1. Uncertainty and bank risk in an emerging market: The moderating role of business models. (2024). Huynh, Japan ; Hue, Thi Minh.
   In: PLOS ONE.
   RePEc:plo:pone00:0297973.

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2. Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein.
   In: International Economics and Economic Policy.
   RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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3. Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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4. CREDIT RISK AMID BANKING UNCERTAINTY IN VIETNAM. (2022). Dang, Van Dan ; Nguyen, Hoang Chung.
   In: Bulletin of Monetary Economics and Banking.
   RePEc:idn:journl:v:25:y:2022:i:1e:p:73-96.

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5. Bank profitability under uncertainty. (2022). Dang, Van Dan ; Nguyen, Hoang Chung.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:83:y:2022:i:c:p:119-134.

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6. CDS spreads and COVID-19 pandemic. (2022). Dănuleţiu, Dan ; Apergis, Nicholas ; Danuletiu, Dan ; Xu, Bing.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001463.

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7. Macroeconomic Determinants of Corporate Credit Spreads: Evidence from Canada. (2022). Jahan, Nusrat.
   In: Carleton Economic Papers.
   RePEc:car:carecp:22-07.

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8. Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis. (2021). Molyneux, Philip ; Fu, Xiaoqing ; Li, Matthew C.
   In: Empirical Economics.
   RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01852-0.

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9. Economic policy uncertainty and bank stability. (2021). TARAZI, Amine ; Danisman, Gamze.
   In: Working Papers.
   RePEc:hal:wpaper:hal-03259298.

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10. What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Yu, Xiao ; Cottrell, Simon ; Delpachitra, Sarath.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564.

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11. Economic uncertainty and bank stability: Conventional vs. Islamic banking. (2021). TARAZI, Amine ; Demir, Ender ; Bilgin, Mehmet ; Danisman, Gamze Ozturk.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:56:y:2021:i:c:s157230892100070x.

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12. Does economic uncertainty affect the soundness of banks? Evidence from emerging Asian economies. (2021). Jeon, Bang ; Yao, Yao ; Chen, Minghua ; Wu, JI.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001238.

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13. What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?. (2020). Naifar, Nader.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:245-:d:429099.

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14. Economic uncertainty and bank risk: Evidence from emerging economies. (2020). Jeon, Bang ; Yao, Yao ; Chen, Minghua ; Wu, JI.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301268.

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15. Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries. (2020). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300864.

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16. Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. (2019). Aman, Asia.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:158-:d:272145.

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17. Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads. (2018). Raunig, Burkhard.
    In: Working Papers.
    RePEc:onb:oenbwp:219.

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18. The Determinants of CDS Spreads in Multiple Industry Sectors: A Comparison between the US and Europe. (2018). Malhotra, Jatin ; Corelli, Angelo.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:3:p:89-:d:166779.

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19. What drives corporate CDS spreads? A comparison across US, UK and EU firms. (2018). Nurullah, Mohamed ; Pereira, John ; Sorwar, Ghulam.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:56:y:2018:i:c:p:188-200.

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20. The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:erg:wpaper:1129.

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21. Determinants of bank CDS spreads in Europe. (2016). Trujillo-Ponce, Antonio ; di Pietro, Filippo ; Samaniego-Medina, Reyes ; Parrado-Martinez, Purificacion.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:86:y:2016:i:c:p:1-15.

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22. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224.

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23. Credit Default Swap (CDS) Spreads: The Analysis of Time Series for The Integration with The Interest Rates and The Growth in Turkish Economy. (2014). KARGI, Bilal.
    In: MPRA Paper.
    RePEc:pra:mprapa:57380.

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24. Valuing risky debt: A new model combining structural information with the reduced-form approach. (2014). Ballestra, Luca Vincenzo ; Pacelli, Graziella.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:55:y:2014:i:c:p:261-271.

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25. The Drivers of Credit Default Swap Prices: Evidence from Selected Emerging Market Countries. (2013). Ozturk, Huseyin ; Ertugrul, Hasan.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:49:y:2013:i:s5:p:228-249.

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26. Macroeconomic uncertainty and the impact of oil shocks. (2012). Van Robays, Ine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121479.

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27. Macroeconomic Uncertainty and the Impact of Oil Shocks. (2012). Van Robays, Ine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3937.

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1. Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Hordahl, Peter ; Ters, Kristyna ; Urban, Jorg.
   In: BIS Working Papers.
   RePEc:bis:biswps:631.

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2. The reward for trading illiquid maturities in credit default swap markets. (2015). Serrano, Pedro ; Rubio, Gonzalo ; Arakelyan, Armen .
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:376-389.

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3. Credit default swaps and the market for sovereign debt. (2015). Ismailescu, Iuliana ; Phillips, Blake.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:52:y:2015:i:c:p:43-61.

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4. Diversifying Risks in Bond Portfolios: A Cross-border Approach. (2014). Sun, David ; Tsai, Shih-Chuan.
   In: MPRA Paper.
   RePEc:pra:mprapa:44767.

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5. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
   In: Dresden Discussion Paper Series in Economics.
   RePEc:zbw:tuddps:0213.

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6. Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference. (2013). Silva, Paulo ; Rebelo, Paulo Tomaz ; da Silva, Paulo Pereira ; Afonso, Cristina.
   In: Economics Discussion Papers.
   RePEc:zbw:ifwedp:201352.

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7. Market transparency and the marking precision of bond mutual fund managers. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Gibson, Scott ; Merrick, John J. ; Cici, Gjergji.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1307.

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8. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1212r.

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9. Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis. (2013). Chan-Lau, Jorge ; Schmittmann, Jochen M. ; Liu, Estelle X..
   In: Discussion Papers.
   RePEc:zbw:bubdps:322013.

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10. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:202013.

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11. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:52340.

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12. A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises. (2013). Marotta, Giuseppe ; Gianfelice, Gianfranco ; Torricelli, Costanza.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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13. Is Default Risk Priced in Equity Returns?. (2013). Nielsen, Caren Yinxia ; Yinxia G. Nielsen , Caren, .
    In: Knut Wicksell Working Paper Series.
    RePEc:hhs:luwick:2013_002.

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14. Did liquidity providers become liquidity seekers?. (2013). Shachar, Or ; Choi, Jaewon.
    In: Staff Reports.
    RePEc:fip:fednsr:650.

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15. 50 Years of Money and Finance: Lessons and Challenges. (2013). Blanco, Roberto ; de Haan, Jakob ; McCauley, Robert N. ; Ma, Guonan ; Molyneux, Philip ; Gnan, Ernest ; Atkinson, Paul ; Masciandaro, Donato ; Jackson, Patricia ; Llewellyn, David T. ; Thygesen, Niels C. ; Pattipeilohy, Christiaan ; Tabbae, Mostafa ; Goodhart, Charles ; White, William R. ; Balling, Morten ; Roulet, Caroline ; Arrata, William ; Quintyn, Marc ; Bernales, Alejandro ; van den End, Willem ; Ayuso, Juan ; Blundell-Wignall, Adrian ; Coudert, Virginie ; Frost, Jon.
    In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges.
    RePEc:erf:erffft:1.

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16. Wealth transfer effects between stockholders and bondholders. (2013). Imbierowicz, Bjorn ; Wahrenburg, Mark.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:53:y:2013:i:1:p:23-43.

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17. The term structure of interbank risk. (2013). Filipovi, Damir ; Trolle, Anders B..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:707-733.

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18. The impact of distressed economies on the EU sovereign market. (2013). Lafuente, Juan Angel ; Serrano, Pedro ; Groba, Jonatan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2520-2532.

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19. Systemic risk measures: The simpler the better?. (2013). Rodriguez-Moreno, Maria ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:1817-1831.

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20. Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system. (2013). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:227-240.

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21. Credit and liquidity components of corporate CDS spreads. (2013). Varotto, Simone ; Dufour, Alfonso ; Coro, Filippo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5511-5525.

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22. Intraday dynamics of euro area sovereign CDS and bonds. (2013). Hördahl, Peter ; Gyntelberg, Jacob ; Hordahl, Peter ; Ters, Kristyna ; Urban, Jorg.
    In: BIS Working Papers.
    RePEc:bis:biswps:423.

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23. Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_906_13.

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24. Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel.
    In: Working Papers.
    RePEc:bde:wpaper:1314.

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25. The price impact of CDS trading. (2012). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1212.

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26. Fund manager allocation. (2012). Trapp, Monika ; Fang, Jieyan ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1004r.

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27. The dynamics of sovereign credit default swap and bond markets: empirical evidence from the 2001 to 2007 period. (2012). Bae, Youngsoo ; Aktug, Rahmi Erdem ; Vasconcellos, Geraldo .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:3:p:251-259.

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28. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
    In: Working Papers.
    RePEc:ste:nystbu:12-10.

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29. Pricing of Sovereign Credit Risk: Evidence From Advanced Economies During the Financial Crisis. (2012). Gerard, Marc ; Forni, Lorenzo ; Alper, C. Emre.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/024.

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30. Using transfer entropy to measure information flows between financial markets. (2012). Dimpfl, Thomas ; Peter, Franziska J..
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-051.

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31. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin ; Bai, Jennie.
    In: Staff Reports.
    RePEc:fip:fednsr:579.

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32. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318.

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33. Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?. (2012). López Villavicencio, Antonia ; Gex, Mathieu ; Delatte, Anne-Laure ; Lpez-Villavicencio, Antonia.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:3:p:481-497.

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34. Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:3:p:542-564.

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35. Corporate bond liquidity before and after the onset of the subprime crisis. (2012). Lando, David ; Feldhtter, Peter ; Dick-Nielsen, Jens.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:3:p:471-492.

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36. Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis. (2012). Zhou, Hao ; Huang, Xin ; Zhu, Haibin.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:3:p:193-205.

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37. Default correlation at the sovereign level: evidence from some Latin American markets. (2011). Chen, Yi-Hsuan ; Wang, Keh Luh ; Tu, Anthony H..
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:11:p:1399-1411.

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38. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. (2011). liu, teng dong ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., .
    In: Econometric Institute Research Papers.
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39. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1139.

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40. The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis. (2010). Fontana, Alessandro.
    In: Working Papers.
    RePEc:ven:wpaper:2010_13.

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41. Macroeconomic Uncertainty and Credit Default Swap Spreads. (2010). Wan, Chi ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:724.

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42. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener.
    In: BIS Working Papers.
    RePEc:bis:biswps:298.

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43. Credit Default Swaps and the Credit Crisis. (2010). Stulz, René.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:24:y:2010:i:1:p:73-92.

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44. Uncertainty and Valuations. (2009). Cremers, Martijn ; Yan, Hongjun.
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45. Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan. (2009). Hussain, Karrar.
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46. Identifying Government Spending Shocks: Its All in the Timing. (2009). Ramey, Valerie.
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47. Vintage and credit rating: what matters in the ABX data during the credit crunch?. (2009). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi.
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48. The delivery option in credit default swaps. (2008). Veza, Tanja ; Pullirsch, Rainer ; Jankowitsch, Rainer.
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49. Credit derivatives and loan pricing. (2008). Wagner, Wolf ; Norden, Lars.
    In: Journal of Banking & Finance.
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50. Hyperbolic Discounting and the Standard Model. (2007). Noor, Jawwad ; Gilchrist, Simon ; Natalucci, Fabio M. ; Zakrajsek, Egon.
    In: Boston University - Department of Economics - Working Papers Series.
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51. Political Orientation of Government and Stock Market Returns. (2006). Wisniewski, Tomasz ; Gottschalk, Katrin ; Bialkowski, Jedrzej.
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52. Allocative efficiency measurement revisited: Do we really need input prices?. (2006). Stephan, Andreas ; Fritsch, Michael ; Badunenko, Oleg.
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53. Multiple Priors And No-Transaction Region. (2006). Kozhan, Roman.
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54. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
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55. Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices. (2006). Chan-Lau, Jorge.
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56. The individual micro-lending contract: Is it a better design than joint-liability? - Evidence from Georgia. (2005). Kritikos, Alexander ; Vigenina, Denotes .
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57. The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity. (2005). Talavera, Oleksandr ; Caglayan, Mustafa ; Baum, Christopher ; Ozkan, Neslihan.
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58. Explaining credit default swap spreads with the equity volatility and jump risks of individual firms. (2005). Zhou, Hao.
    In: Finance and Economics Discussion Series.
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59. The Impact of Macroeconomic Uncertainty on Non-Financial Firms Demand for Liquidity. (2005). Talavera, Oleksandr ; Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
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60. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms. (2004). Talavera, Oleksandr ; Caglayan, Mustafa ; Baum, Christopher ; Ozkan, Neslihan.
    In: ZEW Discussion Papers.
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61. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms. (2004). Talavera, Oleksandr ; Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher.
    In: Discussion Papers of DIW Berlin.
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62. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms. (2003). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher.
    In: Computing in Economics and Finance 2003.
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63. The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms. (2003). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
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64. Too much cocited documents. This list is not complete

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