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CDS and credit : after the bangs cheaper credit insurance, more lending and hedging

Gündüz, Yalın; Ongena, Steven; Tümer-Alkan, Günseli; … - 2021

Persistent link: https://www.econbiz.de/10012796769

Hedging stock sector risk with credit default swaps

Ratner, Mitchell; Chiu, Chih-Chieh - In: International review of financial analysis 30 (2013), pp. 18-25

Persistent link: https://www.econbiz.de/10010460003

Financial innovation and financial intermediation : evidence from credit default swaps

Butler, Alexander W.; Gao, Xiang; Uzmanoglu, Cihan - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3150-3173

Persistent link: https://www.econbiz.de/10012581326

Market and counterparty credit risk : selected computational and managerial aspects

Schwake, Daniel - 2016

Persistent link: https://www.econbiz.de/10012384955

Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives

Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018

Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....