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The role of macroeconomic and market indicators in explaining sovereign Credit Default Swaps (CDS) spread changes : evidence from Türkiye
Kartal, Mustafa Tevfik - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 145-164
Persistent link: https://www.econbiz.de/10013412563
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Determinants of European banks' default risk
Soenen, Nicolas; Vander Vennet, Rudi - In: Finance research letters 47 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013457304
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Bail-in and bank funding costs
Cerasi, Vittoria; Galfrascoli, Paola - In: Journal of international money and finance 137 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014478067
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Credit default swaps and corporate carbon emissions in Japan
Okimoto, Tatsuyoshi; Takaoka, Sumiko - 2022
Persistent link: https://www.econbiz.de/10014435205
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Systemwide directional connectedness from crude oil to sovereign credit risk
Bajaj, Vimmy; Kumar, Pawan; Singh, Vipul Kumar - In: Journal of commodity markets 30 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014426768
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Nexus between credit default swap spreads and foreign exchange rates : evidence from BRICST, E7, MINT and Fragile Five countries
Kartal, Mustafa Tevfik; Depren, Serpil Kılıç; … - In: Global business & economics review 29 (2023) 3, pp. 380-403
Persistent link: https://www.econbiz.de/10014388496
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Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads
Balduzzi, Pierluigi; Savona, Roberto; Alessi, Lucia - In: Journal of financial econometrics 21 (2023) 5, pp. 1728-1758
Persistent link: https://www.econbiz.de/10014444728
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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio; Jahan-Parvar, Mohammad R.; Rosen, Samuel; … - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
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It's not time to make a change : sovereign fragility and the corporate credit risk
Fornari, Fabio; Zaghini, Andrea - In: Journal of international money and finance 128 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013438377
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The impact of sovereign credit rating news on credit default swap spreads
Gürsoy, Övünç; Avcı, Emin - In: Journal of East-West business 29 (2023) 2, pp. 97-113
Persistent link: https://www.econbiz.de/10014289407