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Spread term structure and default correlation

Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223

Persistent link: https://www.econbiz.de/10011592744

The effects of Brexit on corporate yield spreads: evidence from UK and eurozone corporate bond markets

Kadiric, Samir; Korus, Arthur - 2018

Persistent link: https://www.econbiz.de/10011907029

Investor sentiment, flight-to-quality, and corporate bond comovement

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 9-51). 2016

Persistent link: https://www.econbiz.de/10011733591

Commonality in liquidity in the US corporate bond market

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016

Persistent link: https://www.econbiz.de/10011733594

Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors

Lin, Ming-Tsung; Kolokolova, Olga; Poon, Ser-Huang - In: The European journal of finance 27 (2021) 1/2, pp. 136-157

Persistent link: https://www.econbiz.de/10012424932

Are CDS spreads sensitive to the term structure of the yield curve? : a sector-wise analysis under various market conditions

Aman, Asia - In: Journal of risk and financial management : JRFM 12 (2019) 4/158, pp. 1-13

significant determinant of the CDS premia regardless of the sector and market state. The CDS spread of the financial sector …This study examines the impact of changes in the yield curve factors on the Credit Default Swap (CDS) spreads of the U … findings also suggest a significant inverse relationship between CDS spreads and stock returns. …

Persistent link: https://www.econbiz.de/10012172992

CDS market structure and bond spreads

Bilan, Andrada; Gündüz, Yalın - 2022

Persistent link: https://www.econbiz.de/10013370702

A Hawkes model of the transmission of European sovereign default risk

Dumitru, Ana-Maria H.; Holden, Tom D. - 2017

The run-up to the Greek default featured marked increases in the cost of insuring sovereign debt from almost all European countries. One explanation is that market participants believed a default in one country might increase the risk of a future default in another, and so news about one country...

Persistent link: https://www.econbiz.de/10011730365

Search engine loyalty : considering the commitment-loyalty link from a hedonic versus utilitarian perspective

Garnier, Marion - In: International journal of internet marketing and … 5 (2009) 1, pp. 43-73

Persistent link: https://www.econbiz.de/10003812635

An analysis of consumer power on the Internet

Unit Kucuk, S.; Krishnamurthy, Sandeep - In: Technovation : the international journal of … 27 (2007) 1/2, pp. 47-56

Persistent link: https://www.econbiz.de/10003417865