Credit default swaps and corporate performance smoothing
Year of publication: |
2022
|
---|---|
Authors: | Wu, Wei-Shao ; Fok, Robert C. W. ; Chang, Yuanchen ; Chen, Chao-Jung |
Published in: |
The journal of corporate finance : contracting, governance and organization. - Amsterdam : Elsevier, ISSN 0929-1199, ZDB-ID 1189269-9. - Vol. 75.2022, p. 1-20
|
Subject: | Cash flow volatility | Corporate hedging | Credit default swaps | Earnings management | Income smoothing | Kreditderivat | Credit derivative | Hedging | Bilanzpolitik | Accounting policy | Volatilität | Volatility | Cash Flow | Cash flow | Derivat | Derivative | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Kreditversicherung | Credit insurance | Unternehmenserfolg | Firm performance | Swap |
-
Hedging stock sector risk with credit default swaps
Ratner, Mitchell, (2013)
-
Credit default swaps (CDSs) : an effective tool to manage credit risk of Indian banks
Tabassum, (2022)
-
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum, (2024)
- More ...
-
Hedging costs, liquidity, and inventory management : the evidence from option market makers
Wu, Wei-shao, (2014)
-
The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market
Wu, Wei-Shao, (2013)
-
The Cascade effect on lending conditions : evidence from the syndicated loan market
Wu, Wei-shao, (2013)
- More ...