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Measuring too-big-to-fail funding advantages from small banks’ CDS spreads

Bijlsma, Michiel J.; Lukkezen, Jasper; Marinova, Kristina - 2014

Persistent link: https://www.econbiz.de/10010388620

Credit default swaps : has the GFC influenced perceptions of their utility for banks?

Dias, Roshanthi - In: Journal of economic surveys 30 (2016) 4, pp. 712-735

Persistent link: https://www.econbiz.de/10011553564

Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?

Völz, Manja; Wedow, Michael - In: Journal of empirical finance 18 (2011) 2, pp. 195-210

Persistent link: https://www.econbiz.de/10009301132

The determinants of bank CDS spreads : evidence from the financial crisis

Chiaramonte, Laura; Casu, Barbara - In: The European journal of finance 19 (2013) 9/10, pp. 861-887

Persistent link: https://www.econbiz.de/10010245653

"Too interconnected to fail" financial network of US CDS market : topological fragility and systemic risk

Markose, Sheri M.; Giansante, Simone; Shaghaghi, Ali Rais - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 627-646

Persistent link: https://www.econbiz.de/10009697980

Unveiling sovereign effects in European banks CDS spreads variations

Peters, Marc; Pirotte, Hugues E. - 2014

Persistent link: https://www.econbiz.de/10010419101

Sovereign and bank CDS spreads : two sides of the same coin?

Cotter, John; Avino, Davide - 2014

Persistent link: https://www.econbiz.de/10010343569

Why do investors buy sovereign default insurance?

Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - 2016

We provide a comprehensive analysis of the determinants of trading in the sovereign credit default swaps (CDS) market, using weekly data for single-name sovereign CDS from October 2008 to September 2015. We describe the anatomy of the sovereign CDS market, derive a law of motion for gross...

Persistent link: https://www.econbiz.de/10011541398

Disentangling the bond-CDS nexus : a stress test model of the CDS market

Vuillemey, Guillaume; Peltonen, Tuomo - In: Economic modelling 49 (2015), pp. 32-45

Persistent link: https://www.econbiz.de/10011439475

Sovereign and bank CDS spreads : two sides of the same coin?

Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85

Persistent link: https://www.econbiz.de/10011299805