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ECONIS (ZBW)
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Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
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:
3
The collateral channel of monetary policy : evidence from China
Fang, Hanming
;
Wang, Yongqin
;
Wu, Xian
-
2020
Persistent link: https://www.econbiz.de/10012219684
Saved in:
4
Pandemic shocks and fiscal-monetary policies in the eurozone : COVID-19 dominance during January - June 2020
Jinjarak, Yothin
;
Ahmed, Rashad
;
Nair-Desai, Sameer
; …
-
2020
Persistent link: https://www.econbiz.de/10012255871
Saved in:
5
The Fed takes on corporate credit risk : an analysis of the efficacy of the SMCCF
Gilchrist, Simon
;
Wei, Bin
;
Yue, Vivian Z.
;
Zakrajšek, Egon
-
2020
Persistent link: https://www.econbiz.de/10012301674
Saved in:
6
Emerging markets sovereign spreads and country-specific fundamentals during COVID-19
Daehler, Timo
;
Aizenman, Joshua
;
Jinjarak, Yothin
-
2020
Persistent link: https://www.econbiz.de/10012306282
Saved in:
7
Money markets, collateral and monetary policy
De Fiore, Fiorella
;
Hoerova, Marie
;
Uhlig, Harald
-
2018
Persistent link: https://www.econbiz.de/10011980019
Saved in:
8
Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian
;
Sun, Xiaolei
;
Liu, Chang
;
Li, Jianping
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
Saved in:
9
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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10
The COVID-19 pandemic and sovereign bond risk
Andrieş, Alin Marius
;
Ongena, Steven
;
Sprincean, Nicu
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013187640
Saved in:
11
Credit default swaps, agency problems, and management incentives
Lee, Jongsub
;
Oh, Junho
;
Yermack, David L.
-
2017
Persistent link: https://www.econbiz.de/10011782646
Saved in:
12
CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
-
2017
Persistent link: https://www.econbiz.de/10011772178
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13
Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas
;
Souza, Ivan
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
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14
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
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15
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
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16
Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
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17
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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18
News sentiment, credit spreads, and information asymmetry
Yang, Shanxiang
;
Liu, Zhechen
;
Wang, Xinjie
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654976
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19
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
20
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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21
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
22
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
23
Re-examining risk premiums in the Fama-French model : the role of investor sentiment
Wu, Po-Chin
;
Liu, Shiao-Yen
;
Chen, Che-Ying
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 154-171
Persistent link: https://www.econbiz.de/10011672644
Saved in:
24
Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo
;
Serwa, Dobromił
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011672946
Saved in:
25
The fundamental determinants of credit default risk for European large complex financial institutions
Ötker-Robe, İnci
;
Podpiera, Jiří
-
2010
Persistent link: https://www.econbiz.de/10008666076
Saved in:
26
AIG in hindsight
McDonald, Robert L.
;
Paulson, Anna Louise
-
2015
Persistent link: https://www.econbiz.de/10010530690
Saved in:
27
Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
Beltratti, Andrea
;
Stulz, René M.
-
2015
Persistent link: https://www.econbiz.de/10011281228
Saved in:
28
Credit default swaps and the credit crisis
Stulz, René M.
-
2009
Persistent link: https://www.econbiz.de/10003890835
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29
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
-
2014
Persistent link: https://www.econbiz.de/10010440778
Saved in:
30
Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 104-113
Persistent link: https://www.econbiz.de/10010460893
Saved in:
31
The conditional dependence structure of insurance sector credit default swap indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
Saved in:
32
The liquidity premium of near-money assets
Nagel, Stefan
-
2014
Persistent link: https://www.econbiz.de/10010389730
Saved in:
33
Contagion in the European sovereign debt crisis
Glover, Brent
;
Richards-Shubik, Seth
-
2014
Persistent link: https://www.econbiz.de/10010430634
Saved in:
34
Central clearing and collateral demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
-
2014
Persistent link: https://www.econbiz.de/10010254338
Saved in:
35
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
36
The impact of the Federal Reserve's Large-Scale Asset Purchase Programs on corporate credit risk
Gilchrist, Simon
;
Zakrajšek, Egon
-
2013
Persistent link: https://www.econbiz.de/10009790265
Saved in:
37
Measuring sovereign contagion in Europe
Caporin, Massimiliano
;
Pelizzon, Loriana
;
Ravazzolo, …
-
2013
Persistent link: https://www.econbiz.de/10009714396
Saved in:
38
Determinants of bank credit default swap spreads : the role of the housing sector
Benbouzid, Nadia
;
Mallick, Sushanta Kumar
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 243-259
Persistent link: https://www.econbiz.de/10009739651
Saved in:
39
Fundamentals and sovereign risk of emerging markets
Aizenman, Joshua
;
Jinjarak, Yothin
;
Park, Donghyun
-
2013
Persistent link: https://www.econbiz.de/10009741483
Saved in:
40
Credit ratings and the pricing of sovereign debt during the euro crisis
Aizenman, Joshua
;
Binici, Mahir
;
Hutchison, Michael M.
-
2013
Persistent link: https://www.econbiz.de/10009766969
Saved in:
41
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
42
Information transmission between sovereign debt CDS and other financial factors : the case of Latin America
Wang, Alan T.
;
Yang, Sheng-Yung
;
Yang, Nien-tzu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 586-601
Persistent link: https://www.econbiz.de/10010370492
Saved in:
43
The market for OTC derivatives
Atkeson, Andrew
;
Eisfeldt, Andrea L.
;
Weill, Pierre-Olivier
-
2013
Persistent link: https://www.econbiz.de/10009733320
Saved in:
44
A new risk indicator and stress testing tool : a multifactor nth-to-default CDS basket
Avesani, Renzo G.
;
Garcia Pascual, Antonio
;
Li, Jing
-
2006
Persistent link: https://www.econbiz.de/10003329110
Saved in:
45
Overpricing in emerging market credit-default-swap contracts : some evidence from recent distress cases
Singh, Manmohan
;
Andritzky, Jochen
-
2005
Persistent link: https://www.econbiz.de/10003083243
Saved in:
46
When is there a strong transfer risk from the sovereigns to the corporates? : property rights gaps and CDS spreads
Bai, Jennie
;
Wei, Shang-jin
-
2012
Persistent link: https://www.econbiz.de/10009683403
Saved in:
47
Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10002022642
Saved in:
48
Financial CDS, stock market and interest rates : which drives which?
Hammoudeh, Shawkat
;
Sari, Ramazan
- In:
The North American journal of economics and finance : a …
22
(
2011
)
3
,
pp. 257-276
Persistent link: https://www.econbiz.de/10009427388
Saved in:
49
A pyrrhic victory? - bank bailouts and sovereign credit risk
Acharya, Viral V.
;
Drechsler, Itamar
;
Schnabl, Philipp
-
2011
Persistent link: https://www.econbiz.de/10009231413
Saved in:
50
Sovereign CDS and bond pricing dynamics in the euro-area
Palladini, Giorgia
;
Portes, Richard
-
2011
Persistent link: https://www.econbiz.de/10009492611
Saved in:
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