The credit default swap market and the settlement of large defaults
暂无分享,去创建一个
[1] Lionel Fontagné,et al. Assessing barriers to trade in the distribution and telecom sectors in emerging countries , 2009, World Trade Review.
[2] V. Mignon,et al. The trade-growth nexus in the developing countries: a quantile regression approach , 2010 .
[3] D. Duffie. Banque de France Financial Stability Review Special Report on Over-the-Counter Derivatives Is There a Case for Banning Short Speculation in Sovereign Bond Markets? , 2010 .
[4] J. Aitken,et al. Counterparty Risk, Impact on Collateral Flows and Role for Central Counterparties , 2009, SSRN Electronic Journal.
[5] Cyrille Schwellnus,et al. Price Convergence in the European Union: Within Firms or Composition of Firms? , 2009 .
[6] G. Dufrénot,et al. Term of Trade Shocks in a Monetary Union: an Application to West-Africa , 2009 .
[7] Barry Eichengreen,et al. How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads , 2009 .
[8] Soledad Zignago,et al. Market Positioning of Varieties in World Trade: Is Latin America Losing Out on Asia? , 2009 .
[9] Manmohan Singh,et al. The Use (and Abuse) of CDS Spreads during Distress , 2009, SSRN Electronic Journal.
[10] N. Gauthier,et al. Credit default swaps and financial stability: risks and regulatory issues , 2009 .
[11] Markus K. Brunnermeier. Deciphering the Liquidity and Credit Crunch 2007-08 , 2008 .
[12] Miguel A. Segoviano Basurto,et al. Counterparty Risk in the Over-the-Counter Derivatives Market , 2008, SSRN Electronic Journal.
[13] Martin A. Weiss. The Global Financial Crisis: The Role of the International Monetary Fund (IMF) , 2008 .
[14] V. Coudert,et al. Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005 , 2008 .
[15] M. Inada,et al. Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS , 2007 .
[16] J. Wit. Exploring the CDS-Bond Basis , 2006 .
[17] The Pricing of Credit Default Swaps During Distress , 2006 .
[18] Philippe Jorion,et al. Good and Bad Credit Contagion: Evidence from Credit Default Swaps , 2006 .
[19] Roberto Blanco,et al. An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps , 2005 .
[20] Didier Cossin,et al. Are European Corporate Bond and Default Swap Markets Segmented? , 2004 .
[21] Lars Norden,et al. The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis , 2004 .
[22] Haibin Zhu. An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market , 2004 .
[23] Emmanuelle Olléon-Assouan. Techniques used on the credit derivatives market: credit default swaps , 2004 .
[24] Didier Cossin,et al. Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk? , 2002 .
[25] T. Vorst,et al. Pricing Default Swaps: Empirical Evidence , 2003 .
[26] John C. Hull,et al. Valuing Credit Default Swaps I , 2000 .
[27] Darrell Duffie,et al. Credit Swap Valuation , 1999 .