Works matching DE "CREDIT default swaps"

Results: 723

Optimal Bank Regulation and Fiscal Capacity.

Published in:

Review of Economic Studies, 2020, v. 87, n. 2, p. 1034, doi. 10.1093/restud/rdz012

By:

Stavrakeva, Vania

Publication type:

Article

A critical review of neoclassical modeling techniques in structured finance.

Published in:

Journal of Post Keynesian Economics, 2013, v. 35, n. 3, p. 319, doi. 10.2753/PKE0160-3477350301

By:

Fahey, Brian

Publication type:

Article

A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium.

Published in:

Open Economies Review, 2021, v. 32, n. 3, p. 507, doi. 10.1007/s11079-020-09605-3

By:

Afat, Dinçer;
Frömmel, Michael

Publication type:

Article

Oil Price Shocks and the Credit Default Swap Market.

Published in:

Open Economies Review, 2018, v. 29, n. 2, p. 283, doi. 10.1007/s11079-017-9454-z

By:

Dai, Wei;
Serletis, Apostolos

Publication type:

Article

Credit Derivative Evaluation and CVA Under the Benchmark Approach.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 305, doi. 10.1007/s10690-015-9204-4

By:

Baldeaux, Jan;
Platen, Eckhard

Publication type:

Article

Unilateral Counterparty Risk Valuation for CDS Under a Regime Switching Interacting Intensities Model.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 4, p. 391, doi. 10.1007/s10690-012-9155-y

By:

Dong, Yinghui;
Liang, Xue;
Wang, Guojing

Publication type:

Article

Traces of the Multifractal Nature of the Financial Crises in Turkey: Co-Movement of the Hölder Exponents and Large-Scale Forecast.

Published in:

Fluctuation & Noise Letters, 2020, v. 19, n. 3, p. N.PAG, doi. 10.1142/S0219477520500297

By:

Oygur, Tunc;
Unal, Gazanfer

Publication type:

Article

Author Index.

Published in:: Fluctuation & Noise Letters, 2019, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219477519990013
Publication type:: Article

Analytically Pricing Credit Default Swaps Under a Regime-Switching Model.

Published in:

Fluctuation & Noise Letters, 2019, v. 18, n. 3, p. N.PAG, doi. 10.1142/S0219477519500214

By:

Chen, Wenting;
He, Xin-Jiang;
Qiu, Xinzi

Publication type:

Article

How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model.

Published in:

Istanbul Journal of Economics / İstanbul Iktisat Dergisi, 2023, v. 73, n. 1, p. 513, doi. 10.26650/ISTJECON2022-1223833

By:

KARAGÖL, Veysel

Publication type:

Article

Dollarization and Risk Premium in a Risky Country: An Investigation on Turkiye.

Published in:

Istanbul Journal of Economics / İstanbul Iktisat Dergisi, 2022, v. 72, n. 2, p. 625, doi. 10.26650/ISTJECON2021-1191952

By:

EREN, Murat;
BAŞAR, Selim;
TOSUN, Bengü

Publication type:

Article

The Impact of Financial Drivers on Credit Default Swap (CDS) in Turkey: The Cointegration with Structural Breaks and FMOLS Approach.

Published in:

Istanbul Business Research, 2022, v. 51, n. 1, p. 25, doi. 10.26650/ibr.2022.51.895637

By:

Erdaş, Mehmet Levent

Publication type:

Article

A Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries.

Published in:

Istanbul Business Research, 2021, v. 50, n. 2, p. 275, doi. 10.26650/ibr.2021.50.808240

By:

Avşarlıgil, Nuri;
Turğut, Emre

Publication type:

Article

A CAPITAL MARKET, CORPORATE LAW APPROACH TO CREDITOR CONDUCT.

Published in:

Michigan Law Review, 2013, v. 112, n. 1, p. 59

By:

Roe, Mark J.;
Cenzi Venezze, Federico

Publication type:

Article

Seasons of Self-Delusion: Opium, Capitalism and the Financial Markets.

Published in:

2013

By:

Banaji, Jairus

Publication type:

Essay

FINANCIAL ENGINEERING MEETS LEGAL ALCHEMY: DECODING THE MYSTERY OF CREDIT DEFAULT SWAPS.

Published in:

Fordham Journal of Corporate & Financial Law, 2014, v. 19, n. 3, p. 425

By:

Juurikkala, Oskari

Publication type:

Article

The Security of Cryptography and the Wisdom of the Crowd.

Published in:

ISSA Journal, 2017, v. 15, n. 6, p. 7

By:

Martin, Luther

Publication type:

Article

THE DETERMINANTS OF INSIDER TRADING IN THE CREDIT DEFAULT SWAP MARKET-A NETWORK PERSPECTIVE.

Published in:

Journal of Developing Areas, 2023, v. 57, n. 1, p. 29, doi. 10.1353/jda.2023.0002

By:

Peng Liang;
Xingnan Xue;
Nan Hu;
Ling Liu

Publication type:

Article

Optimizing Price of Credit Default Swaps for Dynamic Project System of Public-Private Partnership.

Published in:

Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/7280974

By:

Wu, Ming;
Lv, Wenya;
Sun, Qiuji

Publication type:

Article

How Do Islamic Stock Markets React to Country-based and Global Financial Factors in BRIC and G7? Evidence from a Novel MMQR Approach.

Published in:

Turkish Journal of Islamic Economics, 2024, v. 11, n. 1, p. 143, doi. 10.26414/A4037

By:

SADAT, Irfana;
GÖRMÜŞ, Şakir;
GÜVEN, Murat

Publication type:

Article

Special Issue "Celebrated Econometricians: Peter Phillips".

Published in:

Econometrics (2225-1146), 2021, v. 9, n. 3, p. 29, doi. 10.3390/econometrics9030029

By:

Bandi, Federico;
Maynard, Alex;
Moon, Hyungsik Roger;
Perron, Benoit

Publication type:

Article

EUROPEAN FINANCIAL MARKETS CONNECTEDNESS AND MONETARY POLICY COMMUNICATION STRATEGY: SPILLOVER EFFECTS FOR CENTRAL AND EASTERN EUROPE.

Published in:

Journal of Public Administration, Finance & Law, 2024, n. 31, p. 82, doi. 10.47743/jopafl-2024-31-6

By:

Cecilia, CIOCÎRLAN;
Andreea, STANCEA;
Dimitrie-Daniel, PLĂCINTĂ

Publication type:

Article

From Editor’s Desk.

Published in:

Wealth: International Journal of Money, Banking & Finance, 2019, v. 8, n. 1, p. 2

By:

Sople, Vinod

Publication type:

Article

CREDIT SPREADS AND BANKRUPTCY INFORMATION FROM OPTIONS DATA.

Published in:

Annals of Financial Economics, 2014, v. 9, n. 2, p. -1, doi. 10.1142/S2010495214400089

By:

TZENG, CHI-FENG

Publication type:

Article

TÜRKİYE'DE KREDİ TEMERRÜT TAKASI PRİMLERİNDEKİ DEĞİŞİMİN İNCELENMESİ.

Published in:

Istanbul Commerce University Journal of Social Sciences / İstanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi, 2020, v. 19, n. 37, p. 449

By:

ERGENÇ, Serpil;
GÜNEREN GENÇ, Elif

Publication type:

Article

First Significant Digits and the Credit Derivative Market During the Financial Crisis.

Published in:

Contemporary Economics, 2013, v. 7, n. 2, p. 21, doi. 10.5709/ce.1897-9254.80

By:

Hofmarcher, Paul;
Hornik, Kurt

Publication type:

Article

Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?

Published in:

Annals of Operations Research, 2018, v. 266, n. 1/2, p. 441, doi. 10.1007/s10479-018-2788-0

By:

Koutmos, Dimitrios

Publication type:

Article

Portfolio diversification in the sovereign credit swap markets.

Published in:

Annals of Operations Research, 2018, v. 266, n. 1/2, p. 5, doi. 10.1007/s10479-017-2565-5

By:

Consiglio, Andrea;
Lotfi, Somayyeh;
Zenios, Stavros A.

Publication type:

Article

Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk.

Published in:

Annals of Operations Research, 2018, v. 266, n. 1/2, p. 71, doi. 10.1007/s10479-017-2438-y

By:

Gubareva, Mariya;
Borges, Maria Rosa

Publication type:

Article

Are financial ratios relevant for trading credit risk? Evidence from the CDS market.

Published in:

Annals of Operations Research, 2018, v. 266, n. 1/2, p. 395, doi. 10.1007/s10479-016-2373-3

By:

Chalamandaris, George;
Vlachogiannakis, Nikos E.

Publication type:

Article

Credit default swaps and systemic risk.

Published in:

Annals of Operations Research, 2016, v. 247, n. 2, p. 523, doi. 10.1007/s10479-015-1857-x

By:

Cont, Rama;
Minca, Andreea

Publication type:

Article

CDS volatility: the key signal of credit quality.

Published in:

Annals of Operations Research, 2013, v. 205, n. 1, p. 89, doi. 10.1007/s10479-012-1244-9

By:

Castellano, Rosella;
D'Ecclesia, Rita

Publication type:

Article

The Effects of Credit Default Swaps on Analyst Forecasting Properties.

Published in:

Journal of Accounting & Finance (2158-3625), 2023, v. 23, n. 5, p. 25, doi. 10.33423/jaf.v23i5.6559

By:

Ekici, Emrah;
Sottile, Pedro

Publication type:

Article

The impact of COVID‐19 on supply chain credit risk.

Published in:

Production & Operations Management, 2023, v. 32, n. 12, p. 4088, doi. 10.1111/poms.14079

By:

Ağca, Şenay;
Birge, John R.;
Wang, Zi'ang;
Wu, Jing

Publication type:

Article

Cross‐market information transmission along the supply chain network.

Published in:

Production & Operations Management, 2023, v. 32, n. 7, p. 2227, doi. 10.1111/poms.13970

By:

Fang, Ruirui;
Hu, Nan;
Liang, Peng;
Liu, Ling

Publication type:

Article

Impact of credit default swaps on firms' operational efficiency.

Published in:

Production & Operations Management, 2022, v. 31, n. 9, p. 3611, doi. 10.1111/poms.13788

By:

Qiu, Liangfei;
Liu, Ruiqi;
Jin, Yong;
Ding, Chao;
Fan, Yangyang;
Yeung, Andy C. L.

Publication type:

Article

CDS Primleri ile Yabancı Pay Senetleri Yatırımları Arasındaki İlişki: Türkiye Örneği.

Published in:

Gaziantep University Journal of Social Sciences, 2023, v. 22, n. 1, p. 258, doi. 10.21547/jss.1193743

By:

ŞENOL, Zekai;
GÜLCEMAL, Tuba;
KOÇ, Selahattin

Publication type:

Article

Kredi Temerrüt Takası Primlerinin Oynaklığında Uzun Hafıza ve Etkin Piyasa Hipotezi - Fraktal Piyasa Hipotezi Sınaması: Türkiye Örneği.

Published in:

Gaziantep University Journal of Social Sciences, 2021, v. 20, n. 3, p. 1375, doi. 10.21547/jss.901344

By:

ÇEVİK, Mustafa;
KARACA, Süleyman Serdar

Publication type:

Article

Interconnectivity between Sovereigns and the Banking Sector in the European Union.

Published in:

Economics, Management & Financial Markets, 2024, v. 19, n. 4, p. 9, doi. 10.22381/emfm19420241

By:

Ciocirlan, Cecilia;
Cretu, Andreea;
Cretulescu, Andreea

Publication type:

Article

Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis.

Published in:

Journal of Real Estate Finance & Economics, 2021, v. 62, n. 2, p. 165, doi. 10.1007/s11146-020-09747-8

By:

Pavlov, Andrey;
Schwartz, Eduardo;
Wachter, Susan

Publication type:

Article

EU regulatory developments.

Published in:

Law & Financial Markets Review, 2012, v. 6, n. 3, p. 241, doi. 10.5235/175214412800650581

By:

Chance, Clifford

Publication type:

Article

Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets.

Published in:

Review of Financial Studies, 2015, v. 28, n. 12, p. 3303, doi. 10.1093/rfs/hhv047

By:

Oehmke, Martin;
Zawadowski, Adam

Publication type:

Article

Modeling Credit Contagion via the Updating of Fragile Beliefs.

Published in:

Review of Financial Studies, 2015, v. 28, n. 7, p. 1960, doi. 10.1093/rfs/hhv018

By:

Benzoni, Luca;
Collin-Dufresne, Pierre;
Goldstein, Robert S.;
Helwege, Jean

Publication type:

Article

Does the Tail Wag the Dog?: The Effect of Credit Default Swaps on Credit Risk.

Published in:

Review of Financial Studies, 2014, v. 27, n. 10, p. 2927, doi. 10.1093/rfs/hhu038

By:

Subrahmanyam, Marti G.;
Tang, Dragon Yongjun;
Wang, Sarah Qian

Publication type:

Article

Bond Illiquidity and Excess Volatility.

Published in:

Review of Financial Studies, 2013, v. 26, n. 12, p. 3068, doi. 10.1093/rfs/hht037

By:

Bao, Jack;
Pan, Jun

Publication type:

Article

Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps.

Published in:

Review of Financial Studies, 2013, v. 26, n. 5, p. 1190, doi. 10.1093/rfs/hht007

By:

Saretto, Alessio;
Tookes, Heather E.

Publication type:

Article

Indirect Costs of Financial Distress in Durable Goods Industries: The Case of Auto Manufacturers.

Published in:

Review of Financial Studies, 2013, v. 26, n. 5, p. 1248, doi. 10.1093/rfs/hht006

By:

Hortaçsu, Ali;
Matvos, Gregor;
Syverson, Chad;
Venkataraman, Sriram

Publication type:

Article

CDS Auctions.

Published in:

Review of Financial Studies, 2013, v. 26, n. 3, p. 768, doi. 10.1093/rfs/hhs124

By:

Chernov, Mikhail;
Gorbenko, Alexander S.;
Makarov, Igor

Publication type:

Article

UNDERSTANDING VOLATILITY TRANSMISSION MECHANISM AMONG THE CDS MARKETS: EUROPE & NORTH AMERICA VERSUS BRAZIL & TURKEY.

Published in:

Brazilian Journal of Applied Economics / Economía Aplicada, 2013, v. 17, n. 1, p. 5, doi. 10.1590/S1413-80502013000100001

By:

TOKAT, HAKKI ARDA

Publication type:

Article

PRICING CDSS AND CDS OPTIONS UNDER A REGIME-SWITCHING CEV PROCESS WITH JUMP TO DEFAULT.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2016, v. 50, n. 1, p. 253

By:

Ruxing Xu;
Dan Wu;
Ronghua Yi

Publication type:

Article