Credit derivatives: an overview
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan, 2013. "Determinants and price discovery of China sovereign credit default swaps," China Economic Review, Elsevier, vol. 24(C), pages 1-15.
- González, Luís Otero & Rodríguez Gil, Luís Ignacio & Martorell Cunill, Onofre & Merigó Lindahl, José M., 2016. "The effect of financial innovation on European banks' risk," Journal of Business Research, Elsevier, vol. 69(11), pages 4781-4786.
- Stan Cerulus, 2012. "Central clearing for credit default swaps: A legal analysis of the new central clearing regulations in Europe and the US," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 20(2), pages 212-244, May.
- M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011. "Determinants of Credit Default Swaps in International Markets," NFI Working Papers 2011-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
- Liebmann, Michael & Orlov, Alexei G. & Neumann, Dirk, 2016. "The tone of financial news and the perceptions of stock and CDS traders," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 159-175.
- Jue Wang & Jiri Svec & Maurice Peat, 2014. "The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads," Abacus, Accounting Foundation, University of Sydney, vol. 50(1), pages 56-75, March.
- Hollander, Hilke & Prokop, Jörg, 2015. "Stock price effects of asset securitization: The case of liquidity facility providers," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 147-160.
- Ferro, Gustavo & Castagnolo, Fermando, 2010.
"Seguros, crisis, regulación y disciplina del mercado
[Insurance, crisis, regulation and market discipline]," MPRA Paper 25593, University Library of Munich, Germany, revised 01 Oct 2010.
- Levitin, Adam & Wachter, Susan, 2012. "Explaining the Housing Bubble," MPRA Paper 41920, University Library of Munich, Germany.
- Dudek, Jérémy, 2013. "Illiquidité, contagion et risque systémique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13236 edited by Le Fol, Gaëlle.
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedaer:y:2007:i:q4:p:1-24:n:v.92no.4. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Meredith Rector). General contact details of provider: http://edirc.repec.org/data/frbatus.html .
We have no references for this item. You can help adding them by using this form .