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Asset pricing factors and bank CDS spreads
Koutmos, Dimitrios - In: Journal of international financial markets, … 58 (2019), pp. 19-41
Persistent link: https://www.econbiz.de/10012127819
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The conditional stock market response to banks' distressed asset sales on CDS availability
Kiesel, Florian; Manz, Florian; Schiereck, Dirk - In: Applied economics 52 (2020) 56, pp. 6123-6135
Persistent link: https://www.econbiz.de/10012308467
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The CDS market reaction to loan renegotiation announcements
Silaghi, Florina; Martín Oliver, Alfredo; Sewaid, Ahmed - In: Journal of banking & finance 138 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013461755
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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
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Banking stress test effects on returns and risks
Neretina, Ekaterina; Sahin, Cenkhan; Haan, Jakob de - 2014
Persistent link: https://www.econbiz.de/10010343579
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Credit default risk, internal control and stock returns
Tian, Ting - In: Finance research letters 67 (2024) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10015062481
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Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie; Jacquier, Eric; Papageorgiou, Nicolas; … - In: The journal of futures markets 29 (2009) 8, pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
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Jumps in credit default swap spreads and stock returns
Trutwein, Patrick Alfred; Ramchander, Sanjay; … - In: The journal of fixed income 20 (2010/11) 3, pp. 56-70
Persistent link: https://www.econbiz.de/10008858609
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Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Gatfaoui, Hayette - In: Annals of finance 6 (2010) 4, pp. 511-535
Persistent link: https://www.econbiz.de/10008652598