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The End: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

  • Published:2005 Issue:231 Volume:05 Page:1
  • ISSN:1018-5941
  • Container-title:IMF Working Papers
  • language:en
  • Short-container-title:

Author:

Chan-Lau Jorge A.,Gravelle Toni, ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference12 articles.

1. Measuring Default Contagion in Emerging Markets;Chan-Lau;Global Markets Monitor,2004

2. Macro Finance: the Bigger Picture;Gray;Risk,2002

3. The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Ratings Announcements;Hull;Journal of Banking and Finance,2004

4. An Option-Based Approach to Bank Vulnerabilities in Emerging Markets;Chan-Lau;IMF Working Paper 04/33,2004

5. Corporate Restructuring and Reform: Lessons from Korea;Mako,2002

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1. The Co-Movements of Credit Default Swap Spreads in China;Emerging Markets Finance and Trade;2022-11-28

2. Bank green lending and credit risk: an empirical analysis of China's Green Credit Policy;Business Strategy and the Environment;2022-01-18

3. Do country-level financial structures explain bank-level CDS spreads?;Journal of International Financial Markets, Institutions and Money;2017-05

4. CDS Spreads and Contagion Amongst Systemically Important Financial Institutions - A Spatial Econometric Approach;International Journal of Finance & Economics;2015-08-16

5. On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom;Journal of Financial and Quantitative Analysis;2014-12
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