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There are 220949 results for: content related to: The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads

  1. The market for credit default swaps: new insights into investors' use of accounting information?

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 847–883, Paul A. Griffin

    Version of Record online : 23 SEP 2014, DOI: 10.1111/acfi.12092

  2. Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 151–178, Shawkat Hammoudeh, Ramaprasad Bhar and Tengdong Liu

    Version of Record online : 19 MAR 2013, DOI: 10.1111/j.1540-6288.2012.00350.x

  3. The role of managerial risk-taking in the ‘rise and fall’ of the CDS market

    Accounting & Finance

    Roshanthi Dias

    Version of Record online : 6 JUL 2015, DOI: 10.1111/acfi.12155

  4. Interest Rate Derivatives Products and Recent Market Activity in the New Regulatory Framework

    Handbook of Fixed-Income Securities

    Pietro Veronesi, Pages: 327–388, 2016

    Published Online : 1 APR 2016, DOI: 10.1002/9781118709207.ch16

  5. You have free access to this content
    Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2213–2253, FRANCIS A. LONGSTAFF, SANJAY MITHAL and ERIC NEIS

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00797.x


    Journal of Economic Surveys

    Volume 30, Issue 4, September 2016, Pages: 712–735, Roshanthi Dias

    Version of Record online : 19 MAR 2015, DOI: 10.1111/joes.12105

  7. Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times

    European Financial Management

    Volume 21, Issue 3, June 2015, Pages: 430–461, Santiago Forte and Lidija Lovreta

    Version of Record online : 13 JUN 2013, DOI: 10.1111/j.1468-036X.2013.12020.x

  8. A Decomposition of Korean Sovereign Bond Yields: Joint Estimation Using Sovereign CDS and Bond Data

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 918–947, Jungmu Kim and Changjun Lee

    Version of Record online : 8 JAN 2015, DOI: 10.1111/ajfs.12077

  9. The components of interest rate swap spreads: Theory and international evidence

    Journal of Futures Markets

    Volume 23, Issue 4, April 2003, Pages: 347–387, Frank Fehle

    Version of Record online : 24 FEB 2003, DOI: 10.1002/fut.10065

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    Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes

    Damiano Brigo, Massimo Morini, Andrea Pallavicini, Pages: 415–421, 2013

    Published Online : 28 AUG 2013, DOI: 10.1002/9781118818589.biblio

  11. The Role of a Changing Market Environment for Credit Default Swap Pricing

    International Journal of Finance & Economics

    Volume 21, Issue 3, July 2016, Pages: 209–223, Julian S. Leppin and Stefan Reitz

    Version of Record online : 14 JAN 2016, DOI: 10.1002/ijfe.1543

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    Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets, Second Edition

    Jon Gregory, Pages: 435–441, 2013

    Published Online : 15 APR 2013, DOI: 10.1002/9781118673638.refs

  13. You have free access to this content

    The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital, Third Edition

    Jon Gregory, Pages: 447–455, 2015

    Published Online : 30 OCT 2015, DOI: 10.1002/9781119109440.refs

  14. Option-Adjusted Delta Credit Spreads: a Cross-Country Analysis

    European Financial Management

    Volume 18, Issue 2, March 2012, Pages: 183–217, Leonardo Becchetti, Andrea Carpentieri and Iftekhar Hasan

    Version of Record online : 28 JAN 2010, DOI: 10.1111/j.1468-036X.2009.00527.x

  15. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2255–2281, ROBERTO BLANCO, SIMON BRENNAN and IAN W. MARSH

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00798.x

  16. Credit Calibration with Structural Models and Equity Return Swap Valuation under Counterparty Risk

    Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

    Damiano Brigo, Massimo Morini, Marco Tarenghi, Pages: 457–484, 2012

    Published Online : 7 SEP 2012, DOI: 10.1002/9781118531839.ch14

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    Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model

    Journal of Futures Markets

    Volume 28, Issue 1, January 2008, Pages: 82–107, Ying Huang, Carl R. Chen and Maximo Camacho

    Version of Record online : 15 NOV 2007, DOI: 10.1002/fut.20281

  18. The Direct Relevance of Accounting Information for Credit Default Swap Pricing

    Journal of Business Finance & Accounting

    Volume 38, Issue 9-10, November/December 2011, Pages: 1096–1122, George Batta

    Version of Record online : 13 DEC 2011, DOI: 10.1111/j.1468-5957.2011.02264.x

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    Credit Risk Measurement in and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, Third Edition

    Anthony Saunders, Linda Allen, Pages: 341–364, 2011

    Published Online : 6 DEC 2011, DOI: 10.1002/9781118267981.biblio

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    Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators

    Massimo Morini, Pages: 409–415, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467312.biblio