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Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Zhang, Wenlong; Zhang, Gaiyan; Helwege, Jean - In: Journal of financial stability 58 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
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Carbon default swap : disentangling the exposure to carbon risk through CDS
Blasberg, Alexander; Kiesel, Rüdiger; Taschini, Luca - 2022
Using Credit Default Swap spreads, we construct a forward-looking, market-implied carbon risk factor and show that …
Persistent link: https://www.econbiz.de/10013417581
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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008
Kredit und Kreditrisiko -- Kreditderivate -- Der Credit Default Swap (CDS) -- Externes Rating, CDS und Informationseffi … Kreditderivate-Marktes ist der Credit Default Swap. Eva Wagner stellt den Informationsgehalt von Credit Default Swap (CDS) dem … anderer etablierter Märkte, auf denen das Kreditrisiko relevant ist, sowie dem des externen Rating gegenüber. Sie zeigt …
Persistent link: https://www.econbiz.de/10013517112
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Recovery Risk in Credit Default Swap Premia
Schläfer, Timo - 2011
implements his approach using credit default swap data …
Persistent link: https://www.econbiz.de/10014015311
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Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Wang, Ruolin; Basu, Anup; Clements, Adam - In: Global finance journal 57 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014479021
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Bank loan renegotiation and credit default swaps
Clark, Brian; Donato, James; Francis, Bill B.; Shohfi, … - In: Journal of banking & finance 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
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Sovereign credit default swaps : Managing risks when the fiscal house rumbles
Rajaratnam, Indra - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10014441050
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Credit default swaps and debt specialization
Clark, Brian; Donato, James; Francis, Bill B. - In: Journal of financial intermediation 54 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014304595
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Carbon default swap : disentangling the exposure to carbon risk through CDS
Blasberg, Alexander; Kiesel, Rüdiger; Taschini, Luca - 2023
Persistent link: https://www.econbiz.de/10013502606
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Carbon Default Swap - Disentangling the Exposure to Carbon Risk Through CDS
Blasberg, Alexander; Kiesel, Ruediger; Taschini, Luca - 2022
Using Credit Default Swap spreads, we construct a forward-looking, market-implied carbon risk factor and show that …
Persistent link: https://www.econbiz.de/10014243102