Narrow search
Showing 1 - 10 of 330,293
Cover Image
Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach
Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012134319
Cover Image
Estimating implied recovery rates from the term structure of CDS spreads
Jaskowski, Marcin; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724144
Cover Image
Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit - 2016 - This draft: May 31, 2016
This paper empirically analyses the effect of foreign block acquisitions on the U.S. target firms' credit risk as captured by their CDS. The involvement of foreign investors leads to a significant increase in the target firms' CDS spreads. This effect is stronger when foreign owners are...
Persistent link: https://www.econbiz.de/10011519062
Cover Image
Co-movement of Asia-Pacific with European and US stock market returns : a cross-time-frequency analysis
Loh, Lixia - In: Research in international business and finance 29 (2013), pp. 1-13
Persistent link: https://www.econbiz.de/10009760005
Cover Image
Co-movement between GCC stock markets and the US stock markets : a wavelet coherence analysis
Matar, Ali; Al-Rdaydeh, Mahmoud; Ghazalat, Anas; … - In: Cogent business & management 8 (2021) 1, pp. 1-22
weekly stock index prices of two USA stock markets, namely Dow Jones and S&P 500 and six GCC stock markets, namely the United …
Persistent link: https://www.econbiz.de/10012631347
Cover Image
Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
Cover Image
Does tourism sustain economic growth? : wavelet-based evidence from the United States
Sharif, Arshian; Saha, Shrabani; Nanthakumar Loganathan - In: Tourism analysis : an interdisciplinary tourism & … 22 (2017) 4, pp. 467-482
Persistent link: https://www.econbiz.de/10011779905
Cover Image
Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Rubbaniy, Ghulame; Khalid, Ali Awais; Tessema, Abiot Mindaye - In: Studies in economics and finance 40 (2023) 1, pp. 192-212
Persistent link: https://www.econbiz.de/10013503892
Cover Image
Factor distributions implied by quoted CDO spreads
Schlögl, Erik; Schlögl, Lutz - In: Frontiers in quantitative finance : volatility and …, (pp. 217-234). 2009
Persistent link: https://www.econbiz.de/10003787605
Cover Image
Are the US stock market and credit default swap market related? : evidence from the CDX indices
Fung, Hung-gay; Sierra, Gregory E.; Yau, Jot; Zhang, Gaiyan - In: The journal of alternative investments 11 (2008/09) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10003779256