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Liquidity and CDS premiums on European companies around the Subprime crisis
Lesplingart, Clothilde; Majois, Christophe; Petitjean, … - In: Review of derivatives research 15 (2012) 3, pp. 217-256
Persistent link: https://www.econbiz.de/10009709684
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The liquidity of credit default index swap networks
Haynes, Richard; McPhail, Lihong Lu - In: The journal of network theory in finance 5 (2019) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10012133008
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Corporate bond liquidity before and after the onset of the subprime crisis
Dick-Nielsen, Jens; Feldhütter, Peter; Lando, David - In: Journal of Financial Economics 103 (2012) 3, pp. 471-492
We analyze liquidity components of corporate bond spreads during 2005–2009 using a new robust illiquidity measure. The … less liquid when financial distress hits a lead underwriter and the liquidity of bonds issued by financial firms dries up …
Persistent link: https://www.econbiz.de/10011039223
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Deciphering the Libor and Euribor Spreads during the subprime crisis
Pelizzon, Loriana; Sartore, Domenico - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 565-585
collaterals in the short-term debt market, credit risk and the injection of liquidity by Central Banks through so …
Persistent link: https://www.econbiz.de/10011056699
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Financial Spillovers to Emerging Markets during the Global Financial Crisis
Frank, Nathaniel; Hesse, Heiko - In: Czech Journal of Economics and Finance (Finance a uver) 59 (2009) 6, pp. 507-521
Using data from the recent crisis, the authors analyze financial linkages between market liquidity and bank solvency …
Persistent link: https://www.econbiz.de/10008480575
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El sistema financiero español ante la crisis crediticia internacional
Mora, Alfonso García; Ortega, Gloria Hervás; … - In: EKONOMIAZ 66 (2007) 03, pp. 92-125
This paper analyses the development that the Spanish banking system has experienced in recent years. This development has been superior to that of the countries of our environment and has been based, principally, on the real-estate boom. Precisely, due to the interdependence between construction...
Persistent link: https://www.econbiz.de/10010754614
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On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar; Jawadi, Fredj; Maliki, Samir B.; Cheffou, … - In: Economic modelling 52 (2016), pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
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Market microstructure, banks' behaviour and interbank spreads : evidence after the crisis
Kapar, Burcu; Iori, Giulia; Gabbi, Giampaolo; Germano, Guido - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 283-331
Persistent link: https://www.econbiz.de/10012226919
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The equity-like behaviour of sovereign bonds
Dufour, Alfonso; Stancu, Andrei; Varotto, Simone - In: Journal of international financial markets, … 48 (2017), pp. 25-46
Persistent link: https://www.econbiz.de/10011892283
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The impact of liquidity on senior credit index spreads during the subprime crisis
Marra, Miriam - In: International review of financial analysis 37 (2015), pp. 148-167
Persistent link: https://www.econbiz.de/10011317226