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The relative efficiency of investment grade credit and equity markets
Procasky, William J. - In: International Journal of Financial Markets and … 9 (2023) 1/2, pp. 43-58
Persistent link: https://www.econbiz.de/10014311699
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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003722063
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CDS Market Transparency and Equity Market Quality
Haas, Marlene - 2020
Following the recent financial crisis, increasing the transparency of credit default swap (CDS) markets has been a popular goal among regulators. We examine how changes in the transparency of the CDS market can impact liquidity in the corresponding equity market. We first extend a model of...
Persistent link: https://www.econbiz.de/10012856221
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Price discovery in CDS and equity markets : default risk-based heterogeneity in the systematic investment grade and high yield sectors
Procasky, William J. - In: Journal of financial markets 54 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013273142
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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008
zienz -- Asymmetrische Informationsverteilung am CDS-Markt -- CDS-, Anleihe- und Aktienmarkt -- Empirische Untersuchung zum …-amerikanische Unternehmen durch. Die Ergebnisse zeigen auf, dass im „deutschen Markt“ Informationen vom CDS-Markt zum Aktienmarkt hin fließen …
Persistent link: https://www.econbiz.de/10013517112
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The interrelation of prices, ratings and models in credit default swap and equity markets
Imbierowicz, Björn - 2009
Persistent link: https://www.econbiz.de/10003916627
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The determinants of the price of credit risk : an empirical analysis of the CDS, bond and equity markets
Harasta, Balazs - 2008
Persistent link: https://www.econbiz.de/10003816605
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Contagion across US and European financial markets : evidence from the CDS markets
Apergēs, Nikolaos; Christou, Christina; Kynigakis, Iason - In: Journal of international money and finance 96 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012139594
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Stock markets as evolving complex systems : simulations and statistical inferences
Holtrup, Hans-Jürgen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003438564
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Market conditions in preindustrial Poland, 1500-1772
Malinowski, Mikołaj - In: Economic history of developing regions 31 (2016) 2/3, pp. 253-276
Persistent link: https://www.econbiz.de/10011711200