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Paddrik, Mark; Rajan, Sriram; Young, H. Peyton - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3603-3616

Persistent link: https://www.econbiz.de/10012289183

Contagion in derivatives markets

Paddrik, Mark; Rajan, Sriram; Young, H. Peyton - 2017

Persistent link: https://www.econbiz.de/10011752480

Stressed to the core : counterparty concentrations and systemic losses in CDS markets

Cetina, Jill; Paddrik, Mark; Rajan, Sriram - In: Journal of financial stability 35 (2018), pp. 38-52

Persistent link: https://www.econbiz.de/10012156834

How safe are central counterparties in derivatives markets?

Paddrik, Mark; Young, H. Peyton - 2017

Persistent link: https://www.econbiz.de/10011669719

How safe are central counterparties in credit default swap markets?

Paddrik, Mark; Young, H. Peyton - In: Mathematics and financial economics 15 (2021) 1, pp. 41-57

Persistent link: https://www.econbiz.de/10012433631

Contagion in the CDS market

Paddriky, Mark; Rajanz, Sriram; Young, H. Peyton - 2017

Persistent link: https://www.econbiz.de/10011630278

Pricing default events : surprise, exogeneity and contagion

Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 182 (2014) 2, pp. 397-411

Persistent link: https://www.econbiz.de/10010497742

Contagion between liquid and illiquid assets during the financial crisis: evidence from the US credit derivative market

Kim, Jungmu; Park, Yuen Jung - In: Journal of derivatives and quantitative studies 28 (2020) 3, pp. 107-122

This study aims to investigate the existence of contagion between liquid and illiquid assets in the credit default swap … default contagion effect by reflecting illiquidity-induced credit risk after the crisis. Finally, the dynamic conditional …

Persistent link: https://www.econbiz.de/10012592651

"Too interconnected to fail" financial network of US CDS market : topological fragility and systemic risk

Markose, Sheri M.; Giansante, Simone; Shaghaghi, Ali Rais - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 627-646

Persistent link: https://www.econbiz.de/10009697980

Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010

Kalbaska, A.; Gątkowski, M. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 657-673

Persistent link: https://www.econbiz.de/10009697968

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