap (CDS) trading on …
Persistent link: https://www.econbiz.de/10013313140
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Macroeconomic derivatives : more viable than first thought!
Bansal, Vipul K. - In: Global finance journal 6 (1995) 2, pp. 101-110
Persistent link: https://www.econbiz.de/10001201365
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Hedging business cycle risk with macroeconomic swaps : some preliminary evidence
Bansal, Vipul K. - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 50-58
Persistent link: https://www.econbiz.de/10001219482
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What determines the yen swap spread?
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor - In: International review of financial analysis 40 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
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Growth option and debt maturity with equity default swaps in a regime-switching framework
Luo, Pengfei; Yang, Zhaojun - In: Macroeconomic dynamics 23 (2019) 6, pp. 2250-2268
Persistent link: https://www.econbiz.de/10012127336