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Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
65
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Withholding bad news in the face of credit default swap trading : evidence from stock price crash risk
Liu, Jinyu
;
Ng, Jeffrey
;
Tang, Dragon Yongjun
;
Zhong, Rui
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 557-595
Persistent link: https://www.econbiz.de/10014520113
Saved in:
2
Credit default swaps and lender incentives in bank debt renegotiations
Chakraborty, Indraneel
;
Chava, Sudheer
;
Ganduri, Rohan
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 1911-1942
Persistent link: https://www.econbiz.de/10014365145
Saved in:
3
Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1734-1767
Persistent link: https://www.econbiz.de/10014309627
Saved in:
4
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
5
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
Saved in:
6
Credit default swaps and firm value
Narayanan, Rajesh
;
Uzmanoglu, Cihan
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1227-1259
Persistent link: https://www.econbiz.de/10011930411
Saved in:
7
What drives the commonality between credit default swap spread changes?
Anderson, Mike
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 243-275
Persistent link: https://www.econbiz.de/10011667731
Saved in:
8
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
9
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
Saved in:
10
Related securities and equity market quality : the case of CDS
Boehmer, Ekkehart
;
Sudheer, Chava
;
Tookes, Heather E.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 509-541
Persistent link: https://www.econbiz.de/10011391412
Saved in:
11
Are credit default swaps a sideshow? : evidence that information flows from equity to CDS markets
Hilscher, Jens
;
Pollet, Joshua M.
;
Wilson, Mungo
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 543-567
Persistent link: https://www.econbiz.de/10011391417
Saved in:
12
The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane
;
Jacobs, Kris
;
Pan, Xuhui
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
Saved in:
13
How does the market value toxic assets?
Longstaff, Francis A.
;
Myers, Brett W.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10010487158
Saved in:
14
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
15
The determinants of credit default swap premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
Saved in:
16
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
17
Corporate hedging and speculative incentives : implications for swap market default risk
Mozumdar, Abon
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
2
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
Saved in:
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