Search Results - subject:"Wertpapier"

Is liquidity provision informative? : evidence from agricultural futures markets

Ma, Richie R.; Serra, Teresa - In: American journal of agricultural economics 107 (2025) 1, pp. 125-151

Persistent link: https://www.econbiz.de/10015166730

Credit risk transfer and systemic risk

Moliterni, Francesco - In: Systemic Risk and Complex Networks in Modern Financial …, (pp. 127-131). 2025

Persistent link: https://www.econbiz.de/10015101833

CDS and credit : the effect of the bangs on credit insurance, lending and hedging

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

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

Do changes in the implied volatility of stock options predict future changes in CDS spreads?

Hong, Changsoo; Park, Yuen Jung - In: Journal of derivatives and quantitative studies : … 33 (2025) 2, pp. 150-167

This study examines whether changes in the implied volatility of stock options have cross-sectional predictability for future changes in credit default swap (CDS) spreads in the Korean market. The major findings are as follows. First, in the CDS portfolio analysis, when buying a portfolio with...

Persistent link: https://www.econbiz.de/10015432424