1. Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers. (2025). Krettek, Jonas.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000316.

   Full description at Econpapers || Download paper

2. Corporate credit default swap systematic factors. (2024). Lu, Qinye ; Lin, Mingtsung ; Chan, Ka Kei.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1224-1256.

   Full description at Econpapers || Download paper

3. How do markets react to tighter bank capital requirements?. (2023). Henricot, Dorian ; Couaillier, Cyril.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000572.

   Full description at Econpapers || Download paper

1. Alexander, C. ; Kaeck, A. Regime dependent determinants of credit default swap spreads. 2008 Journal of Banking and Finance. 32 1209-1228

2. Amiri-Moghadam, S. ; Javadi, S. ; Rastad, M. The impact of stronger shareholder control on bondholders. 2021 Journal of Financial and Quantitative Analysis forthcoming. 1-37

3. Arnold, I. Internet search volumes of Uk banks during the crisis: The role of banking structure and business model. 2020 Global Finance Journal. 45 100472-

4. Baran, L. ; Li, Y. ; Liu, Z. ; Pu, X. S&P 500 index revisions and credit spreads. 2018 Review of Financial Economics. 36 348-363
   Paper not yet in RePEc: Add citation now
   

5. Barber, B.M. ; Lyon, J.D. Detecting long-run abnormal stock returns: The empirical power and specification of test statistics. 1997 Journal of Financial Economics. 43 341-372

6. Barber, B.M. ; Lyon, J.D. ; Tsai, C.L. Improved methods of long-run abnormal stock returns. 1999 Journal of Finance. 54 165-201
   Paper not yet in RePEc: Add citation now
   
7. Batta, G.E. ; Qiu, J. ; Yu, F. Credit derivatives and analyst behavior. 2016 Accounting Review. 91 1315-1343
   Paper not yet in RePEc: Add citation now
   

8. Bedendo, M. ; Colla, P. Sovereign and corporate credit risk: Evidence from the eurozone. 2015 Journal of Corporate Finance. 33 34-52

9. Berndt, A. ; Obreja, I. Decomposing European CDS return. 2010 Review of Finance. 14 189-233

10. Bertoni, F. ; Lugo, S. Detecting abnormal changes in credit default swap spreads using matching-portfolio models. 2018 Journal of Banking and Finance. 90 146-158

11. Bertoni, F. ; Lugo, S. The effect of sovereign wealth funds on the credit risk of their portfolio companies. 2014 Journal of Corporate Finance. 27 21-35

12. Bessembinder, H. ; Kahle, K. ; Maxwell, W. ; Xu, D. Measuring abnormal bond performance. 2009 Review of Financial Studies. 22 4219-4258

13. Blanco, R. ; Brennan, S. ; March, I.W. An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps. 2005 Journal of Finance. 60 2255-2281

14. Blau, B. ; Roseman, B. The reaction of eEuropean credit default swap spreads to the U.S. credit rating downgrade. 2014 International Review of Economics and Finance. 34 131-141

15. Boehmer, E. ; Musumeci, J. ; Poulsen, A.B. Event-study methodology under conditions of event-induced variance. 1991 Journal of Financial Economics. 30 253-272

16. Brown, S.J. ; Warner, J.B. Measuring security price performance. 1980 Journal of Financial Economics. 8 205-258

17. Brown, S.J. ; Warner, J.B. Using daily stock returns: The case of event studies. 1985 Journal of Financial Economics. 14 3-31

18. Callen, J.L. ; Livant, J. ; Segal, D. The impact of earnings on the pricing of credit default swaps. 2009 The Accounting Review. 84 1363-1394
    Paper not yet in RePEc: Add citation now
    

19. Campbell, C.J. ; Cowan, A.R. ; Salotti, V. Multi-country event study methods. 2010 Journal of Banking and Finance. 34 3078-3090

20. Charest, G. Dividend information, stock return, and market efficiency – Ii. 1978 Journal of Financial Economics. 6 297-330

21. Cizel, J. Are credit rating announcements contagious? Evidence on the transmission of information across industries in credit default swap markets. 2013 The Journal of Fixed Income. 23 27-60
    Paper not yet in RePEc: Add citation now
    

22. Collin-Dufresne, P. ; Goldstein, R.S. ; Martin, J.S. The determinants of credit spread changes. 2001 Journal of Finance. 56 2177-2207

23. Cont, R. Empirical properties of asset returns: Stylized facts and statistical issues. 2001 Quantitative Finance. 1 223-236

24. Corrado, C.J. A nonparametric test for abnormal security-price performance in event studies. 1989 Journal of Financial Economics. 23 385-396

25. Corrado, C.J. Event studies: A methodology review. 2011 Accounting and Finance. 51 207-234

26. Corrado, C.J. ; Zivney, T.L. The specification and power of the sign test in event study hypothesis tests using daily stock returns. 1992 Journal of Financial and Quantitative Analysis. 27 465-478

27. Cowan, A.R. Nonparametric event study tests. 1992 Review of Quantitative Finance and Accounting. 2 343-358
    Paper not yet in RePEc: Add citation now
    
28. Daniels, K.N. ; Jensen, M.S. The effect of credit ratings on credit default swap spreads and credit spreads. 2005 The Journal of Fixed Income. 15 16-33
    Paper not yet in RePEc: Add citation now
    
29. Dittmann, I. ; Norden, L. ; Zhu, G. CDS spreads, executives preferences, and risk taking: Evidence from CEO stock grants. 2012 Working Paper:
    Paper not yet in RePEc: Add citation now
    

30. Dopierala, L. ; Ilcuk, D. ; Wojciechowski, L. Sovereign credit ratings and CDS spreads in emerging Europe. 2020 Equilibrium Quarterly Journal of Economics and Economic Policy. 15 419-438

31. Drago, D. ; Gallo, D. The impact and the spillover effect of a sovereign rating announcement on the Euro area CDS market. 2016 Journal of International Money and Finance. 67 264-286

32. Efron, B. Bootstrap methods: Another look at the jackknife. 1979 Annals of Statistics. 7 1-26
    Paper not yet in RePEc: Add citation now
    
33. Ericsson, J. ; Jacobs, K. ; Oviedo, R. The determinants of credit spread changes. 2009 Journal of Financial and Quantitative Analysis. 44 109-132
    Paper not yet in RePEc: Add citation now
    

34. Finnerty, J. ; Miller, C. ; Chen, R.R. The impact of credit rating announcements on credit default swap spreads. 2013 Journal of Banking and Finance. 37 2011-2030

35. Galil, K. ; Shapir, O.M. ; Amiram, D. ; Ben-Zion, U. The determinants of CDS spreads. 2014 Journal of Banking and Finance. 41 271-282

36. Galil, K. ; Soffer, G. Good news, bad news and rating announcements: An empirical investigation. 2011 Journal of Banking and Finance. 35 3101-3119

37. Greatrex, C.A. The credit default swap market’s reaction to earnings announcements. 2008 :

38. Handjinicolaou, G. ; Kalay, A. Wealth redistributions or changes in firm value: An analysis of returns to bondholders and stockholders around dividend announcements. 1984 Journal of Financial Economics. 13 35-63
    Paper not yet in RePEc: Add citation now
    

39. Harrington, S.E. ; Shrider, D.G. All events induce variance: Analyzing abnormal returns when effects vary across firms. 2007 Journal of Financial and Quantitative Analysis. 42 229-256

40. Higgins, E.J. ; Peterson, D.R. The power of one and two sample t-statistics given event-induced variance increases and nonnormal stock returns: A comparative study. 1998 Quarterly Journal of Business and Economics. 37 27-49
    Paper not yet in RePEc: Add citation now
    

41. Houweling, P. ; Vorst, T. Pricing default swaps: Empirical evidence. 2005 Journal of International Money and Finance. 24 1200-1225

42. Hull, J. ; Predescu, M. ; White, A. The relationship between credit default swap spreads, bond yields, and credit rating announcements. 2004 Journal of Banking and Finance. 28 2789-2811

43. Hull, J. ; White, A. Valuing credit default swaps ii: Modeling default correlations. 2001 Journal of Derivatives. 8 12-21
    Paper not yet in RePEc: Add citation now
    

44. Imbierowicz, B. ; Wahrenburg, M. Wealth transfer effects between stockholders and bond-holders. 2013 The Quarterly Review of Economics and Finance. 53 23-43

45. Jorion, P. ; Zhang, G. Good and bad credit contagion: Evidence from credit default swaps. 2007 Journal of Financial Economics. 84 860-883

46. Kiesel, F. ; Kolaric, S. ; Schiereck, D. Market integration and efficiency of CDS and equity markets. 2016 The Quarterly Review of Economics and Finance. 61 209-229

47. King, M.R. Time to buy or just buying time? The market reaction to bank rescue packages. 2009 En : BIS working paper no. 288. :

48. Lee, J. ; Naranjo, A. ; Velioglu, G. When do CDS spreads lead? Rating events, private entities, and firm-specific information flows. 2018 Journal of Financial Economics. 130 556-578

49. Lehnert, T. ; Neske, F. On the relationship between credit rating announcements and credit default swap spreads for european reference entities. 2006 Journal of Credit Risk. 2 83-90
    Paper not yet in RePEc: Add citation now
    
50. Leung, S. ; Kwok, Y. Credit default swap valuation with counterparty risk. 2004 Kyoto Economic Review. 74 25-45
    Paper not yet in RePEc: Add citation now
    

51. Lleshaj, D. ; Kocian, J. Short selling disclosure and its impact on CDS spreads. 2021 European Journal of Finance forthcoming. 1-35

52. Longstaff, F.A. ; Mithal, S. ; Neis, E. Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market. 2005 Journal of Finance. 60 2213-2253

53. Loon, Y.C. ; Zhong, Z.K. The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market. 2014 Journal of Financial Economics. 112 91-115

54. Loughran, T. ; Ritter, J.R. The new issue puzzle. 1995 Journal of Finance. 50 23-51

55. MacKinlay, C.A. Event studies in economics and finance. 1997 Journal of Economic Literature. 35 13-39

56. Mansi, S. ; Qi, Y.Q. ; Wald, J.K. Bond covenants, bankruptcy risk, and the cost of debt. 2021 Journal of Corporate Finance. 66 101799-

57. Mayordomo, S. ; Pena, J.I. ; Schwartz, E.S. Are all credit default swap databases equal?. 2010 :

58. Micu, M. ; Remolona, E.M. ; Wooldridge, P.D. The price impact of rating announcements: evidence from the credit default swap market. 2004 BIS Quarterly Review. 55-65

59. Mikkelson, W. Convertible security calls and security returns. 1981 Journal of Financial Economics. 9 237-264

60. Mun, J.C. ; Vasconcellos, G.M. ; Kish, R. The contrarian/overreaction hypothesis: An analysis of the us and Canadian stock markets. 2000 Global Finance Journal. 11 53-72

61. Naumer, H.J. ; Yurtoglu, B. It is not only what you say, but how you say it: ESG, corporate news, and the impact on CDS spreads. 2021 Global Finance Journal. -
    Paper not yet in RePEc: Add citation now
    

62. Norden, L. Information in CDS spreads. 2017 Journal of Banking and Finance. 75 118-135

63. Norden, L. ; Weber, M. Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements. 2004 Journal of Banking and Finance. 28 2813-2843

64. Packer, F. ; Zhu, H. Contractual terms and CDS pricing. 2005 BIS Quarterly Review. 89-100

65. Penman, S. Insider trading and the dissemination of firm forecast information. 1982 Journal of Business. 55 479-503

66. Pereira da Silva, P. Earnings surprises and the response of CDS markets. 2016 Studies in Economics and Finance. 33 377-402

67. Pop, A. ; Pop, D. Requiem for market discipline and the specter of TBTF in japanese banking. 2009 The Quarterly Review of Economics and Finance. 49 1429-1459

68. Posch, P.N. Time to change. Rating changes and policy implications. 2011 Journal of Economic Behavior & Organization. 80 641-656

69. Ritter, J.R. The long-run performance of initial public offerings. 1991 Journal of Finance. 46 3-27

70. Rosenstein, J. ; Wyatt, S. Outside directors, board independence and shareholder wealth. 1990 Journal of Financial Economics. 26 175-192

71. Sanders, R.W. ; Robins, R. Discriminating between wealth and information effects in event studies. 1991 Review of Quantitative Finance and Accounting. 1 307-330
    Paper not yet in RePEc: Add citation now
    

72. Schafer, A. ; Schnabel, I. ; Weder di Mauro, B. Financial sector reform after the subprime crisis: Has anything happened?. 2016 Review of Finance. 20 77-125

73. Shivakumar, L. ; Urcan, O. ; Vasvari, F.P. ; Zhang, L. The debt market relevance of management earnings forecasts: Evidence from before and during the credit crisis. 2011 Review of Accounting Studies. 16 464-486
    Paper not yet in RePEc: Add citation now
    

74. Siklos, P.S. Emerging market yield spreads: Domestic, external determinants, and volatility spillovers. 2011 Global Finance Journal. 22 83-100

75. Wengner, A. ; Burghof, H.P. ; Schneider, J. The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?. 2015 Journal of Economics and Business. 78 79-91

76. Zhu, H. An empirical comparison between the bond market and the credit default swap market. 2006 Journal of Financial Services Research. 29 211-265

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, .
   In: Working Papers.
   RePEc:hhs:lunewp:2011_038.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:33:y:2015:i:c:p:174-189.

   Full description at Econpapers || Download paper

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.
   RePEc:dau:papers:123456789/15008.

   Full description at Econpapers || Download paper

8. The role of a changing market: Environment for credit default swap pricing. (2014). Reitz, Stefan ; Leppin, Julian.
   In: HWWI Research Papers.
   RePEc:zbw:hwwirp:153.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.
    RePEc:hum:wpaper:sfb649dp2014-026.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

14. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:262-274.

    Full description at Econpapers || Download paper

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.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141717.

    Full description at Econpapers || Download paper

16. CDS spreads and systemic risk: A spatial econometric approach. (2013). Keiler, Sebastian ; Eder, Armin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:012013.

    Full description at Econpapers || Download paper

17. Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads. (2013). Perez, M. Fabricio ; Nayak, Subhankar ; Kalimipalli, Madhu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2969-2990.

    Full description at Econpapers || Download paper

18. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Wilson, Nicholas ; Tinoco, Mario Hernandez.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

    Full description at Econpapers || Download paper

19. Price discovery of credit spreads in tranquil and crisis periods. (2013). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:242-253.

    Full description at Econpapers || Download paper

20. Hedging stock sector risk with credit default swaps. (2013). Ratner, Mitchell ; Chiu, Chih-Chieh .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:18-25.

    Full description at Econpapers || Download paper

21. Credit cycle dependent spread determinants in emerging sovereign debt markets. (2013). Wagner, Niklas ; Thuraisamy, Kannan ; Riedel, Christoph .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:17:y:2013:i:c:p:209-223.

    Full description at Econpapers || Download paper

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 .
    In: Working Papers.
    RePEc:cnb:wpaper:2013/13.

    Full description at Econpapers || Download paper

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.
    In: MPRA Paper.
    RePEc:pra:mprapa:56781.

    Full description at Econpapers || Download paper

24. Rethinking Capital Structure Arbitrage. (2012). Lazar, Emese ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:42850.

    Full description at Econpapers || Download paper

25. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2012). Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:42848.

    Full description at Econpapers || Download paper

26. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:42847.

    Full description at Econpapers || Download paper

27. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Samaniego-Medina, Reyes ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
    In: Working Papers.
    RePEc:pab:wpbsad:12.07.

    Full description at Econpapers || Download paper

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.
    In: Working Papers.
    RePEc:pab:fiecac:12.03.

    Full description at Econpapers || Download paper

29. Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model. (2012). Huang, Alex.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:4:p:1497-1508.

    Full description at Econpapers || Download paper

30. Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market. (2012). Nayak, Subhankar ; Kalimipalli, Madhu.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:2:p:217-242.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:1-15.

    Full description at Econpapers || Download paper

32. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

    Full description at Econpapers || Download paper

33. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:119-131.

    Full description at Econpapers || Download paper

34. Animal Spirits in the Euro Area Sovereign CDS Market. (2012). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9092.

    Full description at Econpapers || Download paper

35. Credit contagion between financial systems. (2011). Wedow, Michael ; Podlich, Natalia .
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:201115.

    Full description at Econpapers || Download paper

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.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2011-17.

    Full description at Econpapers || Download paper

37. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
    In: Working Papers.
    RePEc:igi:igierp:415.

    Full description at Econpapers || Download paper

38. Commodities and financial variables: Analyzing relationships in a changing regime environment. (2011). Hammoudeh, Shawkat ; Bhar, Ramaprasad.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:4:p:469-484.

    Full description at Econpapers || Download paper

39. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430.

    Full description at Econpapers || Download paper

40. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

    Full description at Econpapers || Download paper

41. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

    Full description at Econpapers || Download paper

42. CDS: relación con índices accionarios y medida de riesgo. (2011). Mora-Valencia, Andrés ; Leon, Bernardo .
    In: Revista ESPE - Ensayos Sobre Política Económica.
    RePEc:col:000107:009445.

    Full description at Econpapers || Download paper

43. Default, liquidity and crises: an econometric framework. (2011). Renne, Jean-Paul ; Monfort, Alain ; Renne, J-P., .
    In: Working papers.
    RePEc:bfr:banfra:340.

    Full description at Econpapers || Download paper

44. The reaction of emerging market credit default swap spreads to sovereign credit rating changes. (2010). Ismailescu, Iuliana ; Kazemi, Hossein.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2861-2873.

    Full description at Econpapers || Download paper

45. Detecting Regime Shifts in Corporate Credit Spreads. (2009). Dionne, Georges ; Franois, Pascal ; Maalaoui, Olfa .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0929.

    Full description at Econpapers || Download paper

46. Credit Spread Changes within Switching Regimes. (2009). Dionne, Georges ; Franois, Pascal ; Maalaoui, Olfa .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0905.

    Full description at Econpapers || Download paper

47. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:719-730.

    Full description at Econpapers || Download paper

48. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Forte, Santiago ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

50. Time to buy or just buying time? The market reaction to bank rescue packages. (2009). King, Michael.
    In: BIS Working Papers.
    RePEc:bis:biswps:288.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 08:53:56 || Missing content? Let us know