Works matching DE "CREDIT default swaps"
Results: 697
Spillover effects of credit default swaps on corporate disclosure along the supply chain.
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- Review of Quantitative Finance & Accounting, 2025, v. 64, n. 3, p. 1309, doi. 10.1007/s11156-024-01332-x
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- Article
Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS.
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- Computational Economics, 2025, v. 65, n. 2, p. 691, doi. 10.1007/s10614-023-10508-x
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- Article
REGLAMENTO EUROPEO SOBRE LAS VENTAS A CORTO Y DETERMINADOS ASPECTOS DE LAS PERMUTAS DE COBERTURA POR IMPAGO.
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- Actualidad Jurídica (1578-956X), 2012, n. 32, p. 97
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- Article
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach.
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- Computational Economics, 2018, v. 51, n. 3, p. 379, doi. 10.1007/s10614-016-9608-x
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- Article
Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads.
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- Computational Economics, 2015, v. 46, n. 2, p. 243, doi. 10.1007/s10614-014-9457-4
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- Article
Traces of the Multifractal Nature of the Financial Crises in Turkey: Co-Movement of the Hölder Exponents and Large-Scale Forecast.
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- Fluctuation & Noise Letters, 2020, v. 19, n. 3, p. N.PAG, doi. 10.1142/S0219477520500297
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- Article
Author Index.
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- Fluctuation & Noise Letters, 2019, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219477519990013
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- Article
Analytically Pricing Credit Default Swaps Under a Regime-Switching Model.
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- Fluctuation & Noise Letters, 2019, v. 18, n. 3, p. N.PAG, doi. 10.1142/S0219477519500214
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- Article
A CAPITAL MARKET, CORPORATE LAW APPROACH TO CREDITOR CONDUCT.
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- Michigan Law Review, 2013, v. 112, n. 1, p. 59
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- Article
Fast and stable second-order credit sensitivities of credit valuation adjustment.
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- International Journal of Financial Engineering, 2024, v. 11, n. 3, p. 1, doi. 10.1142/S2424786324500129
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- Article
On Wasserstein distances, barycenters, and the cross-section methodology for proxy credit curves.
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- International Journal of Financial Engineering, 2023, v. 10, n. 2, p. 1, doi. 10.1142/S2424786322500372
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- Article
Estimating actual probability of default from structural models.
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- International Journal of Financial Engineering, 2022, v. 9, n. 1, p. 1, doi. 10.1142/S2424786321500456
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- Article
Executive Summaries.
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- Journal of Applied Corporate Finance, 2012, v. 24, n. 4, p. 4, doi. 10.1111/j.1745-6622.2012.00396.x
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- Article
CDS and the Resolution of Financial Distress.
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- Journal of Applied Corporate Finance, 2012, v. 24, n. 4, p. 129, doi. 10.1111/j.1745-6622.2012.00406.x
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- Article
An Empirical Investigation of Bubble in the Turkish Stock Market.
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- Uluslararasi Ekonomi ve Yenilik Dergisi, 2019, v. 5, n. 2, p. 247, doi. 10.20979/ueyd.582296
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- Article
The Security of Cryptography and the Wisdom of the Crowd.
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- ISSA Journal, 2017, v. 15, n. 6, p. 7
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- Article
THE EXPLANATORY FACTORS OF SOVEREIGN CREDIT DEFAULT SWAPS SPREADS: A QUANTILE REGRESSION APPROACH.
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- European Journal of Applied Economics, 2020, v. 17, n. 2, p. 119, doi. 10.5937/EJAE17-26097
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- Article
THE DETERMINANTS OF INSIDER TRADING IN THE CREDIT DEFAULT SWAP MARKET-A NETWORK PERSPECTIVE.
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- Journal of Developing Areas, 2023, v. 57, n. 1, p. 29, doi. 10.1353/jda.2023.0002
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- Article
Impact of COVID-19 on the Robustness of the Probability of Default Estimation Model.
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- Mathematics (2227-7390), 2021, v. 9, n. 23, p. 3087, doi. 10.3390/math9233087
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- Article
Goodness-of-Fit of Logistic Regression of the Default Rate on GDP Growth Rate and on CDX Indices.
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- Mathematics (2227-7390), 2021, v. 9, n. 16, p. 1930, doi. 10.3390/math9161930
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- Article
Sovereign Default Analysis through Extreme Events Identification.
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- Management Dynamics in the Knowledge Economy, 2015, v. 3, n. 2, p. 339
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- Article
ТЕОРЕТИЧЕН АНАЛИЗ НА ФИНАНСОВИЯ РИСК И ИНСТРУМЕНТИТЕ ЗА НЕГОВОТО УПРАВЛЕНИЕ
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- New Knowledge Journal of Science / Novo Znanie, 2020, v. 9, n. 2, p. 7
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- Article
The Relationship Between Credit Default Swap (Cds), Central Government External Debt Stock, and the Current Account Deficit in Türkiye.
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- Itobiad: Journal of the Human & Social Science Researches / İnsan ve Toplum Bilimleri Araştırmaları Dergisi, 2023, v. 12, n. 5, p. 2625, doi. 10.15869/itobiad.1307972
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- Article
Modeling Transmissions of Volatility Shocks: Application to CDS Spreads during the Euro Area Sovereign Crisis.
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- International Journal of Business, 2016, v. 21, n. 1, p. 1
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- Article
Assessment of the credit risk of Poland based on sovereign credit default swap spreads during the Covid-19 pandemic.
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- Economics & Law / Ekonomia i Prawo, 2021, v. 20, n. 3, p. 497, doi. 10.12775/EiP.2021.030
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- Article
Decomposition of Sovereign CDS Spread using the Concept of Factorization.
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- Dynamic Econometric Models, 2018, n. 18, p. 99, doi. 10.12775/DEM.2018.006
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- Article
KREDİ TEMERRÜT TAKASLARI, PETROL FİYATLARI VE DÖVİZ KURLARININ TÜRKİYE'NİN ENERJİ SEKTÖRÜNE ETKİSİ: BİST ELEKTRİK ENDEKSİ ÖRNEĞİ.
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- Journal of Management & Economics Research, 2022, v. 20, n. 3, p. 405, doi. 10.11611/yead.1168027
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- Article
SOVEREIGN CREDIT DEFAULT SWAP (CDS) SPREADS CHANGES IN VARIOUS ECONOMIC CONJUNCTURES: EVIDENCE FROM TURKEY BY MACHINE LEARNING ALGORITHMS.
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- Journal of Management & Economics Research, 2022, v. 20, n. 1, p. 354, doi. 10.11611/yead.1076897
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- Article
Indifference pricing of credit default swaps in a multi-period model.
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- Journal of Industrial & Management Optimization, 2023, v. 19, n. 11, p. 1, doi. 10.3934/jimo.2023041
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- Article
First Significant Digits and the Credit Derivative Market During the Financial Crisis.
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- Contemporary Economics, 2013, v. 7, n. 2, p. 21, doi. 10.5709/ce.1897-9254.80
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- Article
Does Bitcoin Hedge Industry Credit Risk? A Comparison with Gold.
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- Lahore Journal of Business, 2024, v. 11, n. 2, p. 115, doi. 10.35536/ljb.2024.v11.i2.a5
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- Article
Too Connected to Fail? Inferring Network Ties From Price Co-Movements.
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- Journal of Business & Economic Statistics, 2019, v. 37, n. 1, p. 67, doi. 10.1080/07350015.2016.1272459
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- Article
Conditional Euro Area Sovereign Default Risk.
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- Journal of Business & Economic Statistics, 2014, v. 32, n. 2, p. 271, doi. 10.1080/07350015.2013.873540
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- Article
The Use of Credit Default Swaps in the Insurance Industry: Evidence from U.S. Life and Property-Casualty Insurance Companies.
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- International Review of Accounting, Banking & Finance, 2012, v. 4, n. 1, p. 20
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- Article
TESTING SOVEREIGN CONTAGION VIA CHANGES OF CDS PRICE IN EUROPEAN DEBT CRISIS.
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- Society & Economy, 2016, v. 38, n. 1, p. 5, doi. 10.1556/204.2016.38.1.2
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- Article
EDITORIAL.
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- 2016
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- Conference Paper/Materials
The Impact of Macroeconomic Risk Factors, the Adoption of Financial Derivatives on Working Capital Management, and Firm Performance.
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- Sustainability (2071-1050), 2022, v. 14, n. 21, p. 14447, doi. 10.3390/su142114447
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- Article
Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads.
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- Sustainability (2071-1050), 2022, v. 14, n. 21, p. 14056, doi. 10.3390/su142114056
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- Article
Sovereign Credit Spread Spillovers in Asia.
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- Sustainability (2071-1050), 2020, v. 12, n. 4, p. 1472, doi. 10.3390/su12041472
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- Article
Do Corporate Social Responsibility Activities Reduce Credit Risk? Short and Long-Term Perspectives.
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- Sustainability (2071-1050), 2019, v. 11, n. 24, p. 6962, doi. 10.3390/su11246962
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- Article
The Effect of Systematic Default Risk on Credit Risk Premiums.
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- Sustainability (2071-1050), 2019, v. 11, n. 21, p. 6039, doi. 10.3390/su11216039
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- Article
The Interdependence of Debt and Innovation Sustainability: Evidence from the Onset of Credit Default Swaps.
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- Sustainability (2071-1050), 2019, v. 11, n. 10, p. 2946, doi. 10.3390/su11102946
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- Article
Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps.
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- Sustainability (2071-1050), 2018, v. 10, n. 8, p. 2730, doi. 10.3390/su10082730
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- Article
Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil.
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- Panoeconomicus, 2024, v. 71, n. 4, p. 571, doi. 10.2298/PAN210220007G
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- Article
Küresel Ekonomik Politik Belirsizliğin Türkiye CDS Primi ve BİST Bankacılık Endeksi Üzerindeki Volatilite Etkileşimi: DCC-GARCH Modeli Uygulaması.
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- Ataturk University Journal of Economics & Administrative Sciences, 2021, v. 35, n. 4, p. 1323, doi. 10.16951/atauniiibd.876769
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- Article
Re-visiting exchange rate volatility - risk perception relation. New evidence from Fourier tests.
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- Theoretical & Applied Economics, 2023, v. 30, n. 3, p. 323
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- Article
Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis.
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- Journal of Real Estate Finance & Economics, 2021, v. 62, n. 2, p. 165, doi. 10.1007/s11146-020-09747-8
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- Article
Credit Default Swaps on Municipal Bonds: A Double-edged Sword?
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- Yale Journal on Regulation, 2018, v. 35, n. 1, p. 301
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- Article
Dodd-Frank's Swap Clearing Requirements and Systemic Risk.
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- 2013
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- Essay
Trading Strategies in the Sovereign CDS Market.
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- Journal of Investing, 2013, v. 22, n. 4, p. 7, doi. 10.3905/joi.2013.22.4.007
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- Article