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Collateral constraints, tranching, and price bases

Gong, Feixue; Phelan, Gregory - 2020 - This version: January 9, 2020

Persistent link: https://www.econbiz.de/10012211898

Investor sentiment, flight-to-quality, and corporate bond comovement

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 9-51). 2016

Persistent link: https://www.econbiz.de/10011733591

Forecasting credit default swap premiums with Google search volume

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 52-85). 2016

Persistent link: https://www.econbiz.de/10011733592

Fundamentals, real-time uncertainty and CDS index spreads

Audzeyeva, Alena; Wang, Xu - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10014341007

Global Financial Crisis and Price Discovery between Credit Default Swaps Premia and Bond Yield Spreads

Klenina, Ekaterina - 2017

This paper examines the relationship between CDS and bond markets in the context of the financial crisis by employing daily data between January 2007 and September 2014. To the best of our knowledge this is the first study that analyses the incorporation of new information for CDSs and bonds...

Persistent link: https://www.econbiz.de/10012949170