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There are 7101 results for: content related to: The Co-movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis

  1. Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 171–197, Xiaoling Pu and Jianing Zhang

    Version of Record online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00325.x

  2. 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

  3. Market and Model Credit Default Swap Spreads: Mind the Gap!

    European Financial Management

    Volume 17, Issue 4, September 2011, Pages: 655–678, Mascia Bedendo, Lara Cathcart and Lina El-Jahel

    Version of Record online : 4 SEP 2009, DOI: 10.1111/j.1468-036X.2009.00516.x

  4. 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

  5. The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis

    Journal of Futures Markets

    Volume 33, Issue 6, June 2013, Pages: 518–554, Tong Suk Kim, Yuen Jung Park and Jaesun Noh

    Version of Record online : 22 FEB 2013, DOI: 10.1002/fut.21595

  6. The joint credit risk of UK global-systemically important banks

    Journal of Futures Markets

    Volume 37, Issue 10, October 2017, Pages: 964–988, Mario Cerrato, John Crosby, Minjoo Kim and Yang Zhao

    Version of Record online : 14 JUN 2017, DOI: 10.1002/fut.21855

  7. 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

  8. The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach

    European Financial Management

    Volume 21, Issue 3, June 2015, Pages: 556–589, Pedro Pires, João Pedro Pereira and Luís Filipe Martins

    Version of Record online : 25 AUG 2013, DOI: 10.1111/j.1468-036X.2013.12029.x

  9. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2345–2384, JUN PAN and KENNETH J. SINGLETON

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01399.x

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

    Accounting & Finance

    Volume 57, Issue S1, April 2017, Pages: 117–145, Roshanthi Dias

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

  11. The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil

    Review of International Economics

    Volume 21, Issue 3, August 2013, Pages: 492–505, Virginie Coudert and Mathieu Gex

    Version of Record online : 14 JUL 2013, DOI: 10.1111/roie.12050

  12. CDS Spreads and Contagion Amongst Systemically Important Financial Institutions – A Spatial Econometric Approach

    International Journal of Finance & Economics

    Volume 20, Issue 4, October 2015, Pages: 291–309, Armin Eder and Sebastian Keiler

    Version of Record online : 16 AUG 2015, DOI: 10.1002/ijfe.1516

  13. The sensitivity of the credit default swap market to financial analysts’ forecast revisions

    Accounting & Finance

    Pervaiz Alam, Xiaoling Pu and Barry Hettler

    Version of Record online : 4 OCT 2016, DOI: 10.1111/acfi.12235

  14. 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

  15. The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads


    Volume 50, Issue 1, March 2014, Pages: 56–75, Jue Wang, Jiri Svec and Maurice Peat

    Version of Record online : 10 MAR 2014, DOI: 10.1111/abac.12022

  16. Are All Credit Default Swap Databases Equal?

    European Financial Management

    Volume 20, Issue 4, September 2014, Pages: 677–713, Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz

    Version of Record online : 24 JUN 2013, DOI: 10.1111/j.1468-036X.2013.12023.x

  17. Market-based estimates of implicit government guarantees in European financial institutions

    European Financial Management

    Lei Zhao

    Version of Record online : 30 MAY 2017, DOI: 10.1111/eufm.12124

  18. Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1813–1856, JONGSUB LEE, ANDY NARANJO and STACE SIRMANS

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12412

  19. The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 491–516, Yuen Jung Park and Tong Suk Kim

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01080.x

  20. Macroeconomic Conditions and Credit Default Swap Spread Changes

    Journal of Futures Markets

    Volume 37, Issue 8, August 2017, Pages: 766–802, Tong Suk Kim, Jae Won Park and Yuen Jung Park

    Version of Record online : 2 MAR 2017, DOI: 10.1002/fut.21836