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ECONIS (ZBW)
818
RePEc
3
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1
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821
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1
Price discovery in the CDS market : evidence from corporate acquisitions
Ismailescu, Iuliana
;
Phillips, Blake
;
Xu, Xiaowei
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014490269
Saved in:
2
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:
3
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
4
Credit default swaps and corporate environmental impacts in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
Environmental Technology Innovation and ESG Investment …
,
(pp. 39-69)
.
2024
Persistent link: https://www.econbiz.de/10014501144
Saved in:
5
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
6
Credit default swaps and corporate ESG performance
Zhao, Ran
;
Zhu, Lu
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014452086
Saved in:
7
Spillover among sovereign credit risk and the role of climate uncertainty
Naifar, Nader
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490623
Saved in:
8
The impact of COVID-19 on sovereign contagion
Drakos, Anastasios
;
Moratis, Georgios
- In:
Journal of financial stability
70
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490462
Saved in:
9
Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh
;
Milidonis, Andreas
;
Zenios, Stauros Andrea
- In:
Journal of financial stability
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
Saved in:
10
Determinants of CDS in core and peripheral European countries : a comparative study during crisis and calm periods
Haddou, Samira
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492044
Saved in:
11
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
12
How does credit market innovation affect the fiscal policy of state governments?
Chen, Hsien-Yi
;
Chen, Sheng-syan
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 389-420
Persistent link: https://www.econbiz.de/10014503085
Saved in:
13
Dark knights : the rise in firm intervention by credit default swap investors
Danis, András
;
Gamba, Andrea
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
Saved in:
14
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
15
OTC intermediaries
Eisfeldt, Andrea L.
;
Herskovic, Bernard
;
Rajan, Sriram
; …
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 615-677
Persistent link: https://www.econbiz.de/10013547903
Saved in:
16
What do we know about the stock markets' reaction to regulatory announcements regarding financial institutions? : evidence from UK financial institutions
Kawas, Stephen
;
Dockery, Everton
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10013548966
Saved in:
17
The impact of sovereign defaults on lending countries
Guo, Si
;
Pei, Yun
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 345-374
Persistent link: https://www.econbiz.de/10013548981
Saved in:
18
Can credit default swaps exert an enduring monitoring influence on political integrity?
Chen, Hsien-Yi
;
Chen, Sheng-syan
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 445-469
Persistent link: https://www.econbiz.de/10013549087
Saved in:
19
Sustainability and sovereign credit risk
Anand, Arsh
;
Vanpée, Rosanne
;
Lončarski, Igor
- In:
International review of financial analysis
86
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014248645
Saved in:
20
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
21
Another look at contagion across United States and European financial markets : evidence from the credit default swaps markets
Tsionas, Efthymios G.
;
Apergēs, Nikolaos
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1137-1155
Persistent link: https://www.econbiz.de/10014253359
Saved in:
22
Determinants and hedging effectiveness of China's sovereign credit default swaps
Muvunza, Taurai
;
Jiang, Yong
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2074-2087
Persistent link: https://www.econbiz.de/10014253663
Saved in:
23
An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw
;
Hsieh, Pei-Lin
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 20-48
Persistent link: https://www.econbiz.de/10014231375
Saved in:
24
Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478141
Saved in:
25
Default risk transmission in the travel and leisure industry
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ferrer, Román
- In:
International journal of hospitality management
113
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014325608
Saved in:
26
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
27
The relative efficiency of investment grade credit and equity markets
Procasky, William J.
- In:
International Journal of Financial Markets and …
9
(
2023
)
1/2
,
pp. 43-58
Persistent link: https://www.econbiz.de/10014311699
Saved in:
28
Is credit default swap spread a leading indicator of bank default risk? : evidence of Indian banks during the COVID-19 pandemic
Srivastava, Vikas
- In:
International journal of Indian culture and business …
28
(
2023
)
3
,
pp. 384-400
Persistent link: https://www.econbiz.de/10014318289
Saved in:
29
How credit default swaps affect risk-shifting
Park, Dojoon
;
Lee, Jiyoon
;
Chanatip Kitwiwattanachai
- In:
Journal of economic development
48
(
2023
)
4
,
pp. 93-115
Persistent link: https://www.econbiz.de/10014487594
Saved in:
30
Price discovery in euro area sovereign credit markets : evidence from the GIIPS countries 10 years after the implementation of the ban on naked short selling of CDS
Häusler, Sascha
;
Ters, Kristyna
- In:
Finance in Crises : Financial Management Under Uncertainty
,
(pp. 125-140)
.
2023
Persistent link: https://www.econbiz.de/10014472364
Saved in:
31
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
32
Default risk and earnings expectations : the role of contract maturity in the credit default swap market
Hill, Mary S.
;
Taylor, Gary K.
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 4275-4298
Persistent link: https://www.econbiz.de/10014477089
Saved in:
33
Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014247017
Saved in:
34
COVID-19 pandemic and global corporate CDS spreads
Hasan, Iftekhar
;
Marra, Miriam
;
To, Thomas Y.
;
Wu, Eliza
; …
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248238
Saved in:
35
US macroeconomic surprises and the emerging-market sovereign CDS market
Chiu, Junmao
;
Tsai, Wei-Che
;
Yin, Chi
- In:
European financial management : the journal of the …
29
(
2023
)
2
,
pp. 549-587
Persistent link: https://www.econbiz.de/10014258852
Saved in:
36
European systemic credit risk transmission using Bayesian networks
Ballester, Laura
;
López, Jesúa
;
Pavia, José Manuel
- In:
Research in international business and finance
65
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
Saved in:
37
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:
38
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:
39
How does credit risk affect cost management strategies? : evidence on the initiation of credit default swap and sticky cost behavior
Dai, Jing
;
Hu, Nan
;
Huang, Ronggui
;
Yan, Yan
- In:
The journal of corporate finance : contracting, …
80
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014365117
Saved in:
40
Sovereign risk connectedness : the impact of ECB’s policy announcements in Central and Eastern Europe
Ciocirlan, C.
;
Nițoi, M.
- In:
Empirica : journal of european economics
50
(
2023
)
4
,
pp. 1025-1054
Persistent link: https://www.econbiz.de/10014420248
Saved in:
41
What drives credit spreads of oil companies? : evidence from the upstream, integrated and downstream industries
Ma, Yihong
;
Cottrell, Simon
;
Delpachitra, Sarath B.
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 277-300
Persistent link: https://www.econbiz.de/10014380764
Saved in:
42
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund
Pancotto, Livia
;
Ap Gwilym, Owain
;
Molyneux, Philip
- In:
Journal of financial stability
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014455508
Saved in:
43
The mitigation role of corporate sustainability : evidence from the CDS spread
Caiazza, Stefano
;
Galloppo, Giuseppe
;
La Rosa, Giovanni
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472019
Saved in:
44
Managerial tone and investors' hedging activities : evidence from credit default swaps
Liang, Peng
;
Hu, Nan
;
Liu, Ling
;
Zhang, Ting
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 3971-3998
Persistent link: https://www.econbiz.de/10014476935
Saved in:
45
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory
75
(
2023
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
Saved in:
46
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa
;
Prigent, Jean-Luc
;
Soumare, Ibrahima
- In:
Applied economics
55
(
2023
)
1
,
pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
Saved in:
47
Stress relief? : funding structures and resilience to the covid shock
Forbes, Kristin
;
Friedrich, Christian
;
Reinhardt, Dennis
-
2023
Persistent link: https://www.econbiz.de/10013503395
Saved in:
48
Corporate credit risk counter-cyclical interdependence : a systematic analysis of cross-border and cross-sector correlation dynamics
Yfanti, Stavroula
;
Karanasos, Menelaos
;
Zopounidis, …
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10013534569
Saved in:
49
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
50
Risk transfer in project finance loans for toll road using credit default swaps
Yang, Wei
;
Firouzi, Afshin
;
Li, Chun-Qing
- In:
Journal of financial management of property and construction
28
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014326370
Saved in:
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