Similar Search Results - EconBiz

The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe

Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57

Persistent link: https://www.econbiz.de/10011403191

Greek sovereign credit market dynamics : credit default swap and bond spreads' linkages

Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 268-280

Persistent link: https://www.econbiz.de/10009722093

Sovereign credit risk and stock markets : does the markets’ dependency increase with financial Distress?

Silva, Paulo Pereira da - In: International Journal of Financial Studies : open … 2 (2014) 1, pp. 145-167

This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of sovereign debt. The analysis of...

Persistent link: https://www.econbiz.de/10010373349

Investors’ valuation for asset liquidity and the corporate-treasury yield spread

Niestroj, Benjamin - In: International journal of economics and finance 6 (2014) 10, pp. 1-16

Persistent link: https://www.econbiz.de/10010421663

The time varying properties of credit and liquidity components of CDS spreads

Coro, Filippo; Dufour, Alfonso; Varotto, Simone - 2012

Persistent link: https://www.econbiz.de/10009520563

Price discovery in the markets for credit risk : a Markov switching approach

Dimpfl, Thomas; Peter, Franziska Julia - 2015

We examine price discovery in the Credit Default Swap and corporate bond market. By using a Markov switching framework …

Persistent link: https://www.econbiz.de/10011296774

Credit risk in a pandemic

Byström, Hans N. E. - 2021

Persistent link: https://www.econbiz.de/10012698553

Business cycle and credit risk modeling with jump risks

Jang, Bong-Gyu; Rhee, Yuna; Yoon, Ji Hee - In: Journal of empirical finance 39 (2016), pp. 15-36

Persistent link: https://www.econbiz.de/10011663259

Impact of sovereign credit risk on the Lithuanian interest rate on loans

Kregždė, Arvydas; Murauskas, Gediminas - In: Mokslo darbai / Ekonomika 94 (2015) 2, pp. 113-128

Persistent link: https://www.econbiz.de/10011625192

The relevance of market variables in the CDS spread volatility : an empirical post-crisis analysis

Di Febo, Elisa; Angelini, Eliana - In: Global business review 19 (2018) 6, pp. 1462-1477

Persistent link: https://www.econbiz.de/10011982810

A service of the