Search Results - subject:"Credit Default Swap"

The real effect of CDS trading : evidence from corporate employment

Lai, Shaojie; Liu, Shiang; Pu, Xiaoling; Zhang, Jianing - In: International review of finance : the official journal … 25 (2025) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10015334537

The term structure of credit default swap spreads and the cross section of options returns

Zhang, Hao; Shi, Yukun; Han, Dun; Liu, Pei; Xu, Yaofei - In: The journal of futures markets 45 (2025) 6, pp. 637-658

Persistent link: https://www.econbiz.de/10015464836

Sovereign risk in emerging and advanced economies : the divergent roles of policy credibility and growth

Erdem, Fatma Pınar; Ozkan, Gulcin - In: Economics letters 255 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015470908

Systemic credit risk premium : insights from credit derivatives markets

Byun, Kiwoong; Kim, Baeho; Oh, Dong Hwan - In: The journal of futures markets 45 (2025) 9, pp. 1448-1465

Persistent link: https://www.econbiz.de/10015464897

Analyzing the impact of carbon risk on firms' creditworthiness in the context of rising interest rates

Batoon, Aimee Jean; Rroji, Edit - In: Risks : open access journal 12 (2024) 1, pp. 1-21

default swap spreads for different maturities between 2020 and 2023. In particular, the recent European interest rate hikes … polluting and clean European firms, on firm creditworthiness using quantile regressions on the tail distribution of credit …

Persistent link: https://www.econbiz.de/10014481048

Exchange rates, credit default swaps and market volatility of emerging markets : panel CS-ARDL approach

Wang, Alan T.; Liang, Chin Chia - In: Borsa Istanbul Review 24 (2024) 1, pp. 176-186

exchange-rate movements from 2011 to 2022, on the one hand, and sovereign debt credit default swap (CDS) premiums and market …

Persistent link: https://www.econbiz.de/10014494773

Examining the nexus between oil shocks and sovereign credit risk : multidimensional insights from major oil exporters

Naifar, Nader - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015133583

The importance of green patents for CDS pricing : the role of environmental disclosures

Rahman, Sohanur - In: Energy economics 139 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015533132

ESG ratings, ESG news sentiment and firm credit risk perception

Wang, Fangfang; Silaghi, Florina; Ongena, Steven; … - 2025

Persistent link: https://www.econbiz.de/10015357880

Corporate actions : single collateral management rulebook for Europe : November 2025 update

European Central Bank; Advisory Group on Market … - 2025

The Eurosystem's Advisory Group on Market Infrastructures for Securities and Collateral (AMI-SeCo) has set the goal of harmonising the processing of corporate actions (CA), based on the ISO 20022 standard. In December 2017 the AMI-SeCo identified a series of harmonisation needs, which served as...

Persistent link: https://www.econbiz.de/10015429504