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Time-varying co-movement of sovereign credit default swaps markets : evidence from Asia-Pacific countries
Lee, Hyunchul; Kim, Hyunseok - In: Finance research letters 69 (2024) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10015191081
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Volatility feedback and dealership position : evidence from the CDS Index, Corporate Bonds, and Government Bonds
Chen, Steven Shu-Hsiu - In: Finance research letters 69 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015191097
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The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps
Delēs, Manthos D.; Mylonidis, Nikolaos - In: Finance research letters 8 (2011) 3, pp. 163-170
Persistent link: https://www.econbiz.de/10009348330
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Information risk and credit contagion
Huang, Alex; Cheng, Chiao-ming - In: Finance research letters 10 (2013) 3, pp. 116-123
Persistent link: https://www.econbiz.de/10010222898
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Applying a factor copula to value basket credit linked notes with issuer default risk
Wu, Po-cheng - In: Finance research letters 7 (2010) 3, pp. 178-183
Persistent link: https://www.econbiz.de/10009272755
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Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.; Cheng, Xiaolin; Chen, Ren-Raw - In: Finance research letters 4 (2007) 1, pp. 10-18
Persistent link: https://www.econbiz.de/10003442040
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Spatial analysis of sovereign risks : the case of emerging markets
Kışla, Gül Huyugüzel; Önder, A. Özlem - In: Finance research letters 26 (2018), pp. 47-55
Persistent link: https://www.econbiz.de/10012005439
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Credit default swaps and regulatory capital relief : evidence from European banks
Thornton, John; Di Tommaso, Caterina - In: Finance research letters 26 (2018), pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
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Debt market illiquidity and correlated default risk
Javadi, Siamak; Mollagholamali, Mohsen - In: Finance research letters 26 (2018), pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
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Credit risk and governance : evidence from credit default swap spreads
Akdoğu, Evrim; Alp, Aysun - In: Finance research letters 17 (2016), pp. 211-217
Persistent link: https://www.econbiz.de/10011596476