Credit Default Swaps
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-319-93076-3
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Daniel Dimitrov & Sweder van Wijnbergen, 2022. "Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector," Tinbergen Institute Discussion Papers 22-034/VI, Tinbergen Institute.
- Dimitrov, Daniel & van Wijnbergen, Sweder, 2023.
"Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector,"
CEPR Discussion Papers
17992, C.E.P.R. Discussion Papers.
- Daniel Dimitrov & Sweder van Wijnbergen, 2023. "Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector," Working Papers 768, DNB.
- Emrah BALKAN & Umut UYAR, 2022. "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 106-121, April.
- Katz, Yuri A. & Biem, Alain, 2021. "Time-resolved topological data analysis of market instabilities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
Book Chapters
The following chapters of this book are listed in IDEAS- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Overview of CDS Products and Market Activity," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 3-13, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Single-Name CDSs," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 15-65, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Loan-Only CDSs," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 67-83, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Multi-Name and Index CDSs," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 85-97, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Asset-Backed CDSs," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 99-124, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "CDS Execution and Clearing Mechanisms," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 125-138, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Potential Benefits of CDSs," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 141-145, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Potential Costs of CDSs," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 147-154, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "The Informational Content of CDS Spreads," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 157-192, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Implications of CDS Listings for Reference Entities and Creditors," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 193-217, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Inter-Market Basis Relations," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 219-248, Palgrave Macmillan.
- Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle, 2018. "Interconnectedness and Systemic Risk," Palgrave Studies in Risk and Insurance, in: Credit Default Swaps, chapter 0, pages 249-270, Palgrave Macmillan.
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