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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
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Accounting-based compensation and debt contracts
Li, Zhi; Wang, Lingling; Wruck, Karen H. - 2018 - CURRENT DRAFT: February 2, 2018
's credit rating improves and CDS spread declines after LTAP grants, suggesting that LTAPs help reduce firms' credit risk …
Persistent link: https://www.econbiz.de/10011963302
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Investor sentiment, flight-to-quality, and corporate bond comovement
Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 9-51). 2016
Persistent link: https://www.econbiz.de/10011733591
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Commonality in liquidity in the US corporate bond market
Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016
Persistent link: https://www.econbiz.de/10011733594
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CDS market structure and bond spreads
Bilan, Andrada; Gündüz, Yalın - 2022
Persistent link: https://www.econbiz.de/10013370702
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Rating migration and bond valuation : a historical interest rate and default probability term structures
Barnard, Brian - In: Expert journal of finance 6 (2018) 1, pp. 16-39
Persistent link: https://www.econbiz.de/10012053529
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Spread term structure and default correlation
Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
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Default risk characteristics of poll-based bond spreads : evidence from India
M, Jayadev; Jacob, Joshy - In: Journal of emerging market finance 9 (2010) 1, pp. 51-70
Persistent link: https://www.econbiz.de/10010216670
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Global Financial Crisis and Price Discovery between Credit Default Swaps Premia and Bond Yield Spreads
Klenina, Ekaterina - 2017
This paper examines the relationship between CDS and bond markets in the context of the financial crisis by employing …-lag relation is found between the markets, in which changes in CDS premia consistently forecast changes in bond spreads. Moreover …, it was found less bond market reaction for an increase on the insurance premium to investment grade bonds …
Persistent link: https://www.econbiz.de/10012949170