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Does the Federal Open Market Committee cycle affect credit risk?

Huang, Difang; Li, Yubin; Wang, Xinjie; Zhong, Zhaodong - In: Financial management : FM 51 (2022) 1, pp. 143-167

Persistent link: https://www.econbiz.de/10013166821

Corporate social responsibility and the term structure of CDS spreads

Gao, Feng; Li, Yubin; Wang, Xinjie; Zhong, Zhaodong - In: Journal of international financial markets, … 74 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012803278

Corporate Social Responsibility and the Term Structure of CDS Spreads

Gao, Feng - 2020

This paper examines the role of corporate social performance in the CDS market, with a focus on the differential effect conditional on the lengths of time horizons. We find that strong social performance is negatively associated with the slope of CDS term structure, by reducing the long-term...

Persistent link: https://www.econbiz.de/10012849827

Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang

Wang, Xinjie; Wu, Yangru; Yan, Hongjun; Zhong, Zhaodong - In: Journal of financial economics 139 (2021) 2, pp. 545-560

Persistent link: https://www.econbiz.de/10012693688

Funding liquidity and CDS-bond basis : evidence from the CDS big bang

Wang, Xinjie; Zhong, Zhaodong - 2024

Persistent link: https://www.econbiz.de/10015047585

Dealer inventory, pricing, and liquidity in the OTC derivatives markets : evidence from index CDSs

Wang, Xinjie; Zhong, Zhaodong - In: Journal of financial markets 57 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013188310

Funding Liquidity Shocks in a Quasi-Experiment : Evidence from the CDS Big Bang

Wang, Xinjie - 2020

We use the advent of new credit default swap (CDS) trading conventions in April 2009—the CDS Big Bang—to study how a shock to funding liquidity impacts market liquidity. After the Big Bang, traders are required to pay upfront fees to execute CDS transactions, with the size of the fees...

Persistent link: https://www.econbiz.de/10012855723

CDS trading and analyst optimism

Zhao, Chen; Li, Yubin; Govindaraj, Suresh; Zhong, Zhaodong - In: The British accounting review : the journal of the … 54 (2022) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10013383561

The information content of option-implied volatility for credit default swap valuation

Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Journal of financial markets 13 (2010) 3, pp. 321-343

Persistent link: https://www.econbiz.de/10009261316

The impact of central clearing on counterparty risk, liquidity, and trading : evidence from the credit default swap market

Loon, Yee Cheng; Zhong, Zhaodong - In: Journal of financial economics 112 (2014) 1, pp. 91-115

Persistent link: https://www.econbiz.de/10010375943