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The Anatomy of the CDS Market
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Cited by:
- Czech, Robert, 2021.
"Credit default swaps and corporate bond trading,"
Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Czech, Robert, 2019. "Credit default swaps and corporate bond trading," Bank of England working papers 810, Bank of England.
- Haddou, Samira, 2024. "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi, 2021.
"Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism,"
Annals of Operations Research, Springer, vol. 299(1), pages 617-657, April.
- Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi, 2018. "Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism," LEM Papers Series 2018/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi, 2021. "Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism," Post-Print hal-04103825, HAL.
- Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi, 2021. "Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism," SciencePo Working papers Main hal-04103825, HAL.
- Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2018.
"Corporate debt maturity profiles,"
Journal of Financial Economics, Elsevier, vol. 130(3), pages 484-502.
- Zechner, Josef & Choi, Jaewon & Hackbarth, Dirk, 2017. "Corporate Debt Maturity Profiles," CEPR Discussion Papers 12289, C.E.P.R. Discussion Papers.
- Zhao, Ran & Zhu, Lu, 2024. "Credit default swaps and corporate ESG performance," Journal of Banking & Finance, Elsevier, vol. 159(C).
- Babus, Ana & Parlatore, Cecilia, 2022.
"Strategic fragmented markets,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018.
"How does risk flow in the credit default swap market?,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
- D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
- Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
- J. Alsubaiei, Bader & Calice, Giovanni & Vivian, Andrew, 2021. "Sovereign CDS and mutual funds: Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Daures-Lescourret, Laurence & Fulop, Andras, 2022. "Standardization, transparency initiatives, and liquidity in the CDS market," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Zhang, Wenlong & Zhang, Gaiyan & Helwege, Jean, 2022. "Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps," Journal of Financial Stability, Elsevier, vol. 58(C).
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2020.
"The Long and Short of It: The Post-Crisis Corporate CDS Market,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 26(3), pages 1-49, June.
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports 879, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Costello, Anna & Shachar, Or, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," CEPR Discussion Papers 13535, C.E.P.R. Discussion Papers.
- Larcker, David F. & Watts, Edward M., 2020. "Where's the greenium?," Journal of Accounting and Economics, Elsevier, vol. 69(2).
- Palazzo, Berardino & Yamarthy, Ram, 2022.
"Credit risk and the transmission of interest rate shocks,"
Journal of Monetary Economics, Elsevier, vol. 130(C), pages 120-136.
- Berardino Palazzo & Ram Yamarthy, 2020. "Credit Risk and the Transmission of Interest Rate Shocks," Working Papers 20-05, Office of Financial Research, US Department of the Treasury.
- Xinjie Wang & Yangru Wu & Zhaodong (Ken) Zhong, 2020. "The Comovements Of Stock, Bond, And Cds Illiquidity Before, During, And After The Global Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(4), pages 965-998, December.
- Hu, Nan & Liang, Peng & Liu, Ling & Zhu, Lu, 2022. "The bullwhip effect and credit default swap market: A study based on firm-specific bullwhip effect measure," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Gregor Helmut Schoenemann, 2022. "The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 446-471, March.
- Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2017. "Credit default swaps, exacting creditors and corporate liquidity management," Journal of Financial Economics, Elsevier, vol. 124(2), pages 395-414.
- Aramonte, Sirio & Szerszeń, Paweł J., 2020. "Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets," Journal of Financial Markets, Elsevier, vol. 51(C).
- Manac, Radu-Dragomir & Banti, Chiara & Kellard, Neil, 2024. "How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
- Mark Paddrik & Stathis Tompaidis, 2024. "Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets," Working Papers 24-01, Office of Financial Research, US Department of the Treasury.
- Peng Liang & Nan Hu & Ling Liu & Ting Zhang, 2023. "Managerial tone and investors' hedging activities: Evidence from credit default swaps," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 3971-3998, December.
- Colonnello, Stefano & Curatola, Giuliano & Hoang, Ngoc Giang, 2017.
"Direct and indirect risk-taking incentives of inside debt,"
Journal of Corporate Finance, Elsevier, vol. 45(C), pages 428-466.
- Colonnello, Stefano & Curatola, Giuliano & Ngoc Giang Hoang, 2016. "Direct and indirect risk-taking incentives of inside debt," IWH Discussion Papers 20/2016, Halle Institute for Economic Research (IWH).
- Colonnello, Stefano & Curatola, Giuliano & Ngoc Giang Hoang, 2016. "Direct and indirect risk-taking incentives of inside debt," SAFE Working Paper Series 60, Leibniz Institute for Financial Research SAFE, revised 2016.
- Gündüz, Yalin, 2018. "Mitigating counterparty risk," Discussion Papers 35/2018, Deutsche Bundesbank.
- Rajesh Narayanan & Cihan Uzmanoglu, 2018. "Credit Insurance, Distress Resolution Costs, and Bond Spreads," Financial Management, Financial Management Association International, vol. 47(4), pages 931-951, December.
- Hwang Hee Lee & Frederick Dongchuhl Oh, 2022. "The role of credit default swaps in determining corporate payout policy," Financial Management, Financial Management Association International, vol. 51(2), pages 635-661, June.
- Buse, Rebekka & Schienle, Melanie, 2019.
"Measuring connectedness of euro area sovereign risk,"
International Journal of Forecasting, Elsevier, vol. 35(1), pages 25-44.
- Buse, Rebekka & Schienle, Melanie, 2019. "Measuring connectedness of euro area sovereign risk," Working Paper Series in Economics 123, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Tabassum & Mohammad Yameen, 2024. "Why do banks use credit default swaps (CDS)? A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 201-231, February.
- Wei Jiang & Jitao Ou & Zhongyan Zhu, 2021. "Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk," Journal of Finance, American Finance Association, vol. 76(2), pages 537-586, April.
- Alexander W. Butler & Xiang Gao & Cihan Uzmanoglu, 2021. "Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps," Management Science, INFORMS, vol. 67(5), pages 3150-3173, May.
- Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C., 2022.
"Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives,"
Journal of Financial Intermediation, Elsevier, vol. 50(C).
- Acharya, Viral V. & Gündüz, Yalin & Johnson, Tim, 2018. "Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives," Discussion Papers 26/2018, Deutsche Bundesbank.
- Acharya, Viral & , & Johnson, Timothy, 2021. "Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives," CEPR Discussion Papers 16628, C.E.P.R. Discussion Papers.
- Jaewon Choi & Or Shachar & Sean Seunghun Shin, 2019. "Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS–Bond Basis," Management Science, INFORMS, vol. 65(9), pages 4100-4122, September.
- Kiesel, Florian & Kolaric, Sascha & Norden, Lars & Schiereck, Dirk, 2021.
"To change or not to change? The CDS market response of firms on credit watch,"
Journal of Banking & Finance, Elsevier, vol. 125(C).
- Kiesel, F. & Kolaric, S. & Norden, L. & Schiereck, D., 2021. "To change or not to change? The CDS market response of firms on credit watch," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 125502, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Han-Hsing Lee, 2020. "Distress risk, product market competition, and corporate bond yield spreads," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1093-1135, October.
- András Danis, 2017.
"Do Empty Creditors Matter? Evidence from Distressed Exchange Offers,"
Management Science, INFORMS, vol. 63(5), pages 1285-1301, May.
- Andras Danis, 2013. "Do Empty Creditors Matter? Evidence from Distressed Exchange Offers," CERS-IE WORKING PAPERS 1334, Institute of Economics, Centre for Economic and Regional Studies.
- Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021. "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, vol. 139(2), pages 545-560.
- Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020. "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Weber, Matthias & Duffy, John & Schram, Arthur, 2024. "Regulation and the demand for credit default swaps in experimental bond markets," European Economic Review, Elsevier, vol. 165(C).
- Alena Audzeyeva & Xu Wang, 2023. "Fundamentals, real-time uncertainty and CDS index spreads," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 1-33, July.
- Karca D. Aral & Erasmo Giambona & Ye Wang, 2022. "Buyer’s Bankruptcy Risk, Sourcing Strategy, and Firm Value: Evidence from the Supplier Protection Act," Management Science, INFORMS, vol. 68(11), pages 7940-7957, November.
- Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2021. "Financial oligopolies and parallel exclusion in the credit default swap markets," Journal of Financial Markets, Elsevier, vol. 56(C).
- Chen, Yangyang & Saffar, Walid & Shan, Chenyu & Wang, Sarah Qian, 2023. "Credit default swaps and corporate debt structure," Journal of Corporate Finance, Elsevier, vol. 83(C).
- Fu, Xudong & Huang, Minjie & Tang, Tian, 2022. "Duration of executive compensation and maturity structure of corporate debt," Journal of Corporate Finance, Elsevier, vol. 73(C).
- Florian Kiesel, 2021. "It's the tone, stupid! Soft information in credit rating reports and financial markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 553-585, September.
- Lidija Lovreta & Joaquín López Pascual, 2020. "Structural breaks in the interaction between bank and sovereign default risk," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 531-559, December.
- Shan, Chenyu & Tang, Dragon Yongjun & Winton, Andrew, 2019. "Do banks still monitor when there is a market for credit protection?," Journal of Accounting and Economics, Elsevier, vol. 68(2).
- Narayanan, Rajesh & Uzmanoglu, Cihan, 2018. "How do firms respond to empty creditor holdout in distressed exchanges?," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 251-266.
- Anouk Levels & René de Sousa van Stralen & Sînziana Kroon Petrescu & Iman van Lelyveld, 2018. "CDS market structure and risk flows: the Dutch case," DNB Working Papers 592, Netherlands Central Bank, Research Department.
- Hu, Haoshen & Prokop, Jörg & Shi, Yukun & Trautwein, Hans-Michael, 2020. "The rating spillover from banks to sovereigns: An empirical investigation across the European Union," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
- Murray, Benjamin & Svec, Jiri & Wright, Danika, 2017. "Wealth transfer, signaling and leverage in M&A," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 203-212.
- Kita, Arben & Tortorice, Daniel L., 2021. "Same firm, two volatilities: How variance risk is priced in credit and equity markets," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022. "How sovereign is sovereign credit risk? Global prices, local quantities," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 92-111.
- Helwege, Jean & Wang, Liying, 2021. "Liquidity and price pressure in the corporate bond market: evidence from mega-bonds," Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Iman van Lelyveld & Sinziana Kroon, 2018. "Counterparty credit risk and the effectiveness of banking regulation," DNB Working Papers 599, Netherlands Central Bank, Research Department.