1. Inhibitory effect of corporate bond default risk on bank liquidity creation. (2025). Zhu, Yunlu ; Ren, Yuheng ; Zeng, Linshan ; Chen, Xiaowei.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002752.

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2. Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach. (2025). Naifar, Nader.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000294.

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3. Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach. (2025). Yulianita, Anna ; Robiani, Bernadette ; Shodrokova, Xenaneira.
   In: Economic Studies journal.
   RePEc:bas:econst:y:2025:i:1:p:113-132.

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4. From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic. (2024). Nguyen, Duc Khuong ; Ji, Qiang ; Zhai, Pengxiang ; Wu, Fei.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:1:p:551-580.

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5. Convergence behavior of sovereign bond yields in the EU and COVID-19 government responses. (2024). Eleftheriou, Konstantinos ; Patsoulis, Patroklos ; Christou, Christina.
   In: Letters in Spatial and Resource Sciences.
   RePEc:spr:lsprsc:v:17:y:2024:i:1:d:10.1007_s12076-024-00376-w.

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6. Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy. (2024). Luo, Fangyong ; Bo, Lan ; Chen, Xiaoxian ; Huo, Weidong.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01864-6.

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7. The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis. (2024). Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00575-2.

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8. Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach. (2024). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00554-7.

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9. External shock, stimulus policy and economic resilience of small and micro businesses: evidence from COVID-19 pandemic in China. (2024). Li, Jingjing ; Xu, BO ; Wu, Yujun.
   In: Asia-Pacific Journal of Regional Science.
   RePEc:spr:apjors:v:8:y:2024:i:2:d:10.1007_s41685-024-00339-5.

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10. Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach. (2024). Sengupta, Bodhisattva ; Sarkar, Agnirup ; Kumar, Anshul.
    In: South Asian Journal of Macroeconomics and Public Finance.
    RePEc:sae:smppub:v:13:y:2024:i:2:p:143-168.

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11. IMPACT OF CRISES ON INDIAN FINANCIAL MARKETS. (2024). Tuteja, Divya ; Dua, Pami.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:27:y:2024:i:3g:p:557-572.

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12. Assessing the Impact of the ECB’s Unconventional Monetary Policy on the European Stock Markets. (2024). Rincon, Carlos ; Petrova, Anastasiia V.
    In: JRFM.
    RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:425-:d:1483689.

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13. Examining Monetary Policy Measures and Their Impacts during and after the COVID Era: OECD Perspectives. (2024). Khanam, Rasheda ; Rahman, Mohammad Mafizur ; Rathnayaka, Imalka Wasana.
    In: Economies.
    RePEc:gam:jecomi:v:12:y:2024:i:6:p:154-:d:1417361.

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14. Driving sustainable development: Fiscal policy and the promotion of natural resource efficiency. (2024). Meng, Fanting.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000540.

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15. Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056.

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16. Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Rant, Vasja ; Ok, Mitja ; Puc, Anja.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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17. Two-way risk: Trade policy uncertainty and inflation in the United States and China. (2024). Wang, QI ; Weng, Chen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001843.

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18. Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors. (2024). Neupane, Suman ; Zhang, Zikai.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004702.

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19. Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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20. Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219.

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21. Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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22. A Review of COVID-19 Impacts on Global Residential Property Prices and Key Trends: UK, China, Malaysia, Singapore and United States. (2024). Khai-Shuen, Pang ; Kim-Wing, Alan Chong ; Chin-Tiong, Cheng ; Woei-Chyi, Chai ; Dr, SR.
    In: International Journal of Research and Innovation in Social Science.
    RePEc:bcp:journl:v:8:y:2024:i:12:p:2038-2059.

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23. Stock markets response to contagious disease: Evidence on the impact of COVID‐19 in the three worst hit African economies. (2023). Kumeka, Terver ; Adeniyi, Oluwatosin.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4476-4499.

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24. A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun.
    In: SAGE Open.
    RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

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25. Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Huynh, Luu Duc Toan ; Hong, Yanran ; Toan, Luu Duc ; Ma, Feng ; Liang, Chao.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9.

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26. Extreme Value Theory Modelling of the Behaviour of Johannesburg Stock Exchange Financial Market Data. (2023). Metwane, Maashele Kholofelo ; Maposa, Daniel.
    In: IJFS.
    RePEc:gam:jijfss:v:11:y:2023:i:4:p:130-:d:1273741.

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27. Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063.

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28. Monetary policy as market stabilizer in the COVID-19 pandemic. (2023). Shan, Yimin ; Chen, Yang ; Xiao, Yajun.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300332x.

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29. Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach. (2023). Sharif, Arshian ; Raza, Syed ; Kumar, Satish ; Ahmed, Maiyra.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004623.

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30. Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Wang, Gang-Jin ; Uddin, Gazi ; Zhu, You ; Xie, Chi ; Feng, Yusen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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31. Heterogeneous impact of Covid-19 on the US banking sector. (2023). Chowdhury, Mohammad Ashraful ; Islam, Mohammad Saiful ; Ferdous, Mohammad Ashraful ; Heitmann, Dennis.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001134.

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32. A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo ; Santos, Samuel Solgon ; Muller, Fernanda Maria.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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33. Monetary policy transmission modeling and policy responses. (2023). Xu, Xin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760.

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34. European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies. (2023). Klose, Jens.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003061.

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35. Did the policy responses influence credit and business cycle co-movement during the COVID-19 crisis? Evidence from Indonesia. (2023). Prabheesh, K P ; Indawan, Fiskara ; Sasongko, Aryo.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:243-255.

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36. COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. (2023). Rath, Badri ; Behera, Harendra ; Gunadi, Iman.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:173-189.

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37. Impacts of monetary policy transmission on bank performance and risk in the Vietnamese market: Does the Covid-19 pandemic matter?. (2022). Nguyen, Thanh Phuc ; Tram, Anh Nguyen.
    In: Cogent Business & Management.
    RePEc:taf:oabmxx:v:9:y:2022:i:1:p:2094591.

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38. Investor sentiments and stock markets during the COVID-19 pandemic. (2022). Dibooglu, Selahattin ; Çevik, Emrah ; Cevik, Emre ; Altinkeski, Buket Kirci.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00375-0.

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39. Testing the impact of fiscal policies for economic recovery: does monetary policy act as catalytic tool for economic Survival. (2022). Dagar, Vishal ; Leiling, Wang ; Saydaliev, Hayot Berk ; Yuan, Baihua ; Acevedo-Duque, Angel.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:55:y:2022:i:4:d:10.1007_s10644-022-09383-7.

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40. How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty. (2022). Plíhal, Tomáš ; Deev, Oleg ; Plihal, Toma.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000010.

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41. Conventional monetary policy, COVID-19, and stock markets in emerging economies. (2022). Maheepala, M. M. J. D., ; Iyke, Bernard Njindan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001780.

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42. Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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43. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Yarovaya, Larisa ; lucey, brian ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Goodell, John W ; Brzeszczyski, Janusz ; Marco, Chi Keung.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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44. Impact of COVID-19 on sovereign risk: Latin America versus Asia. (2022). Kliber, Agata ; Będowska-Sójka, Barbara ; Bedowska-Sojka, Barbara .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005328.

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45. Analysis of risk correlations among stock markets during the COVID-19 pandemic. (2022). Chen, Yun ; Wu, Junfeng ; Zhang, Chao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001818.

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46. Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:202180.

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47. COVID-19 PANDEMIC AND CURRENCY RISK ANALYSIS IN GEORGIA. (2021). Abuselidze, George ; Zoidze, Gia.
    In: Entrepreneurship.
    RePEc:neo:epjour:v:9:y:2021:i:2:p:33-46.

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48. Inventory Management in SMEs Operating in Polish Group Purchasing Organizations during the COVID-19 Pandemic. (2021). Sadowska, Beata ; Babenko, Vitalina ; Chudy-Laskowska, Katarzyna ; Zimon, Grzegorz ; Gosik, Blanka.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:4:p:63-:d:528007.

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49. COVID-19 research outcomes: An agenda for future research. (2021). Narayan, Paresh Kumar.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:439-445.

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50. US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9386.

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51. The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9163.

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1. Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, .
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2. CDS and Stock Market: Panel Evidence Under Cross-Section Dependency. (2015). Esen, Sinan ; Halil Şimdi, ; Zeren, Feyyaz.
   In: South-Eastern Europe Journal of Economics.
   RePEc:seb:journl:v:13:y:2015:i:1:p:31-46.

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3. FINANCIAL MARKET REACTION TO CHANGES IN THE VOLATILITIES OF CDS RETURNS. (2015). Mușetescu, Radu ; Meghisan-Toma, Georgeta-Madalina ; Musetescu, Radu Cristian ; Hurduzeu, Gheorghe.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2015:i:3:p:152-165.

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4. Price discovery in the markets for credit risk: A Markov switching approach. (2015). Dimpfl, Thomas ; Peter, Franziska J.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2015-035.

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5. The impact of liquidity on senior credit index spreads during the subprime crisis. (2015). Marra, Miriam.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:37:y:2015:i:c:p:148-167.

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6. Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps. (2015). Vašíček, Bořek ; Mio, Ronghui ; Calice, Giovanni ; Trba, Filip ; Vaiek, Boek.
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7. Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?. (2015). Alexandre, Herve ; Guillemin, Franois ; Refait-Alexandre, Catherine.
   In: Economics Papers from University Paris Dauphine.
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8. The role of a changing market: Environment for credit default swap pricing. (2014). Reitz, Stefan ; Leppin, Julian.
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9. The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian.
   In: FinMaP-Working Papers.
   RePEc:zbw:fmpwps:7.

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10. Credit Default Swaps: A Survey. (2014). Augustin, Patrick ; Wang, Sarah Qian ; Subrahmanyam, Marti G. ; Tang, Dragon Yongjun.
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000040.

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11. Credit Risk Calibration based on CDS Spreads. (2014). Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang Karl ; Pham-Thu, Hien .
    In: SFB 649 Discussion Papers.
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12. The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Radev, Deyan ; Gorea, Denis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100.

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13. Macro risk factors of credit default swap indices in a regime-switching framework. (2014). Chan, Kam Fong ; Marsden, Alastair.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:285-308.

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14. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna.
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15. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Trba, Filip ; Vaiek, Boek.
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16. CDS spreads and systemic risk: A spatial econometric approach. (2013). Keiler, Sebastian ; Eder, Armin.
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17. Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads. (2013). Perez, M. Fabricio ; Nayak, Subhankar ; Kalimipalli, Madhu.
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18. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Wilson, Nicholas ; Tinoco, Mario Hernandez.
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19. Price discovery of credit spreads in tranquil and crisis periods. (2013). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
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20. Hedging stock sector risk with credit default swaps. (2013). Ratner, Mitchell ; Chiu, Chih-Chieh .
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21. Credit cycle dependent spread determinants in emerging sovereign debt markets. (2013). Wagner, Niklas ; Thuraisamy, Kannan ; Riedel, Christoph .
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22. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Sterba, Filip ; Vasicek, Borek .
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23. Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
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24. Rethinking Capital Structure Arbitrage. (2012). Lazar, Emese ; Avino, Davide.
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25. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2012). Avino, Davide.
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26. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
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27. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Samaniego-Medina, Reyes ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
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28. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; CARDONE RIPORTELLA, CLARA ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara.
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29. Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model. (2012). Huang, Alex.
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30. Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market. (2012). Nayak, Subhankar ; Kalimipalli, Madhu.
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31. The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis. (2012). Moore, Tomoe ; Wang, Ping.
    In: Journal of International Financial Markets, Institutions and Money.
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32. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
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33. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader.
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34. Animal Spirits in the Euro Area Sovereign CDS Market. (2012). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans ; Eijffinger, Sylvester C W, .
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35. Credit contagion between financial systems. (2011). Wedow, Michael ; Podlich, Natalia .
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36. Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options. (2011). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
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37. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
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38. Commodities and financial variables: Analyzing relationships in a changing regime environment. (2011). Hammoudeh, Shawkat ; Bhar, Ramaprasad.
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39. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
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40. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
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41. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
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42. CDS: relación con índices accionarios y medida de riesgo. (2011). Mora-Valencia, Andrés ; Leon, Bernardo .
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43. Default, liquidity and crises: an econometric framework. (2011). Renne, Jean-Paul ; Monfort, Alain ; Renne, J-P., .
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44. The reaction of emerging market credit default swap spreads to sovereign credit rating changes. (2010). Ismailescu, Iuliana ; Kazemi, Hossein.
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45. Detecting Regime Shifts in Corporate Credit Spreads. (2009). Dionne, Georges ; Franois, Pascal ; Maalaoui, Olfa .
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46. Credit Spread Changes within Switching Regimes. (2009). Dionne, Georges ; Franois, Pascal ; Maalaoui, Olfa .
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47. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
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48. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Forte, Santiago ; Pea, Juan Ignacio.
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49. A semiparametric model for the systematic factors of portfolio credit risk premia. (2009). Giammarino, Flavia ; Barrieu, Pauline.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:655-670.

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50. Time to buy or just buying time? The market reaction to bank rescue packages. (2009). King, Michael.
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