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Credit default swaps and corporate bond trading

Czech, Robert - 2019

Persistent link: https://www.econbiz.de/10012202184

Forecasting credit default swap premiums with Google search volume

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 52-85). 2016

Persistent link: https://www.econbiz.de/10011733592

Can structural models price default risk? : evidence from bond and credit derivative markets

Ericsson, Jan; Reneby, Joel; Wang, Hao - In: The quarterly journal of finance 5 (2015) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10011381483

The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk

Aragon, George O.; Li, Lei; Qian, Jun - In: Journal of financial economics 131 (2019) 1, pp. 168-185

Persistent link: https://www.econbiz.de/10012130937

Loss potential from credit derivative use by corporate bond funds under U.S. and German Regulation : a cross country comparison

Gałkiewicz, Dominika - In: Credit and capital markets : Kredit und Kapital 49 (2016) 2, pp. 245-298

Persistent link: https://www.econbiz.de/10011555110

Did liquidity providers become liquidity seekers?

Choi, Jaewon; Shachar, Or - 2013

The misalignment between corporate bond and credit default swap (CDS) spreads (i.e., CDSbond basis) during the 2007 …-09 financial crisis is often attributed to corporate bond dealers shedding off their inventory, right when liquidity was scarce …, including proprietary trading desks in investment banks, provided liquidity in response to the large selling by clients …

Persistent link: https://www.econbiz.de/10010202650