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Credit risk transfer and financial sector stability

Wagner, Wolf; Marsh, Ian - In: Journal of financial stability 2 (2006) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10003779127

An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps

Blanco, Roberto; Brennan, Simon; Marsh, Ian - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2255-2282

Persistent link: https://www.econbiz.de/10003159335

Bank behaviour with access to credit risk transfer markets

Goderis, Benedikt; Marsh, Ian; Vall Castello, Judit; … - 2007

Persistent link: https://www.econbiz.de/10003423157

Bank behavior with access to credit risk transfer markets

Goderis, Benedikt; Marsh, Ian; Vall Castello, Judit; … - 2006

Persistent link: https://www.econbiz.de/10003385014

Credit risk transfer and financial sector performance

Wagner, Wolf (contributor); Marsh, Ian (contributor) - 2004

Persistent link: https://www.econbiz.de/10002091256

What central banks can learn about default risk from credit markets

Marsh, Ian - In: Market functioning and central bank policy, (pp. 329-339). 2002

Persistent link: https://www.econbiz.de/10001715817

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Blanco, Roberto; Brennan, Simon; Marsh, Ian - 2004

Persistent link: https://www.econbiz.de/10001910274

Credit risk transfer and financial sector performance

Wagner, Wolf; Marsh, Ian - 2004

Persistent link: https://www.econbiz.de/10002005455

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Blanco, Roberto; Brennan, Simon; Marsh, Ian - 2004

"In this paper the behaviour of credit default swaps (CDS) are analysed for a sample of firms and support found for the theoretical equivalence of CDS prices and credit spreads. When this is violated, the CDS price can be viewed as an upper bound on the price of credit risk, while the spread...

Persistent link: https://www.econbiz.de/10001932407

Credit risk transfer and financial sector performance

Wagner, Wolf; Marsh, Ian - 2004

Persistent link: https://www.econbiz.de/10001957788