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Credit default swap valuation:...
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11
A dynamic analysis of the determinants of the Greek credit default swaps
Correia, Maria do Rosario
;
Gokus, Christian
;
Hughes …
- In:
Journal of economics and political economy : JEPE
3
(
2016
)
2
,
pp. 350-376
Persistent link: https://www.econbiz.de/10011567739
Saved in:
12
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
13
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
Saved in:
14
Valuation of credit default swaps via Bessel bridges
Valle, Gerardo Hernández del
;
Pacheco-González, Carlos
-
2014
A credit default
swap
(CDS) is a financial contract in which the holder of the instrument will be compensated in the …
Persistent link: https://www.econbiz.de/10010459823
Saved in:
15
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
16
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
-
2016
Persistent link: https://www.econbiz.de/10012200984
Saved in:
17
Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen
;
Seuken, Sven
;
Battiston, Stefano
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
Saved in:
18
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
Saved in:
19
Do empty creditors matter? : evidence from distressed exchange offers
Danis, András
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704
Saved in:
20
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
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