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Policy uncertainty and corporate credit spreads

Kaviani, Mahsa S.; Kryzanowski, Lawrence; Maleki, Hosein; … - In: Journal of financial economics 138 (2020) 3, pp. 838-865

Persistent link: https://www.econbiz.de/10012654671

Financial oligopolies and parallel exclusion in the credit default swap markets

Kryzanowski, Lawrence; Perrakis, Stylianos; Zhong, Rui - In: Journal of financial markets 56 (2021), pp. 1-28

Persistent link: https://www.econbiz.de/10013282502

Keeping up with the Joneses? : evidence from peer performance in the banking industry

Dbouk, Wassim; Kryzanowski, Lawrence - In: Financial markets, institutions & instruments 32 (2023) 4, pp. 171-194

Persistent link: https://www.econbiz.de/10014427621

Do syndicated loans influence systemic risk? : an empirical analysis of the Canadian syndicated loan market

Drapeau, Line; Champagne, Claudia - In: Review of economics & finance 5 (2015) 4, pp. 22-41

Persistent link: https://www.econbiz.de/10011411142

Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets

Champagne, Claudia; Coggins, Frank; Sodjahin, Amos - In: The North American journal of economics and finance : a … 41 (2017), pp. 1-17

Persistent link: https://www.econbiz.de/10011878922

Financial Oligopolies : Theory and Empirical Evidence in the Credit Default Swap Markets

Kryzanowski, Lawrence - 2017

We formulate a Cournot-type market equilibrium model of simultaneous trading in the CDS and Loan CDS (LCDS) markets. We use novel formulations of two-market demand functions that include trading costs and margins. The equilibrium identifies a relation between premiums, elasticities and recovery...

Persistent link: https://www.econbiz.de/10012943722

Financial Oligopolies : Theory and Empirical Evidence in the Credit Default Swap Markets

Kryzanowski, Lawrence - 2017

Persistent link: https://www.econbiz.de/10012974399

Policy Uncertainty and Corporate Credit Spreads

Kaviani, Mahsa - 2020

We find a significant positive relation between changes in policy uncertainty and changes in credit spreads. Macroeconomic conditions, including general uncertainty, do not explain this result, which also holds when we use instrumental variables to address endogeneity issues. Policy uncertainty...

Persistent link: https://www.econbiz.de/10012854561