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Does banks size distort market prices? : evidence for too-big-to-fail in the CDS market

Völz, Manja; Wedow, Michael - 2009

This paper examines the potential distortion of prices in the CDS market caused by too-big-to-fail. Overall, we find evidence for market discipline in the CDS market. However, CDS prices are distorted due to a size effect which arises when investors expect a public bail-out as a result of...

Persistent link: https://www.econbiz.de/10003846898

A framework assessing the systemic risk of major financial institutions

Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009

Persistent link: https://www.econbiz.de/10003847632

Municipal market struggles to maintain broad retail participation without bond insurance

Kwiatkoski, Paul - In: Municipal finance journal : the state and local … 29 (2009) 4, pp. 23-35

Persistent link: https://www.econbiz.de/10003848127

What happens when municipal bond insurance compains lose credit?

Denison, Dwight V. - In: Municipal finance journal : the state and local … 29 (2009) 4, pp. 37-47

Persistent link: https://www.econbiz.de/10003848129

Has the CDS market lowered the cost of corporate debt?

Ashcraft, Adam B.; Santos, João A. C. - In: Journal of monetary economics 56 (2009) 4, pp. 514-523

Persistent link: https://www.econbiz.de/10003850585

Pricing constant-maturity credit default swaps under jum dynamics

Jönsson, Henrik; Schoutens, Wim - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10003853300

The determinants of credit default swap premia

Ericsson, Jan; Jacobs, Kris; Oviedo, Rodolfo - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 109-132

Persistent link: https://www.econbiz.de/10003854347

Implied Ratings in der Finanzkrise : CDS-Spreads und ihr Potenzial für die regulatorische und angewandte Bankpraxis

Freter, André; Knoth, Hans - In: Risiko-Manager (2009) 14, pp. 1,6-9

Persistent link: https://www.econbiz.de/10003854695

Price discovery of subordinated credit spreads for Japanese mega-banks : evidence from bond and credit default swap markets

Baba, Naohiko; Inada, Masakazu - In: Journal of international financial markets, … 19 (2009) 4, pp. 616-632

Persistent link: https://www.econbiz.de/10003879510

Mortgage payment insurance and the future of the housing finance system

Guttentag, Jack M.; Roitburg, Igor - In: Prudent lending restored : securitization after the …, (pp. 237-249). 2009

Persistent link: https://www.econbiz.de/10003879690

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