1. Liquidity Risk and Correlation Risk: a Clinical Study of the General Motors and Ford Downgrade of May 2005;Acharya,2007
2. An Empirical Study on the Decoupling Movements between Corporate Bond and CDS Spreads;Alexopoulou,2009
3. Sovereign CDS and bond pricing dynamics in emerging markets: does the cheapest-to-deliver option matter?;Ammer;Journal of International Financial Markets, Institutions and Money,2007
4. Counterparty credit risk and the credit default swap market;Arora;Journal of Financial Economics,2012
5. The Determinants of the CDS-bond Basis during the Financial Crisis of 2007–2009;Bai,2009