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Do correlated defaults matter for CDS premia?
Koziol, Christian; Koziol, Philipp; Schön, Thomas - In: Review of derivatives research 18 (2015) 3, pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
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Information content in CDS spreads for equity returns
Wang, Peipei; Bhar, Ramaprasad - In: Journal of international financial markets, … 30 (2014), pp. 55-80
Persistent link: https://www.econbiz.de/10011293053
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Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
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Understanding transactions prices in the credit default swaps market
Tang, Dragon Yongjun; Yan, Hong - In: Journal of financial markets 32 (2017), pp. 1-27
Persistent link: https://www.econbiz.de/10011814976
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Analysis of Lithuanian credit default swaps
Kregzde, Arvydas; Murauskas, Gediminas - In: Journal of business economics and management 16 (2015) 5, pp. 916-930
Persistent link: https://www.econbiz.de/10011386659
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Explaining credit default swap premia
Benkert, Christoph - In: The journal of futures markets 24 (2004) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10001850815
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Are banks different? : evidence form the CDS market
Raunig, Burkhard; Scheicher, Martin - 2009
Persistent link: https://www.econbiz.de/10003810904
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Determinanten von Banken-Spreads während der Finanzmarktkrise
Heidorn, Thomas; Birkmeyer, Jörg; Rogalski, André - 2010
Welche Einflussfaktoren bestimmen die Spreadentwicklung im Kapitalmarktsegment der Banken im Verlauf der Finanzkrise? Unter Verwendung der Regressionsanalyse werden die Determinanten von Asset-Swap- (ASW) und Credit-Default-Swap- (CDS) Spreads ausgewählter europäischer Banken im Zeitraum April...
Persistent link: https://www.econbiz.de/10003981932
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Market conditions, default risk and credit spreads
Tang, Dragon Yongjun; Yan, Hong - In: Journal of banking & finance 34 (2010) 4, pp. 743-753
Persistent link: https://www.econbiz.de/10003966050
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Risk premia on credit and equity markets
Berg, Tobias - 2009
Persistent link: https://www.econbiz.de/10003923479