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The credit-risk relevance of loan impairments under IFRS 9 for CDS pricing : early evidence
Oberson, Romain
- In:
The European accounting review
30
(
2021
)
5
,
pp. 959-987
Persistent link: https://www.econbiz.de/10012653653
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2
The effect of credit rating events on the emerging CDS market
Ballester, Laura
;
González-Urteaga, Ana
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 17-28)
.
2017
Persistent link: https://www.econbiz.de/10012098738
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3
Crise de la dette souveraine dans l'Union européenne : transparence des banques et spreads de CDS
Alexandre, Hervé
;
Guillemin, François
; …
- In:
Revue économique : revue bimestrielle
67
(
2016
)
5
,
pp. 1007-1035
Persistent link: https://www.econbiz.de/10011552773
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4
The anatomy of sovereign risk contagion
Wu, Eliza
;
Erdem, Magdalena
;
Kalotychou, Elena
; …
- In:
Journal of international money and finance
69
(
2016
),
pp. 264-286
Persistent link: https://www.econbiz.de/10011712035
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5
Bank credit default swaps and deposit insurance around the world
Liu, Liuling
;
Zhang, Gaiyan
;
Fang, Yiwei
- In:
Journal of international money and finance
69
(
2016
),
pp. 339-363
Persistent link: https://www.econbiz.de/10011712039
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6
Sovereign credit ratings, the macroeconomy and credit default swap spreads
Liu, Yang
;
Morley, Bruce
- In:
Brussels economic review
56
(
2013
)
3/4
,
pp. 335-348
Persistent link: https://www.econbiz.de/10010399098
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7
Digital economy era : the role of the telecommunications sector in frequency-dependent default risk connectedness
Shi, Shimeng
;
Liu, Pei
;
Xin, Jiayuan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2085-2100
Persistent link: https://www.econbiz.de/10012313586
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8
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
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9
Spillovers in risk of financial institutions
Cotter, John
;
Suurlaht, Anita
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1765-1792
Persistent link: https://www.econbiz.de/10012207148
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10
Toward an understanding of market resilience : market liquidity and heterogeneity in the investor decision cycle
Bookstaber, Richard M.
;
Foley, Michael D.
;
Tivnan, Brian F.
- In:
Journal of economic interaction and coordination : JEIC
11
(
2016
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10011700963
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