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1
Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neiss, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
Saved in:
2
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
Saved in:
3
Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress
Lin, William
;
Sun, David
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10003900991
Saved in:
4
DTS (Duration Times Spread) for CDS : a new measure of spread sensitivity
Dor, Arik Ben
;
Polbennikov, Simon
;
Rosten, Jeremy
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 32-44
Persistent link: https://www.econbiz.de/10003457017
Saved in:
5
Contagion inside the credit default swaps market : the case of the GM and Ford crisis in 2005
Coudert, Virginie
;
Gex, Mathieu
- In:
Journal of international financial markets, …
20
(
2010
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10008695510
Saved in:
6
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
Saved in:
7
Bond illiquidity and excess volatility
Bao, Jack
;
Pan, Jun
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3068-3103
Persistent link: https://www.econbiz.de/10010237371
Saved in:
8
Applying error-adjusted hedging to corporate bond portfolios
Barone-Adesi, Giovanni
;
Carcano, Nicola
;
Dall'O, Hakim
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 47-77)
.
2016
Persistent link: https://www.econbiz.de/10011458170
Saved in:
9
Loss potential from credit derivative use by corporate bond funds under U.S. and German Regulation : a cross country comparison
Gałkiewicz, Dominika
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
2
,
pp. 245-298
Persistent link: https://www.econbiz.de/10011555110
Saved in:
10
Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005
Coudert, Virginie
;
Gex, Mathieu
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10009012368
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