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7. The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets. (2021). Xu, Ke ; Chen, Yu-Lun.
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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.
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2. The reward for trading illiquid maturities in credit default swap markets. (2015). Serrano, Pedro ; Rubio, Gonzalo ; Arakelyan, Armen .
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3. Credit default swaps and the market for sovereign debt. (2015). Ismailescu, Iuliana ; Phillips, Blake.
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5. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
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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.
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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.
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8. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
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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..
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10. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
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11. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
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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.
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13. Is Default Risk Priced in Equity Returns?. (2013). Nielsen, Caren Yinxia ; Yinxia G. Nielsen , Caren, .
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14. Did liquidity providers become liquidity seekers?. (2013). Shachar, Or ; Choi, Jaewon.
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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.
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16. Wealth transfer effects between stockholders and bondholders. (2013). Imbierowicz, Bjorn ; Wahrenburg, Mark.
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17. The term structure of interbank risk. (2013). Filipovi, Damir ; Trolle, Anders B..
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    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.
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    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.
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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.
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21. Credit and liquidity components of corporate CDS spreads. (2013). Varotto, Simone ; Dufour, Alfonso ; Coro, Filippo .
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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.
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23. Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio.
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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.
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25. The price impact of CDS trading. (2012). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
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26. Fund manager allocation. (2012). Trapp, Monika ; Fang, Jieyan ; Kempf, Alexander.
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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 .
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28. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
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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.
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30. Using transfer entropy to measure information flows between financial markets. (2012). Dimpfl, Thomas ; Peter, Franziska J..
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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.
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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.
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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.
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34. Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling.
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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.
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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.
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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..
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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., .
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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.
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40. The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis. (2010). Fontana, Alessandro.
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41. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener.
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42. Credit Default Swaps and the Credit Crisis. (2010). Stulz, René.
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43. Uncertainty and Valuations. (2009). Cremers, Martijn ; Yan, Hongjun.
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44. 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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45. The delivery option in credit default swaps. (2008). Veza, Tanja ; Pullirsch, Rainer ; Jankowitsch, Rainer.
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46. Credit derivatives and loan pricing. (2008). Wagner, Wolf ; Norden, Lars.
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47. Hyperbolic Discounting and the Standard Model. (2007). Noor, Jawwad ; Gilchrist, Simon ; Natalucci, Fabio M. ; Zakrajsek, Egon.
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48. 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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49. Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices. (2006). Chan-Lau, Jorge.
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50. Explaining credit default swap spreads with the equity volatility and jump risks of individual firms. (2005). Zhou, Hao.
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