Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence from Recent Distress Cases
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Cited by:
- Matthias Weber & John Duffy & Arthur Schram, 2019.
"Credit Default Swap Regulation in Experimental Bond Markets,"
Working Papers on Finance
1905, University of St. Gallen, School of Finance.
- Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Tinbergen Institute Discussion Papers 19-039/I, Tinbergen Institute.
- Mr. Sanjeev Gupta & Mr. Amine Mati & Mr. Emanuele Baldacci, 2008. "Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets," IMF Working Papers 2008/259, International Monetary Fund.
- Sturzenegger, Federico & Zettelmeyer, Jeromin, 2008.
"Haircuts: Estimating investor losses in sovereign debt restructurings, 1998-2005,"
Journal of International Money and Finance, Elsevier, vol. 27(5), pages 780-805, September.
- Federico Sturzenegger and Jeromin Zettelmeyer, 2006. "Haircuts: Estimating Investors Losses in Sovereign Debt Restructurings, 1998-2005," Business School Working Papers 2006-02, Universidad Torcuato Di Tella.
- Christoph Trebesch & Mr. Michael G. Papaioannou & Mr. Udaibir S Das, 2012. "Sovereign Debt Restructurings 1950-2010: Literature Survey, Data, and Stylized Facts," IMF Working Papers 2012/203, International Monetary Fund.
- Michael Adler & Jeong Song, 2010. "The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 31-58.
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Keywords
WP; CDS; CDS contract; bond; price; value;All these keywords.
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