Narrow search
Showing 1 - 10 of 11
Cover Image
Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis
Mayordomo, Sergio; Rodriguez-Moreno, Maria; Peña … - In: International review of economics & finance : IREF 31 (2014), pp. 171-192
Persistent link: https://www.econbiz.de/10010490426
Cover Image
Debt collateralization and maximal leverage
Gong, Feixue; Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333092
Cover Image
The reaction of European credit default swap spreads to the US credit rating downgrade
Blau, Benjamin; Roseman, Brian S. - In: International review of economics & finance : IREF 34 (2014), pp. 131-141
Persistent link: https://www.econbiz.de/10010533161
Cover Image
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue; Phelan, Gregory - 2019 - This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Cover Image
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
Cover Image
Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - 2021 - This version: April 6, 2021
Persistent link: https://www.econbiz.de/10012603945
Cover Image
Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - 2020 - This version: January 9, 2020
Persistent link: https://www.econbiz.de/10012211898
Cover Image
The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
Cover Image
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio; Figuerola-Ferretti, Isabel - In: International review of economics & finance : IREF 89 (2024) 1, pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Cover Image
Informed trading in the CDS and OTM put option markets
Hu, May; Narayan, Paresh Kumar; Park, Jason; Verhoeven, … - In: International review of economics & finance : IREF 79 (2022), pp. 353-367
Persistent link: https://www.econbiz.de/10013343419