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~subject:"Yield curve"
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Search: subject_exact:"Kreditausfall-Swap"
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Yield curve
Credit derivative
815
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815
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551
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550
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202
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202
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187
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1
The effect of economic and political uncertainty on sovereign CDS spreads
Pan, Wei-Fong
;
Wang, Xinjie
;
Xiao, Yaqing
;
Xu, Weike
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10014446419
Saved in:
2
Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure
Kölbel, Julian
;
Leippold, Markus
;
Rillaerts, Jordy
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 30-69
Persistent link: https://www.econbiz.de/10014526303
Saved in:
3
Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads
Balduzzi, Pierluigi
;
Savona, Roberto
;
Alessi, Lucia
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1728-1758
Persistent link: https://www.econbiz.de/10014444728
Saved in:
4
Nexus between credit default swap spreads and foreign exchange rates : evidence from BRICST, E7, MINT and Fragile Five countries
Kartal, Mustafa Tevfik
;
Depren, Serpil Kılıç
; …
- In:
Global business & economics review
29
(
2023
)
3
,
pp. 380-403
Persistent link: https://www.econbiz.de/10014388496
Saved in:
5
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
6
The impact of sovereign credit rating news on credit default swap spreads
Gürsoy, Övünç
;
Avcı, Emin
- In:
Journal of East-West business
29
(
2023
)
2
,
pp. 97-113
Persistent link: https://www.econbiz.de/10014289407
Saved in:
7
Environment, social and governance (ESG) performance and CDS spreads : the role of country sustainability
Lutfi Abdul Razak
;
Ibrahim, Mansor Haji
;
Ng, Adam
- In:
The journal of risk finance : JRF
24
(
2023
)
5
,
pp. 585-613
Persistent link: https://www.econbiz.de/10014430825
Saved in:
8
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
9
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
10
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
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