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Political contributions and the price of credit risk : evidence from credit default swaps

Fang, Shunlan; Hanouna, Paul; Ovtchinnikov, Alexei V.; … - 2017

Firm political contributions are associated with lower credit default swap spreads for contributing firms. To address endogeneity, we employ novel instruments and use a set of exogenous events on campaign contribution restrictions: (a) the passage of the Bipartisan Campaign Reform Act (BCRA)...

Persistent link: https://www.econbiz.de/10011955864

Credit default swap and liquidity

Al-Qaisi, Khaldoun Maddallah; Al-Batayneh, Rafat Mohd Soudki - In: International journal of economics and financial issues … 7 (2017) 2, pp. 697-700

Persistent link: https://www.econbiz.de/10011809108

Risk contagion and bank stability : the role of credit risk and liquidity risk

Ding, Lei; Zhuang, Yaming; Wang, Hu - In: The journal of risk model validation 16 (2022) 4, pp. 113-130

Persistent link: https://www.econbiz.de/10014239855

Credit risk management : rationing vs credit derivatives and consequences for financial stability

Vanacore, Stefania - In: Advances in monetary policy and macroeconomics, (pp. 66-91). 2007

Persistent link: https://www.econbiz.de/10003474511

Understanding liquidity and credit risks in the financial crisis

Gefang, Deborah; Koop, Gary; Potter, Simon M. - In: Journal of empirical finance 18 (2011) 5, pp. 903-914

Persistent link: https://www.econbiz.de/10009492525

Multi-Agent Financial Network (MAFN) model of US Collateralized Debt Obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

Markose, Sheri M.; Oluwasegun, Bewaji; Giansante, Simone - 2012

Persistent link: https://www.econbiz.de/10009544686

Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk

Brigo, Damiano; Capponi, Agostino; Pallavicini, Andrea; … - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10009748723

Information risk and credit contagion

Huang, Alex; Cheng, Chiao-ming - In: Finance research letters 10 (2013) 3, pp. 116-123

Persistent link: https://www.econbiz.de/10010222898

Systemic risk measures : the simpler the better?

Rodríguez-Moreno, María; Peña Sánchez de Rivera, … - In: Journal of banking & finance 37 (2013) 6, pp. 1817-1831

Persistent link: https://www.econbiz.de/10009741912

Liquidation equilibrium with seniority and hidden CDO

Gouriéroux, Christian; Heam, J. C.; Monfort, Alain - In: Journal of banking & finance 37 (2013) 12, pp. 5261-5274

Persistent link: https://www.econbiz.de/10010343737