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The role of credit default swaps in determining corporate payout policy

Lee, Hwang Hee; Oh, Frederick Dongchuhl - In: Financial management : FM 51 (2022) 2, pp. 635-661

Persistent link: https://www.econbiz.de/10013348549

Corporate payout policy and credit risk : evidence from credit default swap markets

Sun, Chengzhu; Wang, Shujing; Zhang, Chu - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5755-5775

Persistent link: https://www.econbiz.de/10012650160

Do credit default swaps impact lenders' monitoring of loans?

Essaddam, Naceur; Hossain, Miran; Hussain, Tashfeen - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 567-600

Persistent link: https://www.econbiz.de/10014342044

Corporate Payout Policy and Credit Risk : Evidence from CDS Markets

Sun, Chengzhu - 2020

. CDS spreads increase substantially in response to announcements of dividend cuts, especially during recessions and among … firms experiencing financial distress. CDS spreads also react more strongly to permanent and less anticipated dividend cuts … spreads react weakly to dividend raises and share repurchases. The results show that the information effect of dividend …

Persistent link: https://www.econbiz.de/10012853756

Business cycle and credit risk modeling with jump risks

Jang, Bong-Gyu; Rhee, Yuna; Yoon, Ji Hee - In: Journal of empirical finance 39 (2016), pp. 15-36

Persistent link: https://www.econbiz.de/10011663259

Spread term structure and default correlation

Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223

Persistent link: https://www.econbiz.de/10011592744

Examining what best explains corporate credit risk : accounting-based versus market-based models

Trujillo-Ponce, Antonio; Samaniego-Medina, Reyes; … - In: Journal of business economics and management 15 (2014) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10010375868

Sovereign credit risk and stock markets : does the markets’ dependency increase with financial Distress?

Silva, Paulo Pereira da - In: International Journal of Financial Studies : open … 2 (2014) 1, pp. 145-167

This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of sovereign debt. The analysis of...

Persistent link: https://www.econbiz.de/10010373349

The role of social media in the corporate bond market : evidence from Twitter

Bartov, Eli; Faurel, Lucile; Mohanram, Partha - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5638-5667

Persistent link: https://www.econbiz.de/10014392963

Assessment of the credit risk of Poland based on sovereign credit default swap spreads during the Covid-19 pandemic

Czech, Maria - In: Ekonomia i prawo 20 (2021) 3, pp. 497-511

Persistent link: https://www.econbiz.de/10012876160

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