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Credit risk
United Kingdom
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ECONIS (ZBW)
12
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1
Credit Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
2
A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng
;
Verousis, Thanos
;
Ap Gwilym, Owain
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 139-152
Persistent link: https://www.econbiz.de/10009726431
Saved in:
3
The impact of sovereign rating actions on bank ratings in emerging markets
Williams, Gwion
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10009705617
Saved in:
4
Heterogeneity of sovereign rating migrations in emerging countries
Al-Sakka, Rasha
;
Ap Gwilym, Owain
- In:
Emerging markets review
10
(
2009
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10003859877
Saved in:
5
European banks and their sovereigns : view from the credit rating agencies
Alsakka, Rasha
;
Ap Gwilym, Owain
;
Rasmouki, Fanou
-
2014
Persistent link: https://www.econbiz.de/10011542304
Saved in:
6
The credit signals that matter most for sovereign bond spreads with split rating
Huong Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
Journal of international money and finance
53
(
2015
),
pp. 174-191
Persistent link: https://www.econbiz.de/10011475978
Saved in:
7
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions
Abad, Pilar
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
Journal of international money and finance
85
(
2018
),
pp. 40-57
Persistent link: https://www.econbiz.de/10012000377
Saved in:
8
Does the disclosure of unsolicited sovereign rating status affect bank ratings?
Klusak, Patrycja
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
The British accounting review : the journal of the …
49
(
2017
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10011685258
Saved in:
9
The impact of regulatory reforms on European bank behaviour : a dynamic structural estimation
Jones, Laurence
;
Alsakka, Rasha
;
Ap Gwilym, Owain
; …
- In:
European economic review : EER
150
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013473452
Saved in:
10
The evolution and determinants of the non-performing loan burden in Italian banking
Pancotto, Livia
;
Ap Gwilym, Owain
;
Williams, Jonathan
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534545
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