Search Results - subject:"Credit Default Swaps"

US Treasury market default risk and global interbank liquidity risk

Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78

Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater …

Persistent link: https://www.econbiz.de/10015334486

ESG ratings, ESG news sentiment and firm credit risk perception

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

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

Credit default swaps

Gündüz, Yalın; Ongena, Steven; Tümer-Alkan, Günseli; … - In: Journal of empirical finance 81 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015405339

Assessing the pandemic aviation crisis : speculative behavior, government bail outs, and accommodative monetary policy

Costa, Viviana; Oliveira, Maria Alberta; Santos, Carlos - In: Economies : open access journal 12 (2024) 10, pp. 1-24

learnt from the spreads of airlines' credit default swaps (CDSs). This would seem of the utmost importance, given the …

Persistent link: https://www.econbiz.de/10015197647

Cross-border sovereign risk transmission in BRICIT Nations : unveiling asymmetries and the role of country risk premiums

Kumar, Pawan; Singh, Vipul Kumar - In: Borsa Istanbul Review 24 (2024) 6, pp. 1263-1274

This research highlights the asymmetric interdependence structure among the sovereign risks of Brazil, Russia, India, China, Indonesia, and Türkiye (BRICIT) nations, challenging the traditional view that bilateral trade is the main channel for cross-border spillover effects. Despite their...

Persistent link: https://www.econbiz.de/10015152689