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A Market for End-of-The-World Insurance? Credit Default Swaps on US Government Debt
Squire, Richard - 2013
The market for credit default swaps (CDS) on US government debt is remarkably thin. Relative to the amount of reference debt, the market for CDS on USA is an order of magnitude smaller than the markets for CDS on other high-grade government borrowers, such as Germany and the UK. A common theory...
Persistent link: https://www.econbiz.de/10013079316
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A framework assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003847632
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The determinants of credit default swap premia
Ericsson, Jan; Jacobs, Kris; Oviedo, Rodolfo - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
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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
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of banking & finance 33 (2009) 11, pp. 2036-2049
Persistent link: https://www.econbiz.de/10003892198
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Credit contagion from counterparty risk
Jorion, Philippe; Zhang, Gaiyan - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2053-2087
Persistent link: https://www.econbiz.de/10003899586
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003911902
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An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Di Cesare, Antonio; Guazzarotti, Giovanni - In: Finance and banking developments, (pp. 233-265). 2010
Persistent link: https://www.econbiz.de/10008860426
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An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Di Cesare, Antonio; Guazzarotti, Giovanni - 2010
Persistent link: https://www.econbiz.de/10008732222
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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