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CDS spreads and contagion amongst systemically important financial institutions : a spatial econometric approach

Eder, Armin; Keiler, Sebastian - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 291-309

Persistent link: https://www.econbiz.de/10011495510

An analysis of sectoral equity and CDS spreads

Narayan, Paresh Kumar - In: Journal of international financial markets, … 34 (2015), pp. 80-93

Persistent link: https://www.econbiz.de/10011474484

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

What do credit markets tell us about the speed of leverage adjustment?

Elkamhi, Redouane; Pungaliya, Raunaq S.; Vijh, Anand M. - In: Management science : journal of the Institute for … 60 (2014) 9, pp. 2269-2290

Persistent link: https://www.econbiz.de/10010461903

Financial news and CDS spreads

Narayan, Paresh Kumar; Bannigidadmath, Deepa - In: Journal of behavioral and experimental finance 29 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012814187

Do CDS spread determinants affect the probability of default? : a study on the EU banks

Ortolano, Alessandra; Angelini, Eliana - In: Bank i kredyt 51 (2020) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10012503314

Healthy ... distress ... default

Kakushadze, Zura - In: Journal of risk & control 6 (2019) 1, pp. 113-119

Persistent link: https://www.econbiz.de/10012237605

Bank-insurance risk spillovers : evidence from Europe

Dreassi, Alberto; Miani, Stefano; Paltrinieri, Andrea; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 1, pp. 72-96

Persistent link: https://www.econbiz.de/10012256016

Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea

I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322

The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan. Using the trivariate VAR BEKK GARCH (1,1) model, the study finds that there...

Persistent link: https://www.econbiz.de/10011572873

Comovements of stock markets between Turkey and global countries

Bayraktar, Sema; Chiang, Thomas C. - In: Finance a úvěr 67 (2017) 3, pp. 250-275

Persistent link: https://www.econbiz.de/10011720720