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How does the use of credit default swaps affect firm risk and value? : evidence from US life and property/casualty insurance companies

Fung, Hung-gay; Wen, Min Ming; Zhang, Gaiyan - In: Financial management 41 (2012) 4, pp. 979-1007

Persistent link: https://www.econbiz.de/10009715434

Are the US stock market and credit default swap market related? : evidence from the CDX indices

Fung, Hung-gay; Sierra, Gregory E.; Yau, Jot; Zhang, Gaiyan - In: The journal of alternative investments 11 (2008/09) 1, pp. 43-61

Persistent link: https://www.econbiz.de/10003779256

Credit contagion from counterparty risk

Jorion, Philippe; Zhang, Gaiyan - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2053-2087

Persistent link: https://www.econbiz.de/10003899586

Institutional ownership and credit spreads : an information asymmetry perspective

Wang, Ashley W.; Zhang, Gaiyan - In: Journal of empirical finance 16 (2009) 4, pp. 597-612

Persistent link: https://www.econbiz.de/10003900270

Information efficiency of the US credit default swap market : evidence from earnings surprises

Zhang, Gaiyan; Zhang, Sanjian - In: Journal of financial stability 9 (2013) 4, pp. 720-730

Persistent link: https://www.econbiz.de/10010424067

Good and bad credit contagion : evidence from credit default swaps

Jorion, Philippe; Zhang, Gaiyan - In: Journal of financial economics 84 (2007) 3, pp. 860-883

Persistent link: https://www.econbiz.de/10003471593

Information effects of bond rating changes : the role of the rating prior to the announcement

Jorion, Philippe; Zhang, Gaiyan - In: The journal of fixed income 16 (2007) 4, pp. 45-59

Persistent link: https://www.econbiz.de/10003457021

CDS pricing and accounting disclosures : evidence from U.S. bank holding corporations around the recent financial crisis

Kanagaretnam, Kiridaran; Zhang, Gaiyan; Zhang, Sanjian - In: Journal of financial stability 22 (2016), pp. 33-44

Persistent link: https://www.econbiz.de/10011703775

Financial firm bankruptcy and contagion

Helwege, Jean; Zhang, Gaiyan - In: Review of finance : journal of the European Finance … 20 (2016) 4, pp. 1321-1362

Persistent link: https://www.econbiz.de/10011610620

CDS Pricing and Accounting Disclosures : Evidence from U.S. Bank Holding Corporations Around the Recent Financial Crisis

Kanagaretnam, Kiridaran (Giri) - 2016

We investigate what accounting information is important for explaining the credit risk for U.S. bank holding corporations (BHCs) during the recent crisis and find that several CAMELS variables are significantly associated with credit default swap (CDS) spreads. Consistent with industry...

Persistent link: https://www.econbiz.de/10013002951