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Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims

Inaba, Kei-Ichiro - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 111-143

Persistent link: https://www.econbiz.de/10012024963

The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 17 (2011) 9/10, pp. 851-881

Persistent link: https://www.econbiz.de/10009529136

Time-varying credit risk discovery in the stock and CDS markets : evidence from quiet and crisis times

Forte, Santiago; Lovreta, Lidija - In: European financial management : the journal of the … 21 (2015) 3, pp. 430-461

Persistent link: https://www.econbiz.de/10011317998

Price discovery in CDS and equity markets : default risk-based heterogeneity in the systematic investment grade and high yield sectors

Procasky, William J. - In: Journal of financial markets 54 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013273142

Price discovery in euro area sovereign credit markets and the ban on naked CDS

Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125

Persistent link: https://www.econbiz.de/10011967185

The economic significance of CDS price discovery

Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10011796591

The relative efficiency of investment grade credit and equity markets

Procasky, William J. - In: International Journal of Financial Markets and … 9 (2023) 1/2, pp. 43-58

Persistent link: https://www.econbiz.de/10014311699

Bank private information in CDS markets

Bilan, Andrada; Ongena, Steven; Pancaro, Cosimo - 2023

Can banks trade credit default swaps (CDSs) referenced on their current corporate clients at competitive prices, or are banks penalized for potentially holding private information? To answer this question we merge CDS trades reported under the European Market Infrastructure Regulation (EMIR)...

Persistent link: https://www.econbiz.de/10014315233

Price discovery in the CDS market : evidence from corporate acquisitions

Ismailescu, Iuliana; Phillips, Blake; Xu, Xiaowei - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10014490269

Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis

Wang, Ruolin; Basu, Anup; Clements, Adam - In: Global finance journal 57 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014479021

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