IDEAS home Printed from https://ideas.repec.org/r/wly/jfutmk/v39y2019i4p461-480.html

Economic policy uncertainty, CDS spreads, and CDS liquidity provision

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Rahman, Dewan & Haque, Anamul & Kabir, Muhammad & Bin Hasan, Shehub, 2024. "Firm-level political risk and equity issuance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  2. Golab, Anna & Bannigidadmath, Deepa & Pham, Thach Ngoc & Thuraisamy, Kannan, 2022. "Economic policy uncertainty and industry return predictability – Evidence from the UK," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 433-447.
  3. Singhal, Himanshu & Verma, Arushi & Chakraborty, Madhumita, 2024. "The quality of credit ratings amid geopolitical risk," Economics Letters, Elsevier, vol. 234(C).
  4. Gad, Mahmoud & Nikolaev, Valeri & Tahoun, Ahmed & van Lent, Laurence, 2024. "Firm-level political risk and credit markets," Journal of Accounting and Economics, Elsevier, vol. 77(2).
  5. Dev R. Mishra, 2023. "Firm‐level political risk and implied cost of equity capital," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 615-644, September.
  6. Tran Phuoc & Huy Tam Phan & Hong Tuyet Pham, 2024. "Causality between Economic Policy Uncertainty, Economic Growth and Stock Liquidity: Evidence from ASEAN markets," WSB Journal of Business and Finance, Sciendo, vol. 58(1), pages 133-150.
  7. Yuting Gong & Zhongzhi He & Wenjun Xue, 2023. "EPU spillovers and sovereign CDS spreads: A cross‐country study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1770-1806, December.
  8. M'beirick, Abdallahi & Haddou, Samira, 2024. "The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 244-272.
  9. Nguyen, Thanh Cong, 2023. "Wholesale funding and bank stability: The impact of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 65(C).
  10. Liu, Junrong & Deng, Guoying & Yan, Jingzhou & Ma, Shibo, 2025. "Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  11. Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind, 2022. "Central bank gold reserves and sovereign credit risk," Finance Research Letters, Elsevier, vol. 45(C).
  12. Theodoros Bratis & Nikiforos T. Laopodis & Georgios P. Kouretas, 2023. "CDS and equity markets’ volatility linkages: lessons from the EMU crisis," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1259-1281, April.
  13. Dongliang Cai & Tong Zhang & Kefei Han & Jingqi Liang, 2022. "Economic Policy Uncertainty Shocks and Chinese Stock Market Volatility: An Empirical Analysis with SVAR," Complexity, John Wiley & Sons, vol. 2022(1).
  14. Junbo Wang & Chunchi Wu & Xiaoguang Yang & Ye Zhou, 2025. "Policy uncertainty and corporate bond issuance costs," Review of Quantitative Finance and Accounting, Springer, vol. 65(4), pages 1475-1516, November.
  15. 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).
  16. Bahukhandi, Rituparn & Singhal, Himanshu & Chakraborty, Madhumita, 2026. "Impact of energy uncertainty on corporate credit risk," Finance Research Letters, Elsevier, vol. 88(C).
  17. Zhang, Jian & Wu, Wenruo & Yang, Jingyun & Xiao, Yi, 2025. "Trade policy uncertainty and corporate innovation —Evidence from the US-China trade war," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
  18. Nguyen, Giang & Vo, Vinh, 2024. "Economic policy uncertainty around the world: Implications for Vietnam," International Review of Economics & Finance, Elsevier, vol. 94(C).
  19. Pan, Wei-Fong & Wang, Xinjie & Xiao, Yaqing & Xu, Weike & Zhang, Jinfan, 2024. "The effect of economic and political uncertainty on sovereign CDS spreads," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 143-155.
  20. Jory, Surendranath R. & Khieu, Hinh D. & Ngo, Thanh N. & Phan, Hieu V., 2020. "The influence of economic policy uncertainty on corporate trade credit and firm value," Journal of Corporate Finance, Elsevier, vol. 64(C).
  21. Liu, Jinjing & Wang, Hong, 2022. "Economic policy uncertainty and the cost of capital," International Review of Financial Analysis, Elsevier, vol. 81(C).
  22. Valenzuela, Patricio & Mella, Javier & Claveria, Juan, 2024. "Economic uncertainty and credit risk: Evidence from international corporate bonds," Economics Letters, Elsevier, vol. 237(C).
  23. Lee A. Smales, 2021. "Policy uncertainty in Australian financial markets," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 523-547, August.
  24. Gaurav Gupta, 2022. "CEO’s educational background, economic policy uncertainty and investment-cash flow sensitivity: evidence from India," Applied Economics, Taylor & Francis Journals, vol. 54(5), pages 568-579, January.
  25. Lyu, Yongjian & Tuo, Siwei & Wei, Yu & Yang, Mo, 2021. "Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility：New evidence," Resources Policy, Elsevier, vol. 70(C).
  26. Yfanti, Stavroula & Karanasos, Menelaos & Zopounidis, Constantin & Christopoulos, Apostolos, 2023. "Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics," European Journal of Operational Research, Elsevier, vol. 304(2), pages 813-831.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.