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Credit Default Swaps and Corporate Debt Structure

Chen, Yangyang - 2020

Credit default swaps (CDSs) are an effective tool to trade credit risk, and they can improve the corporate information environment. We find that firms use more public debt and less bank debt when CDSs reference their debt start trading. The results are robust to the endogeneity of CDS trading....

Persistent link: https://www.econbiz.de/10012852400

Credit default swaps and corporate debt structure

Chen, Yangyang; Saffar, Walid; Shan, Chenyu; Wang, … - In: The journal of corporate finance : contracting, … 83 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014513164

The inception of credit default swap trading and corporate cost structure

Fang, Shunlan; Pu, Xiaoling; Wang, Sarah Qian - In: Journal of management accounting research : JMAR 35 (2023) 1, pp. 115-143

Persistent link: https://www.econbiz.de/10014288951

The term structure of interest rates : alternative approaches and their implications for the valuation of contingent claims

Subrahmanyam, Marti G. - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 7-28

Persistent link: https://www.econbiz.de/10001334894

[Rezension von: Milne, Frank, Finance theory and asset pricing]

Subrahmanyam, Marti G. - In: Journal of economic literature 34 (1996) 4, pp. 1972-1974

Persistent link: https://www.econbiz.de/10001348656

The valuation of American barrier options using the decomposition technique

Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827

Persistent link: https://www.econbiz.de/10001508774

Credit risk and credit derivatives : special issue

Brenner, Menachem (contributor); … - 1998

Persistent link: https://www.econbiz.de/10001497906

An empirical examination of the convexity bias in the pricing of interest rate swaps

Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of financial economics 55 (2000) 2, pp. 239-279

Persistent link: https://www.econbiz.de/10001448506

The valuation of American-style swaptions in a two-factor spot-futures model

Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - 1999

Persistent link: https://www.econbiz.de/10001463939

The term structure of interest-rate futures prices

Stapleton, Richard C.; Subrahmanyam, Marti G. - 1999

Persistent link: https://www.econbiz.de/10001463940

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