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What drives corporate CDS spreads? A comparison across US, UK and EU firms. (2018). Pereira, John ; Nurullah, Mohamed ; Sorwar, Ghulam.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:56:y:2018:i:c:p:188-200.

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Cited: 14

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  1. Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118096.

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  2. Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118092.

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  3. The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

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  4. The Impact of Macroeconomic Risk Factors, the Adoption of Financial Derivatives on Working Capital Management, and Firm Performance. (2022). san Ong, Tze ; Muhamad, Haslinah ; Reyad, Hossain Mohammad ; Zariyawati, Mohd Ashhari.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:21:p:14447-:d:962571.

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  5. Do economic crises cause trading in Bitcoin?. (2022). Zhao, Jinsha.
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:rbf-02-2022-0048.

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  6. CDS spreads and COVID-19 pandemic. (2022). Dănuleţiu, Dan ; Apergis, Nicholas ; Xu, Bing ; Danuletiu, Dan .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001463.

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  7. Carbon Default Swap - Disentangling the Exposure to Carbon Risk through CDS. (2022). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10016.

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  8. What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564.

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  9. Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939.

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  10. Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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  11. Looking through systemic credit risk: determinants, stress testing and market value. (2019). Novales, Alfonso ; Chamizo, Alvaro.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1927.

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  12. A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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  13. Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41.

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  49. Trading Credit Default Swaps via Interdealer Brokers. (2007). Gündüz, Yalin ; Gunduz, Yalin ; Ludecke, Torsten ; Uhrig-Homburg, Marliese.
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  50. Has the credit derivatives swap market lowered the cost of corporate debt?. (2007). santos, joao ; Ashcraft, Adam.
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