This papers studies the CDS-bond basis, i.e. a measure of price discrepancies between CDS and bonds spreads, for a …, to measures of "bond value uncertainty", which proxy for the increase in "haircuts" and to the "OIS-Tbill" spread, a …. CDS, bond spread, funding liquidity, repurchase agreement, convergence trading, financial crisis …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices …

This paper studies the CDS-bond basis, i.e. a measure of price discrepancies between CDS and bonds spreads, for a …, to measures of “bond value uncertainty,” which proxy for the increase in “haircuts” and to the “OIS-Tbill” spread, a …

This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …