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Credit derivatives and bank credit supply
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Cited by:
- Nimita Azam & Abdullah Mamun & George F. Tannous, 2022. "Credit derivatives and loan yields," The Financial Review, Eastern Finance Association, vol. 57(1), pages 205-241, February.
- 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.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023.
"Institutional investors, the dollar, and U.S. credit conditions,"
Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "Institutional Investors, the Dollar, and U.S. Credit Conditions," International Finance Discussion Papers 1246, Board of Governors of the Federal Reserve System (U.S.).
- Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2015. "Firms’ risk endogenous to strategic management choices," Research Discussion Papers 16/2015, Bank of Finland.
- Fabio Panetta & Alberto Franco Pozzolo, 2018. "Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period," Temi di discussione (Economic working papers) 1183, Bank of Italy, Economic Research and International Relations Area.
- Cardone-Riportella, Clara & Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio, 2010. "What drives bank securitisation? The Spanish experience," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2639-2651, November.
- Bedendo, Mascia & Bruno, Brunella, 2012. "Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3260-3273.
- Norden, Lars & Wagner, Wolf, 2008.
"Credit derivatives and loan pricing,"
Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2560-2569, December.
- Norden, L. & Wagner, W.B., 2007. "Credit Derivatives and Loan Pricing," Discussion Paper 2007-015, Tilburg University, Tilburg Law and Economic Center.
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018.
"Credit Market Choice,"
Liberty Street Economics
20181017, Federal Reserve Bank of New York.
- Nina Boyarchenko & Anna Costello & Or Shachar, 2019. "Credit Market Choice," 2019 Meeting Papers 1271, Society for Economic Dynamics.
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018. "Credit market choice," Staff Reports 863, Federal Reserve Bank of New York.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015.
"Securitization and Credit Quality,"
International Finance Discussion Papers
1148, Board of Governors of the Federal Reserve System (U.S.).
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2017. "Securitization and credit quality," Working Paper Series 2009, European Central Bank.
- David Marques-Ibanez, 2016. "Securitization and Credit Quality," IMF Working Papers 2016/221, International Monetary Fund.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and Credit Quality," Working Papers 15013, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Mascia Bedendo & Lara Cathcart & Lina El‐Jahel, 2016.
"Distressed Debt Restructuring in the Presence of Credit Default Swaps,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 165-201, February.
- Mascia Bedendo & Lara Cathcart & Lina El-Jahel, 2016. "Distressed Debt Restructuring in the Presence of Credit Default Swaps," Post-Print hal-01262323, HAL.
- Takino, Kazuhiro & Ishinagi, Yoshikazu, 2023. "Are banks risk-averse or risk-neutral investors?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Aldasoro, Iñaki & Barth, Andreas, 2017.
"Syndicated loans and CDS positioning,"
ESRB Working Paper Series
58, European Systemic Risk Board.
- Iñaki Aldasoro & Andreas Barth, 2017. "Syndicated loans and CDS positioning," BIS Working Papers 679, Bank for International Settlements.
- Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2010.
"Bank risk and monetary policy,"
Journal of Financial Stability, Elsevier, vol. 6(3), pages 121-129, September.
- Altunbas, Yener & Gambacorta, Leonardo & Marqués-Ibáñez, David, 2009. "Bank risk and monetary policy," Working Paper Series 1075, European Central Bank.
- Yener Altunbas & Leonardo Gambacorta & David Marqu�s-Ib��ez, 2009. "Bank risk and monetary policy," Temi di discussione (Economic working papers) 712, Bank of Italy, Economic Research and International Relations Area.
- Lannoo, Karel & Thomadakis, Apostolos, 2020. "Derivatives in Sustainable Finance," ECMI Papers 29791, Centre for European Policy Studies.
- Ashcraft, Adam B. & Santos, João A.C., 2009. "Has the CDS market lowered the cost of corporate debt?," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 514-523, May.
- Axel A Weber & Rafael Gerke & Andreas Worms, 2009. "Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates," BIS Working Papers 276, Bank for International Settlements.
- Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2022. "International evidence for the substitution effect of FX derivatives usage on bank capital buffer," Research in International Business and Finance, Elsevier, vol. 62(C).
- Cardone Riportella, Clara & Samaniego Medina, Reyes & Trujillo Ponce, Antonio, 2009. "What do we know about banks securitisation? the spanish experience," DEE - Working Papers. Business Economics. WB wb093904, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Xavier Méra, 2013. "Credit Default Swaps, Contract Theory, Public Debt, and Fiat Money Regimes: Comment on Polleit and Mariano," Post-Print halshs-00851723, HAL.
- Patrick Bolton & Martin Oehmke, 2011.
"Credit Default Swaps and the Empty Creditor Problem,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2617-2655.
- Patrick Bolton & Martin Oehmke, 2010. "Credit Default Swaps and the Empty Creditor Problem," NBER Working Papers 15999, National Bureau of Economic Research, Inc.
- Dominika Paula Gałkiewicz, 2015. "Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation," SFB 649 Discussion Papers SFB649DP2015-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- repec:zbw:bofrdp:2015_016 is not listed on IDEAS
- Arnold, M., 2017. "The impact of central clearing on banks’ lending discipline," Journal of Financial Markets, Elsevier, vol. 36(C), pages 91-114.
- Oehmke, Martin & Zawadowski, Adam, 2016.
"The anatomy of the CDS market,"
LSE Research Online Documents on Economics
118964, London School of Economics and Political Science, LSE Library.
- Oehmke, Martin & Zawadowski, Adam, 2017. "The anatomy of the CDS market," LSE Research Online Documents on Economics 66279, London School of Economics and Political Science, LSE Library.
- repec:zbw:bofrdp:urn:nbn:fi:bof-201508211363 is not listed on IDEAS
- Norden, Lars, 2017. "Information in CDS spreads," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 118-135.
- Campello, Murillo & Matta, Rafael, 2020. "Investment risk, CDS insurance, and firm financing," European Economic Review, Elsevier, vol. 125(C).
- Luigi Infante & Bianca Sorvillo, 2017. "The derivatives through the lens of the financial accounts: measurement and analysis," Questioni di Economia e Finanza (Occasional Papers) 389, Bank of Italy, Economic Research and International Relations Area.
- Carbo Valverde, S. & Degryse, H.A. & Rodriguez-Fernandez, F., 2011.
"Lending Relationships and Credit Rationing : The Impact of Securitization,"
Other publications TiSEM
27ce4e3e-7bd8-45eb-b865-5, Tilburg University, School of Economics and Management.
- Degryse, Hans & Carbó Valverde, Santiago & Rodriguez-Fernandez, Francisco, 2012. "Lending relationships and credit rationing: the impact of securitization," CEPR Discussion Papers 9138, C.E.P.R. Discussion Papers.
- Carbo Valverde, S. & Degryse, H.A. & Rodriguez-Fernandez, F., 2011. "Lending relationships and credit rationing : the impact of securitization," Discussion Paper 2011-128, Tilburg University, Center for Economic Research.
- Carbo Valverde, S. & Degryse, H.A. & Rodriguez-Fernandez, F., 2011. "Lending relationships and credit rationing : the impact of securitization," Other publications TiSEM e23b55d1-433f-47fd-a8a3-e, Tilburg University, School of Economics and Management.
- Bertay, Ata Can & Gong, Di & Wagner, Wolf, 2017.
"Securitization and economic activity: The credit composition channel,"
Journal of Financial Stability, Elsevier, vol. 28(C), pages 225-239.
- Wagner, Wolf & Bertay, Ata & Gong, Di, 2015. "Securitization and Economic Activity: The Credit Composition Channel," CEPR Discussion Papers 10664, C.E.P.R. Discussion Papers.
- 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.
- Arping, Stefan, 2014.
"Credit protection and lending relationships,"
Journal of Financial Stability, Elsevier, vol. 10(C), pages 7-19.
- Stefan Arping, 2012. "Credit Protection and Lending Relationships," Tinbergen Institute Discussion Papers 12-142/IV/DSF48, Tinbergen Institute.
- Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2015. "Firms' risk endogenous to strategic management choices," Bank of Finland Research Discussion Papers 16/2015, Bank of Finland.
- Perihan Iren & Kienpin Tee, 2018. "Boardroom Diversity And Innovation In The Uae Banks," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-25, April.
- Anna Kovner & Peter Van Tassel, 2022.
"Evaluating Regulatory Reform: Banks' Cost of Capital and Lending,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1313-1367, August.
- Anna Kovner & Peter Van Tassel, 2018. "Evaluating regulatory reform: banks’ cost of capital and lending," Staff Reports 854, Federal Reserve Bank of New York.
- Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2009.
"Securitisation and the bank lending channel,"
European Economic Review, Elsevier, vol. 53(8), pages 996-1009, November.
- Altunbas, Yener & Gambacorta, Leonardo & Marqués-Ibáñez, David, 2007. "Securitisation and the bank lending channel," Working Paper Series 838, European Central Bank.
- Yener Altunbas & Leonardo Gambacorta & David Marques, 2008. "Securitization and the bank lending channel," Proceedings 1101, Federal Reserve Bank of Chicago.
- Yener Altunbas & Leonardo Gambacorta & David Marqu�s, 2007. "Securitisation and the bank lending channel," Temi di discussione (Economic working papers) 653, Bank of Italy, Economic Research and International Relations Area.
- Caglio, Cecilia & Darst, R. Matthew & Parolin, Eric, 2019.
"Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk,"
Journal of Financial Intermediation, Elsevier, vol. 40(C).
- Cecilia R. Caglio & Matt Darst & Eric Parolin, 2018. "Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk," Finance and Economics Discussion Series 2018-047, Board of Governors of the Federal Reserve System (U.S.).
- Li, Shaofang & Marinč, Matej, 2014. "The use of financial derivatives and risks of U.S. bank holding companies," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 46-71.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018.
"Global Investors, the Dollar, and U.S. Credit Conditions,"
CESifo Working Paper Series
7288, CESifo.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018. "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers 13237, C.E.P.R. Discussion Papers.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Colonnello, Stefano, 2017. "Internal governance and creditor governance: Evidence from credit default swaps," IWH Discussion Papers 6/2017, Halle Institute for Economic Research (IWH).
- Maximilian Jager & Frederick Zadow, 2023. "Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision," CRC TR 224 Discussion Paper Series crctr224_2023_445, University of Bonn and University of Mannheim, Germany.
- Söhnke M Bartram & Jennifer Conrad & Jongsub Lee & Marti G Subrahmanyam, 2022.
"Credit Default Swaps around the World,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2464-2524.
- Bartram, Söhnke & Conrad, Jennifer & Lee, Jongsub & Subrahmanyam, Marti, 2021. "Credit default swaps around the world," CEPR Discussion Papers 15668, C.E.P.R. Discussion Papers.
- Kiff, John & Kisser, Michael, 2014.
"A shot at regulating securitization,"
Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
- Kiff, John & Kisser, Michael, 2011. "A Shot at Regulating Securitization," Discussion Papers 2011/7, Norwegian School of Economics, Department of Business and Management Science.
- Adam, Tim & Guettler, Andre, 2015. "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 204-214.
- Shi Chen & Ku-Jun Lin, 2015. "Credit Risk Hedging, Deposit Insurance Fund Protection, and Default Risk in Retail Banking during a Financial Crisis," Research in World Economy, Research in World Economy, Sciedu Press, vol. 6(1), pages 118-132, March.
- Khosravi, Taha, 2015. "The Impact of a Low Interest Rate Environment: Empirical Evidence from the Euro Area Bank Lending Survey," MPRA Paper 67363, University Library of Munich, Germany.
- Kang, Di & Zhuang, Zhuang, 2019. "Should companies care who their lender is? Evidence from loan covenants," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Oehmke, Martin & Zawadowski, Adam, 2015. "Synthetic or real? The equilibrium effects of credit default swaps on bond markets," LSE Research Online Documents on Economics 84511, London School of Economics and Political Science, LSE Library.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011.
"Securitization and lending standards: evidence from the wholesale loan market,"
Working Paper Series
1362, European Central Bank.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Discussion Paper 2011-081, Tilburg University, Center for Economic Research.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Other publications TiSEM d82c3ad1-2bb3-4108-80cd-0, Tilburg University, School of Economics and Management.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Other publications TiSEM ebfb7c18-fcea-4bc4-9ff1-5, Tilburg University, School of Economics and Management.
- Jad Bazih & Dieter Vanwalleghem, 2021. "Deriving value or risk? Determinants and the impact of emerging market banks’ derivative usage," Post-Print hal-03329217, HAL.
- 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.
- 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.
- MarÃa RodrÃguez-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.
- Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na, 2022. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Papers 2202.02254, arXiv.org.
- Qi-An Chen & Fangzhou Du, 2017. "Hedging Of Credit Derivatives, Systematic Fluctuation And Banking Stability In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(04), pages 809-836, September.
- Tim Adam & Andre Guettler, 2015. "Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds," SFB 649 Discussion Papers SFB649DP2015-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.
- Wei‐Shao Wu & Sandy Suardi, 2021. "Economic Uncertainty and Bank Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 2037-2069, December.
- Silva Buston, Consuelo, 2016.
"Active risk management and banking stability,"
Journal of Banking & Finance, Elsevier, vol. 72(S), pages 203-215.
- Silva Buston, C.F., 2013. "Active Risk Management and Banking Stability," Discussion Paper 2013-068, Tilburg University, Center for Economic Research.
- Fuller, Kathleen P. & Yildiz, Serhat & Uymaz, Yurtsev, 2018. "Credit default swaps and firms' financing policies," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 34-48.
- Luigi Infante & Stefano Piermattei & Raffaele Santioni & Bianca Sorvillo, 2018. "Why do banks use derivatives? An analysis of the Italian banking system," Questioni di Economia e Finanza (Occasional Papers) 441, Bank of Italy, Economic Research and International Relations Area.
- repec:bof:bofrdp:urn:nbn:fi:bof-201508211363 is not listed on IDEAS
- Ivanov, Ivan T. & Santos, João A.C. & Vo, Thu, 2016. "The transformation of banking: Tying loan interest rates to borrowers' CDS spreads," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 150-165.
- Beyhaghi, Mehdi & Massoud, Nadia & Saunders, Anthony, 2017. "Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 335-355.
- Chuang-Chang Chang & Keng-Yu Ho & Yu-Jen Hsiao, 2018. "Derivatives usage for banking industry: evidence from the European markets," Review of Quantitative Finance and Accounting, Springer, vol. 51(4), pages 921-941, November.
- Tak-Yuen Wong & Jin Yu, 2022. "Credit Default Swaps and Debt Overhang," Management Science, INFORMS, vol. 68(3), pages 2069-2097, March.
- Delis, Manthos & Hasan, Iftekhar & Tsionas, Efthymios, 2015. "Banks’ Risk Endogenous to Strategic Management Choices," MPRA Paper 64907, University Library of Munich, Germany.
- Silva Buston, C.F., 2013. "Active Risk Management and Banking Stability," Other publications TiSEM 1236246e-0f52-4a46-aeec-3, Tilburg University, School of Economics and Management.
- Daniel Streitz, 2016.
"The Impact of Credit Default Swap Trading on Loan Syndication,"
Review of Finance, European Finance Association, vol. 20(1), pages 265-286.
- Streitz, Daniel, 2015. "The Impact of Credit Default Swap Trading on Loan Syndication," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 490, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Daniel Streitz, 2015. "The Impact of Credit Default Swap Trading on Loan Syndication," SFB 649 Discussion Papers SFB649DP2015-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Silva Buston, C.F., 2013. "Active Risk Management and Banking Stability," Other publications TiSEM 18a8d09e-79af-4993-8d64-b, Tilburg University, School of Economics and Management.
- Nijskens, Rob & Wagner, Wolf, 2011. "Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1391-1398, June.
- Kok, Christoffer & Rossi, Carlotta & Marqués-Ibáñez, David, 2009.
"Modelling loans to non-financial corporations in the euro area,"
Working Paper Series
989, European Central Bank.
- Christoffer Kok S�rensen & David Marqu�s Ib��ez & Carlotta Rossi, 2012. "Modelling loans to non-financial corporations in the euro area," Temi di discussione (Economic working papers) 857, Bank of Italy, Economic Research and International Relations Area.
- Hänsel, Dennis N. & Bannier, Christina E., 2008. "Determinants of European banks' engagement in loan securitization," Discussion Paper Series 2: Banking and Financial Studies 2008,10, Deutsche Bundesbank.
- Hasan Cömert & Gerald Epstein, 2016. "Finansal Yenilik Yazinindaki Son Gelismeler," STPS Working Papers 1604, STPS - Science and Technology Policy Studies Center, Middle East Technical University, revised Jan 2016.
- Clark, Brian & Donato, James & Francis, Bill B & Shohfi, Thomas D, 2023. "Bank loan renegotiation and credit default swaps," Journal of Banking & Finance, Elsevier, vol. 151(C).
- Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016.
"Securitization and lending standards: Evidence from the European wholesale loan market,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and lending standards: Evidence from the European wholesale loan market," International Finance Discussion Papers 1141, Board of Governors of the Federal Reserve System (U.S.).
- Caterina Di Tommaso, 2022. "Securitization and CDS in U.S. bank lending," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1120-1133, January.
- Al-Own, Bassam & Minhat, Marizah & Gao, Simon, 2018. "Stock options and credit default swaps in risk management," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 200-214.
- Disli, Mustafa & Aysan, Ahmet F. & Abdelsalam, Omneya, 2023. "Favoring the small and the plenty: Islamic banking for MSMEs," Economic Systems, Elsevier, vol. 47(1).
- Norden, Lars & Silva Buston, Consuelo & Wagner, Wolf, 2014. "Financial innovation and bank behavior: Evidence from credit markets," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 130-145.
- Ivan T. Ivanov & João A. C. Santos & Thu Vo, 2014. "Tying loan interest rates to borrowers' CDS spreads," Finance and Economics Discussion Series 2014-70, Board of Governors of the Federal Reserve System (U.S.).
- Brandtner, Mario, 2018. "Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 138-149.
- Adam B. Ashcraft & João A. C. Santos, 2007. "Has the credit derivatives swap market lowered the cost of corporate debt?," Staff Reports 290, Federal Reserve Bank of New York.