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Credit default swaps and corpo...
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61
Credit default swaps and bank regulatory capital
Shan, Chenyu
;
Tang, Dragon Yongjun
;
Yan, Hong
-
2017
Persistent link: https://www.econbiz.de/10012201603
Saved in:
62
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
63
Credit default swaps and regulatory capital relief : evidence from European banks
Thornton, John
;
Di Tommaso, Caterina
- In:
Finance research letters
26
(
2018
),
pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
Saved in:
64
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
-
2017
Persistent link: https://www.econbiz.de/10011752480
Saved in:
65
Valuation of systematic risk in the cross-section of credit default
swap
spreads
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011792305
Saved in:
66
Forecasting Asian Credit Default
Swap
Spreads : a comparison of multi-regime models
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 471-489)
.
2017
Persistent link: https://www.econbiz.de/10011801798
Saved in:
67
Is default risk priced equally fast in the credit default
swap
and the stock markets? : an empirical investigation
Tolikas, Konstantinos
;
Topaloglou, Nikolas
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 39-57
Persistent link: https://www.econbiz.de/10011896287
Saved in:
68
Detecting abnormal changes in credit default
swap
spreads using matching-portfolio models
Bertoni, Fabio
;
Lugo, Stefano
- In:
Journal of banking & finance
90
(
2018
),
pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
Saved in:
69
The economic consequences of Banks' derivatives use in good times and bad times
Cyree, Ken B.
;
Huang, Pinghsun
;
Lindley, James T.
- In:
Journal of financial services research : JFSR
41
(
2012
)
3
,
pp. 121-144
Persistent link: https://www.econbiz.de/10009631318
Saved in:
70
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
Saved in:
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