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Risk Aversion and Risk Premia in the CDS Market

Amato, Jeffery D. - 2013

Credit default swap (CDS) spreads compensate investors for expected loss, but they also contain risk premia because of investors' aversion to default risk. We estimate CDS risk premia and default risk aversion to have been highly volatile during 2002-2005. Both measures appear to be related to...

Persistent link: https://www.econbiz.de/10013094480

[Rezension von: Allen, Franklin, ..., Financial innovation and risk sharing]

Shin, Hyun Song - In: The economic journal : the journal of the Royal … 105 (1995) 433, pp. 1681-1683

Persistent link: https://www.econbiz.de/10001347504

Coordination risk and the price of debt

Morris, Stephen; Shin, Hyun Song - 1999

Persistent link: https://www.econbiz.de/10001427717

Risk dominance and stochastic potential

Morris, Stephen; Rob, Rafael; Shin, Hyun Song - 1993 - Rev

Persistent link: https://www.econbiz.de/10000867878

International environmental agreements under uncertainty

Na, Seong-lin - In: Oxford economic papers 50 (1998) 2, pp. 173-185

Persistent link: https://www.econbiz.de/10001238860

p-dominance and belief potential

Morris, Stephen - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 1, pp. 145-157

Persistent link: https://www.econbiz.de/10001179053

Foreshadowing LTCM : the crisis of 1763

Schnabel, Isabel; Shin, Hyun Song - 2002

Persistent link: https://www.econbiz.de/10001814106

Is common knowledge possible in games with knightian uncertainty?

Mukerji, Sujoy; Shin, Hyun Song - 1996

Persistent link: https://www.econbiz.de/10000613322

Liquidity risk and contagion

Cifuentes, Rodrigo; Ferrucci, Gianluigi; Shin, Hyun Song - In: Journal of the European Economic Association 3 (2005) 2/3, pp. 556-566

Persistent link: https://www.econbiz.de/10003017736

Liquidity risk and contagion

Cifuentes, Rodrigo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003045019

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