Is credit default swap spread a leading indicator of bank default risk? : evidence of Indian banks during the COVID-19 pandemic
Vikas Srivastava
| Year of publication: |
2023
|
|---|---|
| Authors: | Srivastava, Vikas |
| Published in: |
International journal of Indian culture and business management : IJICBM. - Genève : Inderscience Enterprises, ISSN 1753-0814, ZDB-ID 2439496-8. - Vol. 28.2023, 3, p. 384-400
|
| Subject: | credit default swaps | CDSs | default risk | credit risk | Indian banks | COVID-19 pandemic | structural models of default | equity premiums | CDS premiums | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Coronavirus | Risikoprämie | Risk premium | Indien | India | Bankrisiko | Bank risk | Insolvenz | Insolvency | Zinsstruktur | Yield curve | Derivat | Derivative | Basler Akkord | Basel Accord | Epidemie | Epidemic |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJICBM.2023.129711 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014318289