Narrow search
Showing 1 - 10 of 1,471
Cover Image
Mutual Fund Holdings of Credit Default Swaps : Liquidity, Yield, and Risk
Jiang, Wei - 2020
This study analyzes the motives for and consequences of funds' credit default swap (CDS) investments using mutual funds' quarterly holdings from pre- to post-financial crisis. Funds resort to CDS investment when facing unpredictable liquidity needs. Funds sell more in reference entities where...
Persistent link: https://www.econbiz.de/10012856375
Cover Image
Can mutual fund flows serve as market risk sentiment? : an empirical analysis with credit default swaps (CDS) spreads
Chiu, Hsin Hui; Zhu, Lu - In: Journal of risk finance : the convergence of financial … 18 (2017) 2, pp. 159-185
Persistent link: https://www.econbiz.de/10011701745
Cover Image
Credit spread and bond mutual fund performance
Wang, Xiaoqiong - In: The empirical economics letters : a monthly … 16 (2017) 12, pp. 1247-1254
Persistent link: https://www.econbiz.de/10011907698
Cover Image
Essays in empirical finance
Jankauskas, Tomas - 2023
Persistent link: https://www.econbiz.de/10014330066
Cover Image
The pricing of portfolio credit risk
Tarashev, Nikola A.; Zhu, Haibin - 2006
Persistent link: https://www.econbiz.de/10003376553
Cover Image
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 2, pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
Cover Image
Equilibrium credit spreads and the macroeconomy
Gomes, João; Schmid, Lukas - 2010
Persistent link: https://www.econbiz.de/10009355429
Cover Image
Corporate innovation, default risk, and bond pricing
Hsu, Po-Hsuan; Lee, Hsiao-Hui; Liu, Alfred Zhu; Zhang, … - In: The journal of corporate finance : contracting, … 35 (2015), pp. 329-344
Persistent link: https://www.econbiz.de/10011421078
Cover Image
Is default risk the hidden factor in mementum returns? : some empirical results
Abinzano, Isabel; Muga, Luis; Santamaría Aquilué, Rafael - In: Accounting and finance : journal of the Accounting … 54 (2014) 3, pp. 671-698
Persistent link: https://www.econbiz.de/10011348098
Cover Image
Risk premia and optimal liquidation of credit derivatives
Leung, Tim; Liu, Peng - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10009707094