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CPDOs : AAA or HY?

Chuyan, Roman - In: The journal of structured finance 13 (2007/08) 3, pp. 81-88

Persistent link: https://www.econbiz.de/10003862375

How did we get here? : the story of the credit crisis

Sabry, Faten; Okongwu, Chudozie - In: The journal of structured finance 15 (2009) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10003863879

Die Bewertung von Credit Default Swaps

Wilkens, Sascha - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 3, pp. 161-164

Persistent link: https://www.econbiz.de/10003819112

Accounting-based versus market-based cross-sectional models of CDS spreads

Das, Sanjiv R.; Hanouna, Paul; Sarin, Atulya - In: Journal of banking & finance 33 (2009) 4, pp. 719-730

Persistent link: https://www.econbiz.de/10003820945

Does banks size distort market prices? : evidence for too-big-to-fail in the CDS market

Völz, Manja; Wedow, Michael - 2009

This paper examines the potential distortion of prices in the CDS market caused by too-big-to-fail. Overall, we find evidence for market discipline in the CDS market. However, CDS prices are distorted due to a size effect which arises when investors expect a public bail-out as a result of...