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When do CDS spreads lead? : rating events, private entities, and firm-specific information flows

Lee, Jongsub; Naranjo, Andy; Velioglu, Guner - In: Journal of financial economics 130 (2018) 3, pp. 556-578

Persistent link: https://www.econbiz.de/10012051349

Information imprecision

Ball, Ryan T.; Cuny, Christine - In: The accounting review : a publication of the American … 96 (2021) 2, pp. 33-53

Persistent link: https://www.econbiz.de/10012508172

Accounting-based compensation and debt contracts

Li, Zhi; Wang, Lingling; Wruck, Karen H. - 2018 - CURRENT DRAFT: February 2, 2018

-term accounting-based compensation plans (LTAPs) to CEOs, firms pay lower spreads and have fewer restrictive covenants in new bank …

Persistent link: https://www.econbiz.de/10011963302

What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland

Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - In: International journal of economics and business research 7 (2014) 1, pp. 104-120

Persistent link: https://www.econbiz.de/10010351548

Sovereign CDS spread determinants and spill-over effects during financial crisis : a panel VAR approach

Galariotis, Emilios C.; Makrichoriti, Panagiota; … - In: Journal of financial stability 26 (2016), pp. 62-77

Persistent link: https://www.econbiz.de/10011705278

The spillover effect between credit ratings : COVID-19 crisis perspective

Chodnicka-Jaworska, Patrycja; Obeid, Hassan; Jaworski, Piotr - 2024

Persistent link: https://www.econbiz.de/10014507879

Risk retention in the European securitization market : skimmed by the skin-in-the-game methods?

Breemen, Vivian van; Schwarz, Claudia; Vink, Dennis - 2023

We empirically investigated the impact of regulatory risk retention methods on credit ratings and pricing at issuance using a sample of European securitization tranches issued in the period 2011-2021. European regulation is based on the assumption that all risk retention methods homogenously...

Persistent link: https://www.econbiz.de/10014362634

To change or not to change? The CDS market response of firms on credit watch

Kiesel, Florian; Kolaric, Sascha; Norden, Lars; … - In: Journal of banking & finance 125 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012819590

The information content of ratings : an analysis of Australian credit default swap spreads

Wang, Jue; Svec, Jiri; Peat, Maurice - In: Abacus : a journal of accounting, finance and business … 50 (2014) 1, pp. 56-75

Persistent link: https://www.econbiz.de/10010351521

CDOs and the financial crisis : credit ratings and fair premia

Wojtowicz, Marcin - In: Journal of banking & finance 39 (2014), pp. 1-13

Persistent link: https://www.econbiz.de/10010340776