Author:
Coudert Virginie,Gex Mathieu
Subject
General Economics, Econometrics and Finance,General Business, Management and Accounting
Reference49 articles.
1. Andritsky, J. R., Singh M., 2006. The pricing of credit default swaps during distress, IMF Working Paper 06-254.
2. Exploring for the determinants of credit risk in default swap transaction data: Is fixed-income markets' information sufficient to evaluate credit risk?;Aunon-Nerin;Research Paper,2002
3. Price discovery of credit spreads for Japanese mega-banks: Subordinated bond and CDS, Discussion Paper 2007-E-6;Baba,2007
4. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps;Blanco;Journal of Finance,2005
Cited by
14 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Disastrous Defaults;Review of Finance;2021-01-30
2. Disastrous Defaults;SSRN Electronic Journal;2019
3. WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE;REAd. Revista Eletrônica de Administração (Porto Alegre);2018-08
4. Inter-Market Basis Relations;Palgrave Studies in Risk and Insurance;2018
5. Single-Name CDSs;Palgrave Studies in Risk and Insurance;2018