Citations for "Credit Default Swaps and the Credit Crisis"
by Stulz, Rene M.
- repec:dgr:uvatin:20120142 is not listed on IDEAS
- Yeon-Koo Che & Rajiv Sethi, 2014. "Credit Market Speculation and the Cost of Capital," American Economic Journal: Microeconomics, American Economic Association, vol. 6(4), pages 1-34, November.
- Silva Buston, C.F., 2013. "Essays on risk management and systematic risk," Other publications TiSEM 8db7ec6b-6227-4db4-89d0-1, Tilburg University, School of Economics and Management.
- Arnold, Marc, 2013. "This article analyzes the impact of the introduction of centrally cleared credit risk transfer on a loan originating bank's lending discipline in the primary loan market. Under Basel III, a bank can t," Working Papers on Finance 1321, University of St. Gallen, School of Finance, revised Dec 2014.
- Jennie Bai & Shang-Jin Wei, 2012.
"When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads,"
579, Federal Reserve Bank of New York.
- Bai, Jennie & Wei, Shang-Jin, 2012. "When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads," CEPR Discussion Papers 9252, C.E.P.R. Discussion Papers.
- Jennie Bai & Shang-Jin Wei, 2012. "When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads," NBER Working Papers 18600, National Bureau of Economic Research, Inc.
- Dominika Paula GaÅ‚kiewicz, 2014. "Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds â€“ What Can Regulators Learn from Each Other?," SFB 649 Discussion Papers SFB649DP2014-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Colonnello, Stefano & Curatola, Giuliano & Ngoc Giang Hoang, 2014. "Executive compensation structure and credit spreads," SAFE Working Paper Series 60, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Bosma, Jakob & Koetter, Michael & Wedow, Michael, 2012. "Credit risk connectivity in the financial industry and stabilization effects of government bailouts," Discussion Papers 16/2012, Deutsche Bundesbank, Research Centre.
- Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
- Andreas Joseph & Irena Vodenska & Eugene Stanley & Guanrong Chen, 2014. "Netconomics: Novel Forecasting Techniques from the Combination of Big Data, Network Science and Economics," Papers 1403.0848, arXiv.org.
- Lenz, Rainer, 2011. "Get rid of banks and build up a modern financial world," MPRA Paper 33501, University Library of Munich, Germany.
- Malamud, Semyon & Rui, Huaxia & Whinston, Andrew, 2013. "Optimal incentives and securitization of defaultable assets," Journal of Financial Economics, Elsevier, vol. 107(1), pages 111-135.
- Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Das, Sanjiv & Kalimipalli, Madhu & Nayak, Subhankar, 2014. "Did CDS trading improve the market for corporate bonds?," Journal of Financial Economics, Elsevier, vol. 111(2), pages 495-525.
- Bhaskar DasGupta & Lakshmi Kaligounder, 2014. "Densely Entangled Financial Systems," Papers 1402.5208, arXiv.org.
- Debora Revoltella & Fabio Mucci & Dubravko Mihaljek, 2010. "Properly pricing country risk: a model for pricing long-term fundamental risk applied to central and eastern European countries," Financial Theory and Practice, Institute of Public Finance, vol. 34(3), pages 219-245.
- Irina Stanga, 2011. "Sovereign and Bank Credit Risk during the Global Financial Crisis," DNB Working Papers 314, Netherlands Central Bank, Research Department.
- Chevallier, Julien, 2012.
"Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-Switching analysis,"
Economics Papers from University Paris Dauphine
123456789/8773, Paris Dauphine University.
- Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
- 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.
- Timothy J. Riddiough, 2011. "Can Securitization Work? Economic, Structural and Policy Considerations," Working Papers 242011, Hong Kong Institute for Monetary Research.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015.
"Systemic Risk and Stability in Financial Networks,"
American Economic Review,
American Economic Association, vol. 105(2), pages 564-608, February.
- Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2014.
"The network structure of the CDS market and its determinants,"
Journal of Financial Stability,
Elsevier, vol. 13(C), pages 118-133.
- Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2013. "The network structure of the CDS market and its determinants," Working Paper Series 1583, European Central Bank.
- IANCU, Aurel, 2013. "Extending Financialisation and Increasing Fragility of the Financial System," Working Papers of National Institute of Economic Research 130307, National Institute of Economic Research.
- Calice, Giovanni & Miao, RongHui & Štěrba, Filip & Vašíček, Bořek, 2014.
"Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps,"
Working Paper Series
1717, European Central Bank.
- Giovanni Calice & RongHui Miao & Filip Sterba & Borek Vasicek, 2013. "Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps," Working Papers 2013/13, Czech National Bank, Research Department.
- 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.
- 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.
- Delatte, Anne-Laure & Gex, Mathieu & López-Villavicencio, Antonia, 2012. "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 481-497.
- Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013.
"The price impact of CDS trading,"
CFR Working Papers
12-12 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2012. "The price impact of CDS trading," CFR Working Papers 12-12, University of Cologne, Centre for Financial Research (CFR).
- Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013. "The price impact of CDS trading," Discussion Papers 20/2013, Deutsche Bundesbank, Research Centre.
- repec:dgr:uvatin:2012142 is not listed on IDEAS
- Stephens, Eric & Thompson, James, 2011.
"CDS as Insurance: Leaky Lifeboats in Stormy Seas,"
2011-9, University of Alberta, Department of Economics.
- repec:ner:tilbur:urn:nbn:nl:ui:12-5928388 is not listed on IDEAS
- Stângă, Irina M., 2014. "Bank bailouts and bank-sovereign risk contagion channels," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 17-40.
- Bolton, Patrick & Oehmke, Martin, 2013. "Strategic conduct in credit derivative markets," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 652-658.
- Podlich, Natalia & Wedow, Michael, 2011. "Credit contagion between financial systems," Discussion Paper Series 2: Banking and Financial Studies 2011,15, Deutsche Bundesbank, Research Centre.
- Keiler, Sebastian & Eder, Armin, 2013. "CDS spreads and systemic risk: A spatial econometric approach," Discussion Papers 01/2013, Deutsche Bundesbank, Research Centre.
- Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Spillovers among CDS indexes in the US financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 104-113.
- Arping, Stefan, 2014. "Credit protection and lending relationships," Journal of Financial Stability, Elsevier, vol. 10(C), pages 7-19.
- Christina E. Bannier & Thomas Heidorn & Heinz-Dieter Vogel, 2014. "Characteristics and development of corporate and sovereign CDS," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 482-509.
- María Rodríguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña, 2012.
"Derivatives Holdings and Systemic Risk in the U.S. Banking Sector,"
Faculty Working Papers
21/12, School of Economics and Business Administration, University of Navarra.
- Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014. "Derivatives holdings and systemic risk in the U.S. banking sector," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 84-104.
- GaÅ‚kiewicz, Dominika, 2014. "Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds â€“ What Can Regulators Learn from Each Other?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 474, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Xavier Méra, 2013. "Credit Default Swaps, Contract Theory, Public Debt, and Fiat Money Regimes: Comment on Polleit and Mariano," Post-Print halshs-00851723, HAL.
- Gauthier, Céline & Lehar, Alfred & Souissi, Moez, 2012. "Macroprudential capital requirements and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 594-618.
- Georges Dionne & Olfa Maalaoui Chun, 2013.
"Default and liquidity regimes in the bond market during the 2002-2012 period,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
- Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche 1322, CIRPEE.
- Marti G. Subrahmanyam & Dragon Yongjun Tang & Sarah Qian Wang, 2012. "Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk," Working Papers 292012, Hong Kong Institute for Monetary Research.
- Vogel, Heinz-Dieter & Bannier, Christina E. & Heidorn, Thomas, 2013. "Functions and characteristics of corporate and sovereign CDS," Frankfurt School - Working Paper Series 203, Frankfurt School of Finance and Management.
- Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2013. "CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry," Working Papers 182013, Hong Kong Institute for Monetary Research.
- Edward Stringham, 2014. "It’s not me, it’s you: the functioning of Wall Street during the 2008 economic downturn," Public Choice, Springer, vol. 161(3), pages 269-288, December.