Credit derivatives an structured creit: the nascant markets of Asia and the Pacific
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References listed on IDEAS
- Jacob Gyntelberg & Guonan Ma & Eli M Remolona, 2005. "Corporate bond markets in Asia," BIS Quarterly Review, Bank for International Settlements, December.
- Jeffery D Amato & Eli M Remolona, 2003. "The credit spread puzzle," BIS Quarterly Review, Bank for International Settlements, December.
- Franck Packer & Haibin Zhu, 2005. "Contractual terms and CDS pricing," BIS Quarterly Review, Bank for International Settlements, March.
- Mitchel Y. Abolafia (ed.), 2005. "Markets," Books, Edward Elgar Publishing, number 2788.
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Cited by:
- Madhusudan Mohanty & Philip Turner, 2010. "Banks and financial intermediation in emerging Asia: reforms and new risks," BIS Working Papers 313, Bank for International Settlements.
- Lien, Donald & Lee, Geul & Yang, Li & Zhang, Yuyin, 2018. "Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 187-201.
- Mizen, Paul & Tsoukas, Serafeim, 2012.
"The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises,"
Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3048-3059.
- Paul Mizen & Serafeim Tsoukas, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," Working Papers 2012_08, Business School - Economics, University of Glasgow.
- Paul Mizen & Frank Packer & Eli Remolona & Serafeim Tsoukas, 2012.
"Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets,"
Discussion Papers
12/15, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Paul Mizen & Frank Packer & Eli Remolona & Serafeim Tsoukas, 2012. "Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets," Working Papers 2012_16, Business School - Economics, University of Glasgow.
- Paul Mizen & Frank Packer & Eli M Remolona & Serafeim Tsoukas, 2012. "Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets," BIS Working Papers 401, Bank for International Settlements.
- Shim, Ilhyock & Zhu, Haibin, 2014.
"The impact of CDS trading on the bond market: Evidence from Asia,"
Journal of Banking & Finance, Elsevier, vol. 40(C), pages 460-475.
- Ilhyock Shim & Haibin Zhu, 2010. "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers 332, Bank for International Settlements.
- Mico Loretan & Philip Wooldridge, 2008. "The development of money markets in Asia," BIS Quarterly Review, Bank for International Settlements, September.
- repec:dau:papers:123456789/1224 is not listed on IDEAS
- Don H Kim & Mico Loretan & Eli M Remolona, 2010.
"Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 318-339,
Bank for International Settlements.
- Kim, Don H. & Loretan, Mico & Remolona, Eli M., 2010. "Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market," Journal of Asian Economics, Elsevier, vol. 21(3), pages 314-326, June.
- Ilhyock Shim, 2012. "Development of Asia-Pacific corporate bond and securitisation markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Weathering financial crises: bond markets in Asia and the Pacific, volume 63, pages 5-14, Bank for International Settlements.
- Mizenand, Paul & Tsoukasy, Serafeim, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," SIRE Discussion Papers 2012-42, Scottish Institute for Research in Economics (SIRE).
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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