Similar Search Results

Explaining credit ratings through a perpetual-debt structural model

Barone, Gaia - In: The journal of credit risk : published quarterly by … 17 (2021) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10012671409

Credit protection and lending relationships

Arping, Stefan - 2012

Persistent link: https://www.econbiz.de/10010190981

Explaining aggregate credit default swap spreads

Breitenfellner, Bastian; Wagner, Niklas F. - In: International review of financial analysis 22 (2012), pp. 18-29

Persistent link: https://www.econbiz.de/10010219703

Optimal investment in credit derivatives portfolio under contagion risk

Bo, Lijun; Capponi, Agostino - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 785-834

Persistent link: https://www.econbiz.de/10011583805

Manager characteristics and credit derivative use by US corporate bond funds

Gałkiewicz, Dominika - 2014 - This version: September 2014

This study provides a comprehensive overview of the use of credit default swaps by U.S. corporate bond funds and analyzes in detail whether certain characteristics of managers, in addition to the fundamentals of a fund, determine how their use these credit derivatives. Results suggest that a...

Persistent link: https://www.econbiz.de/10010530828