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The stock price of the introduction of exchange-traded credit derivatives
Schwartz, Lisa A.; Stowe, Kristin; Tarrant, Wayne - In: Applied financial economics 23 (2013) 19/21, pp. 1531-1539
Persistent link: https://www.econbiz.de/10010259361
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Understanding the market reaction to shockwaves : evidence from the failure of Lehman Brothers
Dumotaux, Nicolas; Pop, Adrian - In: Journal of financial stability 9 (2013) 3, pp. 269-286
Persistent link: https://www.econbiz.de/10010237087
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Regime-dependent liquidity determinants of credit default swap spread changes
Guo, Biao; Newton, David P. - In: The journal of financial research 36 (2013) 2, pp. 279-298
Persistent link: https://www.econbiz.de/10009783105
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The interactions between the credit default swap and the bond markets in financial turmoil
Coudert, Virginie; Gex, Mathieu - In: Review of international economics 21 (2013) 3, pp. 492-505
Persistent link: https://www.econbiz.de/10010211846
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A joint analysis of the term structure of credit default swap spreads and the implied volatility surface
Fonseca, José da; Gottschalk, Katrin - In: The journal of futures markets 33 (2013) 6, pp. 494-517
Persistent link: https://www.econbiz.de/10009756569
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The information content of ratings : an analysis of Australian credit default swap spreads
Wang, Jue; Svec, Jiri; Peat, Maurice - In: Abacus : a journal of accounting, finance and business … 50 (2014) 1, pp. 56-75
Persistent link: https://www.econbiz.de/10010351521
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Sovereign and bank CDS spreads : two sides of the same coin?
Cotter, John; Avino, Davide - 2014
Persistent link: https://www.econbiz.de/10010343569
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Banking stress test effects on returns and risks
Neretina, Ekaterina; Sahin, Cenkhan; Haan, Jakob de - 2014
Persistent link: https://www.econbiz.de/10010343579
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Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
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The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 17 (2011) 9/10, pp. 851-881
Persistent link: https://www.econbiz.de/10009529136