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Greek sovereign credit market dynamics : credit default swap and bond spreads' linkages

Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 268-280

Persistent link: https://www.econbiz.de/10009722093

Creditwatches and their impact on financial markets

Kiesel, Florian - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 47-71

Persistent link: https://www.econbiz.de/10011670750

Corporate social responsibility and credit default swap spreads : evidence from Eurozone firms

Barth, Florian - In: Empirical essays on corporate bond and credit default …, (pp. 106-143). 2018

Persistent link: https://www.econbiz.de/10012159861

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

Are CDS spreads sensitive to the term structure of the yield curve? : a sector-wise analysis under various market conditions

Aman, Asia - In: Journal of risk and financial management : JRFM 12 (2019) 4/158, pp. 1-13

This study examines the impact of changes in the yield curve factors on the Credit Default Swap (CDS) spreads of the U.S. industrial sectors. Stock returns and the crude oil-based volatility index are used in a quantile regression framework to test the validity of Merton’s model. The results...

Persistent link: https://www.econbiz.de/10012172992