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Credit default swaps and the market for sovereign debt

Ismailescu, Iuliana; Phillips, Blake - In: Journal of banking & finance 52 (2015), pp. 43-61

Persistent link: https://www.econbiz.de/10011377300

Credit Default Swaps and the Market for Sovereign Debt

Ismailescu, Iuliana - 2020

We analyze the determinants and effects of credit default swap (CDS) trading initiation on sovereign bonds. For high default risk countries, CDS initiation provides significant price efficiency benefits in the underlying market. CDS initiation also reduces average risk premiums, with reductions...

Persistent link: https://www.econbiz.de/10012857456

Bid ask spread in a competitive market with institutions and order size

Dey, Malay K.; Kazemi, Hossein - In: Review of quantitative finance and accounting 30 (2008) 4, pp. 433-453

Persistent link: https://www.econbiz.de/10003711396

The determinants of new orders of non-defence capital goods and its relationship to business fixed investment expenditures : 1992 to 2010

Mair, Douglas; Charos, Evangelos N.; Kazemi, Hossein; … - In: European research studies : an international … 16 (2013) 3, pp. 73-93

Persistent link: https://www.econbiz.de/10011387700

Indeterminacy and volatility of exchange rates under imperfect currency substitution

Mahdavi, Mahnaz - In: Economic inquiry : journal of the Western Economic … 34 (1996) 1, pp. 168-181

Persistent link: https://www.econbiz.de/10001201709

The multi-period CAPM and valuation of multi-period stochastic cash flows

Kazemi, Hossein - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 223-231

Persistent link: https://www.econbiz.de/10001106735

Demand and supply of forward exchange contracts under incomplete information

Dufey, Günter - In: Journal of economics & business 43 (1991) 4, pp. 339-352

Persistent link: https://www.econbiz.de/10001121599

An alternative testable form of the consumption CAPM

Kazemi, Hossein - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 61-70

Persistent link: https://www.econbiz.de/10001058017

An intemporal model of asset prices in a Markov economy with a limiting stationary distribution

Kazemi, Hossein - In: The review of financial studies 5 (1992) 1, pp. 85-104

Persistent link: https://www.econbiz.de/10001119824

Hedge funds and their prime brokers : favorable IPO allocations

Yang, Xiaohui; Kazemi, Hossein; Getmansky, Mila - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 105-123

Persistent link: https://www.econbiz.de/10012613447