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Option-adjusted delta credit spreads : a cross-country analysis

Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - In: European financial management : the journal of the … 18 (2012) 2, pp. 183-217

Persistent link: https://www.econbiz.de/10009531492

Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS

Forte, Santiago; Peña Sánchez de Rivera, Juan Ignacio - In: Journal of banking & finance 33 (2009) 11, pp. 2013-2025

Persistent link: https://www.econbiz.de/10003892177

The effects of Brexit on credit spreads : evidence from UK and Eurozone corporate bond markets

Kadiric, Samir; Korus, Arthur - In: International economics and economic policy : IEEP 16 (2019) 1, pp. 65-102

Persistent link: https://www.econbiz.de/10012114911

The effects of Brexit on corporate yield spreads: evidence from UK and eurozone corporate bond markets

Kadiric, Samir; Korus, Arthur - 2018

Persistent link: https://www.econbiz.de/10011907029

Credit Spreads : An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS

Forte, Santiago - 2012

This paper explores the dynamic relationship between stock market implied credit spreads, CDS spreads, and bond spreads. A general VECM representation is proposed for changes in the three credit spread measures which accounts for zero, one, or two independent cointegration equations, depending...

Persistent link: https://www.econbiz.de/10012755686