Multidimensional Scaling For Credit Default Swap (Cds): Evidence From Oecd Countries
Download full text from publisher
References listed on IDEAS
- Narayanan, Rajesh & Uzmanoglu, Cihan, 2018. "Credit Default Swaps and Firm Value," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1227-1259, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Emrah BALKAN & Umut UYAR, 2022. "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 106-121, April.
Most related itemsThese are the items that most often cite the same works as this one and are cited by the same works as this one.
- Song, Dandan & Luo, Pengfei & Yang, Jingjing, 2020. "Investment and capital structure decisions with strategic debt service under asymmetric information," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Hans Degryse & Yalin Gündüz & Kuchulain O'Flynn & Steven Ongena, 2020.
"Identifying Empty Creditors with a Shock and Micro-Data,"
Swiss Finance Institute Research Paper Series
20-15, Swiss Finance Institute.
- Degryse, Hans & Gündüz, Yalin & O'Flynn, Kuchulain & Ongena, Steven, 2021. "Identifying Empty Creditors with a Shock and Micro-Data," CEPR Discussion Papers 16773, C.E.P.R. Discussion Papers.
- Degryse, Hans & Gündüz, Yalin & O'Flynn, Kuchulain & Ongena, Steven, 2021. "Identifying empty creditors with a shock and micro-data," Discussion Papers 45/2021, Deutsche Bundesbank.
- Li, Jay Y. & Tang, Dragon Yongjun, 2022. "Product market competition with CDS," Journal of Corporate Finance, Elsevier, vol. 73(C).
- Silaghi, Florina & Martín-Oliver, Alfredo & Sewaid, Ahmed, 2022. "The CDS market reaction to loan renegotiation announcements," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Amin, Abu & Jain, Pawan & Upadhyay, Arun, 2022. "CDS, CEO compensation, and firm value," Finance Research Letters, Elsevier, vol. 46(PB).
- Bartram, Söhnke M & Conrad, Jennifer & Lee, Jongsub & Subrahmanyam, Marti G., 2021. "Credit default swaps around the world," CEPR Discussion Papers 15668, C.E.P.R. Discussion Papers.
- Zhang, Anqi & Liu, Lihua & Liu, Guangqiang, 2020. "High-speed rail, tourist mobility, and firm value," Economic Modelling, Elsevier, vol. 90(C), pages 108-116.
- Kiesel, Florian & Kolaric, Sascha & Norden, Lars & Schiereck, Dirk, 2021. "To change or not to change? The CDS market response of firms on credit watch," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Marquardt, Blair B. & Sanchez, Juan Manuel, 2022. "Blockholder board representation and debt contracting," Journal of Banking & Finance, Elsevier, vol. 142(C).
More about this item
KeywordsMultidimensional scaling; Credit default swap; OECD.;
All these keywords.
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
StatisticsAccess and download statistics
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:pts:journl:y:2018:i:3:p:3-8. 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: . General contact details of provider: https://edirc.repec.org/data/fepitro.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alina Hagiu The email address of this maintainer does not seem to be valid anymore. Please ask Alina Hagiu to update the entry or send us the correct address (email available below). General contact details of provider: https://edirc.repec.org/data/fepitro.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.