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Media sentiment and CDS spread spillovers : evidence from the GIIPS countries

Apergēs, Nikolaos; Lau, Chi Keung; Yarovaya, Larisa - In: International review of financial analysis 47 (2016), pp. 50-59

Persistent link: https://www.econbiz.de/10011624044

CDS spreads, systemic risk and interconnectedness

Pelster, Matthias - In: The international journal of finance 27 (2015) 1, pp. 105-124

Persistent link: https://www.econbiz.de/10011691250

Market perception of sovereign credit risk in the euro area during the financial crisis

Camba-Méndez, Gonzalo; Serwa, Dobromił - In: The North American journal of economics and finance : a … 37 (2016), pp. 168-189

Persistent link: https://www.econbiz.de/10011672946

Pricing sovereign credit risk of Poland : evidence from the CDS market

Camba-Méndez, Gonzalo; Kostrzewa, Konrad; Marszal, Anna; … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2687-2705

Persistent link: https://www.econbiz.de/10011675567

Resilience of United Kingdom financial institutions to major uncertainty : a network analysis related to the Credit Default Swaps market

Chabot, Miia; Bertrand, Jean-Louis; Thorez, Eric - In: Journal of business research : JBR 101 (2019), pp. 70-82

Persistent link: https://www.econbiz.de/10012103214

Do credit rating agencies provide valuable information in market evaluation of sovereign default risk?

Binici, Mahir; Hutchison, Michael M. - In: Journal of international money and finance 85 (2018), pp. 58-75

Persistent link: https://www.econbiz.de/10012000388

Assessing sovereign default risk : a bottom-up approach

Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542

Persistent link: https://www.econbiz.de/10012027982

Accounting-based compensation and debt contracts

Li, Zhi; Wang, Lingling; Wruck, Karen H. - 2018 - CURRENT DRAFT: February 2, 2018

We examine how accounting-based compensation plans influence a firm's contracts with its creditors. After granting long-term accounting-based compensation plans (LTAPs) to CEOs, firms pay lower spreads and have fewer restrictive covenants in new bank loans. Mechanisms leading to lower borrowing...

Persistent link: https://www.econbiz.de/10011963302

Are credit rating agencies discredited? : measuring market price effects from agency sovereign debt announcements

Binici, Mahir; Hutchison, Michael M.; Miao, Evan Weicheng - 2018

Persistent link: https://www.econbiz.de/10011866756

Detecting granular time series in large panels

Brownlees, Christian; Mesters, Geert - 2017

Persistent link: https://www.econbiz.de/10011779238

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