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The Determinants of Credit Default Swap Premia. (2009). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo.
In: Journal of Financial and Quantitative Analysis.
RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09.

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  1. Leveraging prices from credit and equity option markets for portfolio risk management. (2024). Boudreault, Mathieu ; Begin, Jeanfranois ; Theriault, Mathieu.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:1:p:122-147.

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  2. Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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  3. Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Veller, Andrea ; Cavezzali, Elisa ; Rigoni, Ugo ; Simion, Giorgia.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205.

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  4. Determinants of credit default swap spread changes: The sell-side perspective. (2024). Joe, Denis Yongmin ; Park, Haerang ; Oh, Byungmin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323008462.

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  5. Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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  6. Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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  10. Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market*. (2023). Shi, Zhan ; Liu, Bibo ; Huang, Jing-Zhi.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:2:p:539-579..

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  11. Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C.
    In: Working Papers.
    RePEc:mib:wpaper:509.

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  12. Does CDS market price intangible asset value? Evidence from SG&A expenditure. (2023). Xie, Yuan ; Lin, Xintian ; Huang, Rong.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01165-0.

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  13. Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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  14. Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397.

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  15. Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options. (2023). Mancino, Maria Elvira ; Maglione, Federico.
    In: Risks.
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  16. Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C.
    In: Working Papers.
    RePEc:fem:femwpa:2023.04.

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  17. 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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  18. 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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  19. The influence of green innovation on default risk: Evidence from Europe. (2023). Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; Salerno, Dario ; Meles, Antonio ; Zhang, Jianing.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:692-710.

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  20. How does carbon regulatory policy affect debt financing costs? Empirical evidence from China. (2023). Weber, Olaf ; Liu, Pei-Zhi ; Boubaker, Sabri ; Ren, Yi-Shuai.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:90:y:2023:i:c:p:77-90.

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  21. Uncertain tone, asset volatility and credit default swap spreads. (2023). Ramani, Srikanth ; Patel, Saurin ; Doshi, Hitesh ; Sooy, Matthew.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000309.

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  22. COVID-19 Pandemic and Global Corporate CDS Spreads. (2023). Wu, Eliza ; To, Thomas Y ; Marra, Miriam ; Hasan, Iftekhar ; Zhang, Gaiyan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001984.

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  23. Unraveling the impact of climate policy uncertainty on corporate default risk: Evidence from China. (2023). Yan, Jingzhou ; Deng, Guoying ; Liu, Junrong ; Ma, Shibo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007572.

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  24. Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900.

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  25. Default risk and earnings expectations: The role of contract maturity in the credit default swap market. (2023). Taylor, Gary K ; Hill, Mary S.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:4:p:4275-4298.

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  26. Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C.
    In: Staff Working Papers.
    RePEc:bca:bocawp:23-38.

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  27. Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos.
    In: FEEM Working Papers.
    RePEc:ags:feemwp:330720.

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  28. What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell.
    In: The Energy Journal.
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  29. The Impact of Covid-19 Dynamics on SCDS Spreads in Selected CEE Countries. (2022). Czech, Maria .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxv:y:2022:i:1:p:254-271.

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  30. Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117539.

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  31. Does CEOs early life experience affect corporate bond yield spread? Evidence from Chinas great famine. (2022). Zhang, Weihua ; Xie, Yan ; Wang, Xin ; Xue, Fei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:1012-1024.

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  32. Powerful CEOs and their legacy: Evidence from credit risk around CEO turnovers. (2022). Sen, Kaustav ; Ismailescu, Iuliana ; Braga-Alves, Marcus V.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:345-358.

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  33. The CDS market reaction to loan renegotiation announcements. (2022). Sewaid, Ahmed ; Martin-Oliver, Alfredo ; Silaghi, Florina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000310.

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  34. CDS spreads and COVID-19 pandemic. (2022). Dănuleţiu, Dan ; Apergis, Nicholas ; Xu, Bing ; Danuletiu, Dan .
    In: Journal of International Financial Markets, Institutions and Money.
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  35. Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?. (2022). Urban, Jorg ; Schienle, Melanie ; Buse, Rebekka.
    In: Journal of International Economics.
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  36. Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar.
    In: Journal of Financial Stability.
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  37. Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301418.

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  38. Option trading volume by moneyness, firm fundamentals, and expected stock returns. (2022). Zhou, YI.
    In: Journal of Financial Markets.
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  39. The relevance of GAAP vs. non-GAAP net assets to creditors: An examination of the credit default swap market. (2022). Taylor, Gary K ; Hill, Mary S ; Brasel, Kelsey R.
    In: Advances in accounting.
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  40. 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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  41. Enhanced disclosure of credit derivatives, information asymmetry and credit risk. (2022). Zhao, Qiuhong.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:717-751.

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  42. The role of credit default swaps in determining corporate payout policy. (2022). Oh, Frederick Dongchuhl ; Lee, Hwang Hee.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:2:p:635-661.

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  43. A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU.
    In: Papers.
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  45. Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis. (2021). Molyneux, Philip ; Li, Matthew C ; Fu, Xiaoqing.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01852-0.

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  46. Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Bulfone, Giacomo.
    In: Working Paper series.
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  47. The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?. (2021). Hellara, Slaheddine ; Amamou, Souhir Amri.
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  48. Relationship between the financial and the real economy: A bibliometric analysis. (2021). Verbi, Miroslav ; Zabavnik, Darja.
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  49. Corporate environmental responsibility and default risk: Evidence from China. (2021). Ma, Yi-Ming ; Zhong, Rui ; Wang, Yao ; Shih, Yi-Cheng.
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  50. What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon.
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  51. To change or not to change? The CDS market response of firms on credit watch. (2021). Schiereck, Dirk ; Norden, Lars ; Kolaric, Sascha ; Kiesel, Florian.
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  52. Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232.

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  53. Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis. (2021). Wang, Teng ; Qiu, Buhui ; Liu, YA.
    In: Journal of Financial Stability.
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  54. Does Managerial Education Matter for Credit Risk? Evidence from Taiwan. (2021). Lin, Li-Feng ; Ngoc, Thi Bao ; Yu, Jui-Hung ; Su, Xuan-Qi.
    In: Finance Research Letters.
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  55. Evaluating corporate credit risks in emerging markets. (2021). Chan, Wing ; Kalimipalli, Madhu ; Dodd, Olga.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302532.

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  56. Spurious cross-sectional dependence in credit spread changes. (2021). McAleer, Michael ; Jaskowski, Marcin.
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    RePEc:eee:ecosta:v:18:y:2021:i:c:p:12-27.

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  57. The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven.
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  58. The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul.
    In: Journal of Economic Dynamics and Control.
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  59. Options trading and the cost of debt. (2021). Garcia, Sergio J ; Blanco, Ivan.
    In: Journal of Corporate Finance.
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  60. The value of bond underwriter relationships. (2021). Nielsen, Mads Stenbo ; Dick-Nielsen, Jens ; von Ruden, Stine Louise.
    In: Journal of Corporate Finance.
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  61. Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar.
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  62. The effect of environmental sustainability on credit risk. (2020). Zwergel, Bernhard ; Landau, Alexander ; Klein, Christian ; Hock, Andre.
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  63. Distress risk, product market competition, and corporate bond yield spreads. (2020). Lee, Han-Hsing.
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  64. The risk management implications of using end of day consensus pricing for single name CDS. (2020). Sopranzetti, Ben ; Sokolinskiy, Oleg ; Ronen, Tavy.
    In: Review of Quantitative Finance and Accounting.
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  65. The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads. (2020). Toscano, Mario ; Patane, Michele ; Anelli, Michele ; Zedda, Stefano.
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  66. Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; Szafrański, Grzegorz ; Kwas, Marek ; Woko, Zuzanna ; Szafraski, Grzegorz.
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  67. The Credit Spread Curve Distribution and Economic Fluctuations in Japan. (2020). Okimoto, Tatsuyoshi ; Sumiko, Takaoka ; Tatsuyoshi, Okimoto.
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  68. Policy uncertainty and corporate credit spreads. (2020). Savor, Pavel ; Maleki, Hosein ; Kryzanowski, Lawrence ; Kaviani, Mahsa S.
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  69. Pricing structured products with economic covariates. (2020). Jacobs, Kris ; Doshi, Hitesh ; Choi, Yongseok ; Turnbull, Stuart M.
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  70. Performance of default-risk measures: the sample matters. (2020). Muga, Luis ; Sanchez, Santiago ; Gonzalez-Urteaga, Ana ; Abinzano, Isabel.
    In: Journal of Banking & Finance.
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  71. Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro.
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  72. Corporate innovation and credit default swap spreads. (2020). Oh, Frederick Dongchuhl ; Lee, Hwang Hee.
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  73. Structural recovery of face value at default. (2020). Tarelli, Andrea ; Sbuelz, Alessandro ; Guha, Rajiv.
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  74. News sentiment, credit spreads, and information asymmetry. (2020). Wang, Xinjie ; Liu, Zhechen ; Yang, Shanxiang.
    In: The North American Journal of Economics and Finance.
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  75. CDS Returns. (2020). Xu, Haohua ; Saleh, Fahad ; Augustin, Patrick.
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  76. Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets. (2020). Pinter, Gabor ; Czech, Robert.
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  77. Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert.
    In: Bank of England working papers.
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  78. The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; da Fonseca, Jose.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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  79. Do corporate social responsibility ratings affect credit default swap spreads?. (2019). Drago, Danilo ; Gallo, Raffaele ; Carnevale, Concetta.
    In: Corporate Social Responsibility and Environmental Management.
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  80. Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2019:08.

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  81. 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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  82. Forward-looking asset correlations in the estimation of economic capital. (2019). Novales, Alfonso ; Fonollosa, Alexandre ; Chamizo, Alvaro.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1925.

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  83. Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter.
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  84. Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach. (2019). Tiwari, Aviral ; Naifar, Nader ; Hammoudeh, Shawkat.
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  85. Internet Searches, Household Sentiment and Credit Spreads. (2019). Byström, Hans ; Bystrom, Hans.
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  86. Do Corporate Social Responsibility Activities Reduce Credit Risk? Short and Long-Term Perspectives. (2019). Kim, Jungmu ; Thu, Thuy Thi.
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    RePEc:gam:jsusta:v:11:y:2019:i:24:p:6962-:d:294875.

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  87. The Effect of Systematic Default Risk on Credit Risk Premiums. (2019). Kim, Jungmu.
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  88. The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo.
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  89. Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. (2019). Aman, Asia.
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  90. Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker.
    In: Research in International Business and Finance.
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  91. Pricing factors in multiple-term structures from interbank rates. (2019). Lafuente, Juan Angel ; Serrano, Pedro ; Petit, Nuria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:91:y:2019:i:c:p:138-159.

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  92. The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

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  93. Operational risk and reputation in financial institutions: Does media tone make a difference?. (2019). Barakat, Ahmed ; Bryce, Cormac ; Fenn, Paul ; Ashby, Simon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:1-24.

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  94. Forward-looking asset correlations in the estimation of economic capital. (2019). Novales, Alfonso ; Fonollosa, Alexandre ; Chamizo, Alvaro.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:264-288.

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  95. Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks. (2019). King, Michael R.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:41:y:2019:i:c:p:55-72.

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  96. Reaction of the credit default swap market to the release of periodic financial reports. (2019). Nasiri, Maryam Akbari ; Mishra, Sagarika ; Narayan, Paresh Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306872.

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  97. Large EU banks’ capital and liquidity: Relationship and impact on credit default swap spreads. (2019). Girardone, Claudia ; Sclip, Alex ; Miani, Stefano.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:51:y:2019:i:4:p:438-461.

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  99. The time-varying impact of systematic risk factors on corporate bond spreads. (2018). Pliszka, Kamil ; Klein, Arne C.
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  100. Is there a missing factor? A canonical correlation approach to factor models. (2018). Perez, M. Fabricio ; Dieckmann, Stephan ; Ahn, Seung C.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:36:y:2018:i:4:p:321-347.

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  101. Short‐selling and credit default swap spreads—Where do informed traders trade?. (2018). Lepone, Andrew ; Lecce, Steven ; Yang, Jin Y ; Wong, Jin Boon ; McKenzie, Michael D.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:8:p:925-942.

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  102. Corporate Governance Effects on Risk Management and Shareholder Wealth: The Case of Mergers and Acquisitions. (2018). Zhang, Yang.
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  103. Spurious Cross-Sectional Dependence in Credit Spread Changes. (2018). McAleer, Michael ; Jaskowski, Marcin .
    In: Documentos de Trabajo del ICAE.
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  104. Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180100.

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  105. The Determinants of Credit Risk: Analysis of US Industry-level Indices. (2018). Shahzad, Syed Jawad Hussain ; Kumar, Ronald.
    In: Global Business Review.
    RePEc:sae:globus:v:19:y:2018:i:5:p:1152-1165.

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  106. Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach. (2018). Mili, Mehdi.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0068-1.

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  107. Dynamic Dependence and Diversification in Corporate Credit*. (2018). Langlois, Hugues ; Jin, Xisong ; Jacobs, Kris ; Christoffersen, Peter.
    In: Review of Finance.
    RePEc:oup:revfin:v:22:y:2018:i:2:p:521-560..

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  108. Credit Risk Research: Review and Agenda. (2018). Zamore, Stephen ; Hobdari, Bersant ; Alon, Ilan ; Djan, Kwame Ohene.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:54:y:2018:i:4:p:811-835.

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  109. Credit default swap spreads and annual report readability. (2018). Zhu, LU ; Liu, Ling.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0639-8.

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  110. The determinants of CDS spreads: evidence from the model space. (2018). Vilsmeier, Johannes ; Pelster, Matthias.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9134-6.

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  111. The Effects of Industry Specific and Local Economic Factors on Credit Default Swap Spreads: Evidence from REITs. (2018). Zhu, LU ; Bai, Qing.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:54:y:2018:i:3:d:10.1007_s10693-016-0269-7.

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  112. Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims. (2018). Inaba, Kei-Ichiro.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0241-6.

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  113. Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach. (2018). Pacelli, Graziella ; Ballestra, Luca Vincenzo ; Andreoli, Alessandro.
    In: Computational Economics.
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  114. Rating Migration and Bond Valuation: Ahistorical Interest Rate and Default Probability Term Structures. (2018). Barnard, Brian.
    In: Expert Journal of Finance.
    RePEc:exp:finnce:v:6:y:2018:i:1:p:16-30.

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  115. Spurious Cross-Sectional Dependence in Credit Spread Changes. (2018). McAleer, Michael ; Jaskowski, M.
    In: Econometric Institute Research Papers.
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  116. Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

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  117. The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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  118. Bank stability and refinancing operations during the crisis: Which way causality?. (2018). Arnold, Ivo ; Soederhuizen, Beau.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

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  119. The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences. (2018). Shahbaz, Muhammad ; Hkiri, Besma ; Aloui, Chaker ; Hammoudeh, Shawkat.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:237-257.

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  120. What moves benchmark money market rates? Evidence from the BBSW market. (2018). Casavecchia, Lorenzo ; Wu, Eliza ; Loudon, Geoffrey F.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:137-154.

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  121. A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

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  122. 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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  123. Debt market illiquidity and correlated default risk. (2018). Javadi, Siamak ; Mollagholamali, Mohsen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:266-273.

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  124. The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence. (2018). Leonida, Leone ; Mallick, Sushanta K ; Benbouzid, Nadia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:226-240.

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  125. The reputational effects of analysts stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry. (2018). Barakat, Ahmed ; Fenn, Paul ; Ashby, Simon.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:1-22.

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  126. On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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  127. Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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  128. Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:619.

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  129. The economic significance of CDS price discovery. (2017). Fang, Victor ; Chng, Michael T ; Xiang, Vincent.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0540-2.

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  130. Bank Solvency and Funding Cost; New Data and New Results. (2017). Schmitz, Stefan ; Valderrama, Laura ; Sigmund, Michael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2017/116.

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  131. Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data via Default Probability Term Structures. (2017). Barnard, Brian.
    In: Expert Journal of Finance.
    RePEc:exp:finnce:v:5:y:2017:i::p:49-72.

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  132. Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data via Default Probability Term Structures. (2017). Barnard, Brian.
    In: Expert Journal of Finance.
    RePEc:exp:finnce:v:5:y:2017:i:1:p:49-72.

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  133. Valuation of systematic risk in the cross-section of credit default swap spreads. (2017). Scheule, Harald ; Claussen, Arndt ; Rosch, Daniel ; Lohr, Sebastian .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:64:y:2017:i:c:p:183-195.

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  134. Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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  135. An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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  136. Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

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  137. Institutional investment horizon, the information environment, and firm credit risk. (2017). Switzer, Lorne ; Wang, Jun.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:29:y:2017:i:c:p:57-71.

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  138. Understanding transactions prices in the credit default swaps market. (2017). Tang, Dragon Yongjun ; Yan, Hong.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:32:y:2017:i:c:p:1-27.

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  139. Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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  140. The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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  141. The determinants of CDS spreads: Evidence from the model space. (2016). Pelster, Matthias ; Vilsmeier, Johannes.
    In: Discussion Papers.
    RePEc:zbw:bubdps:432016.

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  142. Competing for savings : how important is creditworthiness during the crisis?. (2016). Gerritsen, Dirk ; Bikker, Jacob ; Schwillens, Steffie M.
    In: Working Papers.
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  143. A joint analysis of market indexes in credit default swap, volatility and stock markets. (2016). DA FONSECA, José ; Wang, Peiming.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:19:p:1767-1784.

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  144. The Market-implied Probability of European Government Intervention in Distressed Banks. (2016). Rajan, Sriram ; Kay, Benjamin ; Glasserman, Paul ; Neuberg, Richard.
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  145. Cash flow volatility and corporate bond yield spreads. (2016). Alan, ; Vetzal, Kenneth R ; Huang, Alan G.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0474-0.

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  146. The Determinants of Global Bank Credit-Default-Swap Spreads. (2016). HASAN, IFTEKHAR ; Zhang, Gaiyan ; Liu, Liuling.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:50:y:2016:i:3:d:10.1007_s10693-015-0232-z.

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  147. Dynamic credit default swaps curves in a network topology. (2016). Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang K ; Xu, Xiu.
    In: SFB 649 Discussion Papers.
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  148. Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. (2016). Lahiani, Amine ; GUPTA, RANGAN ; Hammoudeh, Shawkat.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456.

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  149. Treasury yields and credit spread dynamics: A regime-switching approach. (2016). Georgoutsos, Dimitris ; Kounitis, Thomas.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:14:y:2016:i:pa:p:39-51.

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  150. Bank credit default swaps and deposit insurance around the world. (2016). Fang, Yiwei ; Zhang, Gaiyan ; Liu, Liuling.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:69:y:2016:i:c:p:339-363.

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  151. An analysis of euro area sovereign CDS and their relation with government bonds. (2016). Fontana, Alessandro ; Scheicher, Martin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:62:y:2016:i:c:p:126-140.

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  152. CDS pricing and accounting disclosures: Evidence from U.S. bank holding corporations around the recent financial crisis. (2016). Kanagaretnam, Kiridaran ; Zhang, Sanjian Bill .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:33-44.

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  153. Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

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  154. Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market. (2016). DA FONSECA, José ; Ziveyi, Jonathan ; Ignatieva, Katja.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:215-228.

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  155. Panel multi-predictor test procedures with an application to emerging market sovereign risk. (2016). Thuraisamy, Kannan ; Westerlund, Joakim.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:28:y:2016:i:c:p:44-60.

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  156. Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin .
    In: Eurasian Business & Economics Journal.
    RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67.

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  157. Competing for savings: how important is creditworthiness during the crisis?. (2016). schwillens, Stephanie ; Gerritsen, Dirk ; Bikker, Jacob.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:493.

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  158. Systemic risk-taking at banks: Evidence from the pricing of syndicated loans. (2016). Wagner, Wolf ; Gong, Di.
    In: CEPR Discussion Papers.
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  159. Markets are Smart! Structural Reforms and Country Risk. (2016). Dajud, Camilo Umana ; Sorescu, Silvia ; Findlay, Christopher.
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  160. A Simple Econometric Approach for Modeling Stress Event Intensities. (2015). Scheule, Harald ; Rosch, Daniel ; Jobst, Rainer ; Schmelzle, Martin .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:35:y:2015:i:4:p:300-320.

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  161. Sovereign Risk and the Pricing of Corporate Credit Default Swaps. (2015). Haerri, Matthias ; Morkoetter, Stefan ; Westerfeld, Simone .
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  162. Common factors in credit defaults swap markets. (2015). Härdle, Wolfgang ; Hardle, Wolfgang ; Chen, Cathy .
    In: Computational Statistics.
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  163. Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets. (2015). Hertrich, Markus.
    In: MPRA Paper.
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  164. Do CDS spreads move with commonality in liquidity?. (2015). Weiss, Gregor ; Supper, Hendrik ; Meine, Christian .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:3:p:225-261.

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  165. The Effects of Prudential Supervision on Bank Resiliency and Profits in a Multi-Agent Setting. (2015). Monahov, Alexandru.
    In: GREDEG Working Papers.
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  166. Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John.
    In: Working Papers.
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  167. On the compensation for illiquidity in sovereign credit markets. (2015). Lafuente, Juan Angel ; Serrano, Pedro.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:30:y:2015:i:c:p:83-100.

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  168. The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?. (2015). Wengner, Andreas ; Schneider, Johannes ; Burghof, Hans-Peter.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:78:y:2015:i:c:p:79-91.

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  169. Trading strategies with implied forward credit default swap spreads. (2015). Urga, Giovanni ; Leccadito, Arturo ; Tunaru, Radu S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:361-375.

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  170. An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:80-93.

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  171. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
    In: Journal of Financial Stability.
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  172. Does economic policy uncertainty drive CDS spreads?. (2015). Wisniewski, Tomasz Piotr ; Lambe, Brendan John .
    In: International Review of Financial Analysis.
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  173. The impact of liquidity on senior credit index spreads during the subprime crisis. (2015). Marra, Miriam .
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  174. Disentangling contagion among sovereign CDS spreads during the European debt crisis. (2015). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:165-179.

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  175. Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI.
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  176. The Determinants of CoCo Bond Prices. (2015). Wolff, Christian ; Masror, Sara Abed ; Vermaelen, Theo .
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  177. The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach. (2015). Pires, Pedro ; Martins, Lus Filipe ; Pereira, Joo Pedro.
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  178. The role of a changing market environment for credit default swap pricing. (2014). Reitz, Stefan ; Leppin, Julian.
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  179. The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian.
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  180. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john.
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  181. Bank Systemic Risk-Taking and Loan Pricing : Evidence from Syndicated Loans. (2014). Gong, Di.
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  182. Bank Systemic Risk-Taking and Loan Pricing : Evidence from Syndicated Loans. (2014). Gong, Di.
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  183. Bank Systemic Risk-Taking and Loan Pricing : Evidence from Syndicated Loans. (2014). Gong, Di.
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  184. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2014). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
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  185. An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives. (2014). Mayordomo, Sergio ; Pea, Juan Ignacio.
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  186. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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  187. Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G..
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  188. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jae Won ; Whitelaw, Robert F. ; Richardson, Matthew P..
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  189. Does modeling framework matter? A comparative study of structural and reduced-form models. (2014). Gündüz, Yalin ; Gunduz, Yalin ; Uhrig-Homburg, Marliese.
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  190. Financial Linkages between U.S. Sector Credit Default Swaps Markets. (2014). Jawadi, Fredj ; Hammoudeh, Shawkat ; Arouri, Mohamed.
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  191. What Do Credit Markets Tell Us About the Speed of Leverage Adjustment?. (2014). Elkamhi, Redouane ; Vijh, Anand M ; Pungaliya, Raunaq S.
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  192. Estimating credit default swap spreads using accounting data, market quotes and credit ratings: the European Banks Case. (2014). Laghi, Enrico ; D'Amico, Eugenio ; di Marcantonio, Michele .
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  193. Cross-hedging strategies between CDS spreads and option volatility during crises. (2014). DA FONSECA, José ; Gottschalk, Katrin .
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    RePEc:eee:jimfin:v:49:y:2014:i:pb:p:386-400.

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  194. The determinants of CDS spreads. (2014). Galil, Koresh ; Amiram, Dan ; Ben-Zion, Uri ; Shapir, Offer Moshe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:41:y:2014:i:c:p:271-282.

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  195. Financial linkages between US sector credit default swaps markets. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; JAWADI, Fredj ; AROURI, Mohamed.
    In: Journal of International Financial Markets, Institutions and Money.
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  196. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:72-85.

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  197. Corporate yield spreads and real interest rates. (2014). Batten, Jonathan ; Jacoby, Gady ; Liao, Rose C..
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    RePEc:eee:finana:v:34:y:2014:i:c:p:89-100.

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  198. 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.

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  199. Recovering default risk from CDS spreads with a nonlinear filter. (2014). Guarín López, Alexander ; Guarin, Alexander ; Liu, Xiaoquan ; Ng, Wing Lon .
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  200. On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel.
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  201. The determinants of global bank credit-default-swap spreads. (2014). HASAN, IFTEKHAR ; Zhang, Gaiyan ; Liuling, Liu .
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  202. What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply. (2014). Miyakawa, Daisuke ; Watanabe, Shuji ; Titman, Sheridan.
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  203. The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads. (2014). Svec, Jiri ; Peat, Maurice ; Wang, Jue.
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  204. Sovereign Asset Values and Implications for the Credit Market. (2013). Kalteier, Eva-Maria ; Posch, Peter N.
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  205. Sovereign default swap market efficiency and country risk in the eurozone. (2013). Gündüz, Yalin ; Kaya, Orcun ; Gunduz, Yalin.
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  206. CDS spreads and systemic risk: A spatial econometric approach. (2013). Keiler, Sebastian ; Eder, Armin.
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  207. The Number of State Variables for CDS Pricing. (2013). guo, biao ; Han, Qian ; Ryu, Doojin.
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  208. Sovereign asset values and implications for the credit market. (2013). Posch, Peter ; Kalteier, Evamaria.
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  209. Dynamics of CDS spread indexes of US financial sectors. (2013). Hammoudeh, Shawkat ; Nandha, Mohan ; Yuan, Yuan.
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  210. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?. (2013). cotter, john ; Avino, Davide.
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  211. The Drivers of Credit Default Swap Prices: Evidence from Selected Emerging Market Countries. (2013). Ozturk, Huseyin ; Ertugrul, Hasan.
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    RePEc:mes:emfitr:v:49:y:2013:i:s5:p:228-249.

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  212. Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations. (2013). Shiohama, Takayuki ; Miura, Masakazu ; Tamaki, Kenichiro .
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  213. Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence. (2013). Yang, Jian ; Zhou, Yinggang .
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  214. Parameter Estimation and Inference with Spatial Lags and Cointegration. (2013). Mutl, Jan ; Sogner, Leopold .
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  215. Sovereign asset values and implications for the credit market. (2013). Posch, Peter ; Kalteier, Eva-Maria .
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  216. What drives corporate default risk premia? Evidence from the CDS market. (2013). Diaz, Antonio ; Serrano, Pedro ; Groba, Jonatan .
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  217. Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis. (2013). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:124-145.

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  218. What determines Euro area bank CDS spreads?. (2013). Vespro, Cristina ; Van Roy, Patrick ; de Ceuster, Marc ; Annaert, Jan.
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    RePEc:eee:jimfin:v:32:y:2013:i:c:p:444-461.

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  219. Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads. (2013). Perez, M. Fabricio ; Nayak, Subhankar ; Kalimipalli, Madhu .
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  220. Product market competition and credit risk. (2013). Lee, Han-Hsing ; Huang, Hsing-Hua .
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  221. Credit and liquidity components of corporate CDS spreads. (2013). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
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  222. Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises. (2013). Zhang, Gaiyan.
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  223. Government interventions and default risk: Does one size fit all?. (2013). Klomp, Jeroen.
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  224. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick.
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  225. Hedging stock sector risk with credit default swaps. (2013). Chiu, Chih-Chieh ; Ratner, Mitchell .
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  226. Risk spillovers in oil-related CDS, stock and credit markets. (2013). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Liu, Tengdong .
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  227. Preferred stock: Some insights into capital structure. (2013). Liu, Crocker H. ; Villupuram, Sriram ; Kallberg, Jarl .
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  228. Determinants and price discovery of China sovereign credit default swaps. (2013). zhang, gaiyan ; Eyssell, Thomas ; Fung, Hung-Gay.
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  229. Oil price uncertainty and sovereign risk: Evidence from Asian economies. (2013). Thuraisamy, Kannan ; Sharma, Susan.
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  230. REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES. (2013). guo, biao ; Newton, David .
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  231. THE DETERMINANTS OF CDS SPREADS. (2013). Galil, Koresh ; Amiram, Dan ; Ben-Zion, Uri ; Shapir, Offer Moshe.
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  232. Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel.
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  233. Dynamic Diversification in Corporate Credit. (2013). Jin, Xisong ; Christoffersen, Peter ; Jacobs, Kris ; Langlois, Hugues.
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  234. Equity volatility, bond yields, and yield spreads. (2012). Lipton, Amy F. ; Jubinski, Daniel .
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  235. Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis. (2012). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio.
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  236. The Time Varying Properties of Credit and Liquidity Components of CDS Spreads. (2012). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
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  237. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2012). Avino, Davide.
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  238. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
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  239. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
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  240. How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
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  241. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
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  242. Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market. (2012). Kalimipalli, Madhu ; Nayak, Subhankar .
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  243. Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling .
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  244. Endogenizing exogenous default barrier models: The MM algorithm. (2012). Lovreta, Lidija ; Forte, Santiago.
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  245. Correlation in credit risk changes. (2012). Pu, Xiaoling ; Zhao, Xinlei.
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  246. Daily pricing of emerging market sovereign CDS before and during the global financial crisis. (2012). Neuenkirch, Matthias ; Hayo, Bernd ; Fender, Ingo.
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  247. Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis. (2012). Wagner, Niklas ; Kluppelberg, Claudia ; Schreiber, Irene ; Muller, Gernot.
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  248. 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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  249. Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Arce, Oscar.
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  250. Option†Adjusted Delta Credit Spreads: a Cross†Country Analysis. (2012). HASAN, IFTEKHAR ; Becchetti, Leonardo ; Carpentieri, Andrea .
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  251. Boom-bust cycles, imbalances and discipline in Europe. (2012). Molina Sánchez, Luis ; del Río, Pedro ; Alberola, Enrique ; del Rio, Pedro.
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  252. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. (2011). McAleer, Michael ; liu, teng dong ; Hammoudeh, Shawkat ; Chang, Chia-Lin.
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  253. Currency Total Return Swaps: Valuation and Risk Factor Analysis. (2011). Hübner, Georges ; Hubner, Georges ; Cuchet, Romain ; Franois, Pascal.
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  254. A Multifactor Model of Credit Spreads. (2011). .
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  255. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chang, C-L., ; Liu, T..
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  256. Asymmetric convergence in US financial credit default swap sector index markets. (2011). Hammoudeh, Shawkat ; Chen, Li-Hsueh ; Yuan, Yuan.
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  257. Financial CDS, stock market and interest rates: Which drives which?. (2011). Sarı, Ramazan ; Hammoudeh, Shawkat ; Sari, Ramazan.
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  258. The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. (2011). Bekkour, Lamia ; Lehnert, Thorsten ; Amadari, Maria Chiara .
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  259. CDS: relación con índices accionarios y medida de riesgo. (2011). Mora-Valencia, Andrés ; Leon, Bernardo .
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  260. Credit Spread Changes and Equity Volatility: Evidence from Daily Data. (2011). Hibbert, Ann Marie ; Dandapani, Krishnan ; Barber, Joel ; Pavlova, Ivelina.
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  261. Market and Model Credit Default Swap Spreads: Mind the Gap!. (2011). Bedendo, Mascia ; Jahel, Lina Ela ; Cathcart, Lara.
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  262. The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study . (2011). Anton, Sorin.
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  263. STOCHASTIC FILTERING WITH APPLICATIONS IN FINANCE:. (2010). Bhar, Ramaprasad.
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  264. Bank capital : lessons from the financial crisis. (2010). merrouche, ouarda ; Detragiache, Enrica ; Demirguc-Kunt, Asli.
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  265. Bank Capital; Lessons From the Financial Crisis. (2010). Detragiache, Enrica ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Merrouche, Ouarda.
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  266. The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions. (2010). Podpiera, Jiri ; Ötker-Robe, Inci ; Otker, Inci.
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  267. Market conditions, default risk and credit spreads. (2010). yan, hong ; Tang, Dragon Yongjun.
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  268. The information content of option-implied volatility for credit default swap valuation. (2010). Cao, Charles ; Zhong, Zhaodong ; Yu, Fan.
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  269. An analysis of euro area sovereign CDS and their relation with government bonds. (2010). Fontana, Alessandro ; Scheicher, Martin.
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  270. An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil. (2010). Guazzarotti, Giovanni ; Di Cesare, Antonio.
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  271. The market for corporate control and the cost of debt. (2009). Qiu, Jiaping ; Yu, Fan.
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