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Measuring the effect of watch-preceded and direct rating changes: a note on credit markets. (2018). Kiesel, F ; Kolaric, S.
In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
RePEc:dar:wpaper:87386.

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  1. .

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  2. When did the stock market start to react less to downgrades by Moody’s, S&P and Fitch?. (2021). Mossucca, Rossella ; Marandola, Ginevra.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:2:d:10.1007_s43546-021-00045-w.

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  3. The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts. (2020). Shen, Jianfu.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00868-7.

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  4. Market price effects of agency sovereign debt announcements: Importance of prior credit states. (2020). Binici, Mahir ; Miao, Evan Weicheng ; Hutchison, Michael.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:769-787.

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References

References cited by this document

    References contributed by pfo235-18558

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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, .
    In: Working Papers.
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  2. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O.
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  3. Anticipation of takeovers in stock and options markets. (2015). Liu, Dehong ; Lallemand, Justin ; Lung, Pei Peter .
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  4. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Zhang, Lei ; Massa, Massimo.
    In: CEPR Discussion Papers.
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  5. Insider Trading in the Bond Market: Evidence from Loan Sale Events. (2015). Schmidt, Daniel ; Massa, Massimo.
    In: CEPR Discussion Papers.
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  6. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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  8. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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  9. An Analysis of CDS Market Liquidity by the Hawkes Process. (2013). Egami, Masahiko ; Kato, Yasuyuki ; Sawaki, Tomochika .
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  10. Stock Prices and Stock Return Volatilities Implied by the Credit Market. (2013). Byström, Hans ; Bystrom, Hans.
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  11. Laying off credit risk: Loan sales versus credit default swaps. (2013). Winton, Andrew ; Parlour, Christine A..
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  12. Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis. (2013). Lo, Chi-Fai ; Lau, Chun-Sing ; Hui, Cho-Hoi.
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  14. The network structure of the CDS market and its determinants. (2013). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
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  15. The price impact of CDS trading. (2012). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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