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The impact of liquidity on senior credit index spreads during the subprime crisis

Marra, Miriam - In: International Review of Financial Analysis 37 (2015) C, pp. 148-167

This paper examines the effects of liquidity during the 2007–09 crisis, focussing on the Senior Tranche of the CDX.NA.IG Index and on Moody's AAA Corporate Bond Index. It aims to understand whether the sharp increase in the credit spreads of these AAA-rated credit indices can be explained by...

Persistent link: https://www.econbiz.de/10011191084

The walking debt crisis

Wegener, Christoph; Kruse, Robinson; Basse, Tobias - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 382-402

Persistent link: https://www.econbiz.de/10012138503

Financial statements based bank risk aggregation

Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694

Persistent link: https://www.econbiz.de/10011979270

Financial stochastic modeling and the subprime crisis

Latifa, Aitoutouhen; Faris, Hamza - In: International journal of economics, finance and … 4 (2016) 2, pp. 67-77

Persistent link: https://www.econbiz.de/10011657951

Predatory lending and the subprime crisis

Agarwal, Sumit; Ben-David, Itzhak; Chomsisengphet, Souphala - In: Journal of financial economics 113 (2014) 1, pp. 29-52

Persistent link: https://www.econbiz.de/10010421833

Market microstructure, banks' behaviour and interbank spreads : evidence after the crisis

Kapar, Burcu; Iori, Giulia; Gabbi, Giampaolo; Germano, Guido - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 283-331

Persistent link: https://www.econbiz.de/10012226919

The equity-like behaviour of sovereign bonds

Dufour, Alfonso; Stancu, Andrei; Varotto, Simone - In: Journal of international financial markets, … 48 (2017), pp. 25-46

Persistent link: https://www.econbiz.de/10011892283

The impact of liquidity on senior credit index spreads during the subprime crisis

Marra, Miriam - In: International review of financial analysis 37 (2015), pp. 148-167

Persistent link: https://www.econbiz.de/10011317226

Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis

Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131

Persistent link: https://www.econbiz.de/10009536052

The economic consequences of Banks' derivatives use in good times and bad times

Cyree, Ken B.; Huang, Pinghsun; Lindley, James T. - In: Journal of financial services research : JFSR 41 (2012) 3, pp. 121-144

Persistent link: https://www.econbiz.de/10009631318