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Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers

Coudert, Virginie; Gex, Mathieu - In: Revue d'économie financière : revue trimestrielle de … 97 (2010), pp. 15-34

Persistent link: https://www.econbiz.de/10003958120

Credit default swap and bond markets : which leads the other?

Coudert, Virginie; Gex, Mathieu - In: Financial stability review : FSR 14 (2010), pp. 161-167

Persistent link: https://www.econbiz.de/10008647154

The interactions between the credit default swap and the bond markets in financial turmoil

Coudert, Virginie; Gex, Mathieu - In: Review of international economics 21 (2013) 3, pp. 492-505

Persistent link: https://www.econbiz.de/10010211846

Can risk aversion indicators anticipate financial crises?

Coudert, Virginie; Gex, Mathieu - In: Financial stability review : FSR 9 (2006), pp. 67-87

Persistent link: https://www.econbiz.de/10003418765

Does risk aversion drive financial crises? : Testing the predictive power of empirical indicators

Coudert, Virginie (contributor); Gex, Mathieu (contributor) - 2007

Persistent link: https://www.econbiz.de/10003407716

Does risk aversion drive financial crises? : testing the predictive power of empirical indicators

Coudert, Virginie; Gex, Mathieu - In: Journal of empirical finance 15 (2008) 2, pp. 167-184

Persistent link: https://www.econbiz.de/10003699118

The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil

Coudert, Virginie; Gex, Mathieu - Centre d'études prospectives et d'informations … - 2011

We analyse the links between credit default swap (CDS) and bond spreads and try to determine which one is the leading market in the price discovery process. To do that, we construct a sample of CDS premia and bonds spreads on a generic 5-year bond, for 17 financials and 18 sovereigns. First, we...

Persistent link: https://www.econbiz.de/10008861800

Exchange rate flexibility across financial crises

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - 2010

Persistent link: https://www.econbiz.de/10003996333

Exchange rate volatility across financial crises

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: Journal of banking & finance 35 (2011) 11, pp. 3010-3018

Persistent link: https://www.econbiz.de/10009374634

The effects of derivatives on underlying financial markets : equity options, commodity futures and credit default swaps

Arrata, William; Bernales, Alejandro; Coudert, Virginie - In: 50 years of money and finance : lessons and challenges …, (pp. 445-473). 2013

Persistent link: https://www.econbiz.de/10010212253