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Credit derivatives : prospects of usage in the formation of a new global financial order
Sokhatska, Helen; Morkva, Iryna - In: Banks and bank systems : international research journal 4 (2009) 4, pp. 102-107
Persistent link: https://www.econbiz.de/10003988857
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Are banks too big to fail or too big to save? : international evidence from equity prices and CDS spreads
Demirgüç-Kunt, Asli; Huizinga, Harry - 2010
Persistent link: https://www.econbiz.de/10003994614
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Is there a case for banning short speculation in sovereign bond markets?
Duffie, Darrell - In: Financial stability review : FSR 14 (2010), pp. 55-59
Persistent link: https://www.econbiz.de/10008647166
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Credit default swaps and financial stability
Cont, Rama - In: Financial stability review : FSR 14 (2010), pp. 35-43
Persistent link: https://www.econbiz.de/10008647168
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Euro public debt and the markets : sovereign fundamentals and CDS market dynamics
Boone, Laurence; Fransolet, Laurent; Willemann, Søren - In: Financial stability review : FSR 14 (2010), pp. 19-26
Persistent link: https://www.econbiz.de/10008647170
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Credit default swaps : what are the social benefits and costs?
Anderson, Ronald W. - In: Financial stability review : FSR 14 (2010), pp. 1-14
Persistent link: https://www.econbiz.de/10008647172
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An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Di Cesare, Antonio; Guazzarotti, Giovanni - 2010
Persistent link: https://www.econbiz.de/10008732222
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An analysis of euro area sovereign CDS and their relation with government bonds
Fontana, Alessandro; Scheicher, Martin - 2010
This paper studies the relative pricing of euro area sovereign CDS and the underlying government bonds. Our sample comprises weekly CDS and bond spreads of ten euro area countries for the period from January 2006 to June 2010. We first compare the determinants of CDS spreads and bond spreads and...
Persistent link: https://www.econbiz.de/10008746582
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Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market
Kim, Don H.; Loretan, Mico; Remolona, Eli M. - In: The international financial crisis and policy …, (pp. 318-339). 2010
Persistent link: https://www.econbiz.de/10008780043
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Sato processes in default modelling
Kokholm, Thomas; Nicolato, Elisa - In: Applied mathematical finance 17 (2010) 5/6, pp. 377-397
Persistent link: https://www.econbiz.de/10008797260