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The reaction of European credit default swap spreads to the US credit rating downgrade

Blau, Benjamin; Roseman, Brian S. - In: International review of economics & finance : IREF 34 (2014), pp. 131-141

Persistent link: https://www.econbiz.de/10010533161

Credit default swaps and regulatory capital relief : evidence from European banks

Thornton, John; Di Tommaso, Caterina - In: Finance research letters 26 (2018), pp. 255-260

Persistent link: https://www.econbiz.de/10012005692

Sovereign and corporate credit risk : evidence from the Eurozone

Bedendo, Mascia; Colla, Paolo - In: The journal of corporate finance : contracting, … 33 (2015), pp. 34-52

Persistent link: https://www.econbiz.de/10011408394

The effect of credit derivatives usage on the risk of European banks

Rodríguez Gil, Luís Ignacio; Otero-González, Luis; … - In: Revista de economía mundial : REM ; revista de la … 40 (2015), pp. 197-219

Persistent link: https://www.econbiz.de/10011812097

Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives

Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018

Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....