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~isPartOf:"IMF working papers"
~isPartOf:"International review of financial analysis"
~subject:"Emerging economies"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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ECONIS (ZBW)
15
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1
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Huang, Wei-Qiang
;
Liu, Peipei
- In:
International review of financial analysis
90
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467568
Saved in:
2
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
5
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
6
Evaluating corporate credit risks in emerging markets
Dodd, Olga
;
Kalimipalli, Madhu
;
Chan, Wing Hong
- In:
International review of financial analysis
73
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803607
Saved in:
7
Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
8
Transmission of financial stress in Europe : the pivotal role of Italy and Spain, but not Greece
González Hermosillo, Brenda
;
Johnson, Christian
-
2014
Persistent link: https://www.econbiz.de/10010388660
Saved in:
9
Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
Saved in:
10
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Yang, Lu
;
Yang, Lei
;
Hamori, Shigeyuki
- In:
International review of financial analysis
59
(
2018
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
Saved in:
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