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Credit default Swaps and the Credit Crisis. (2010). Stulz, Rene.
In: Economic Policy.
RePEc:rnp:ecopol:1066.

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  1. Regulation and the demand for credit default swaps in experimental bond markets. (2024). Duffy, John ; Schram, Arthur ; Weber, Matthias.
    In: European Economic Review.
    RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000746.

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  2. Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11019.

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  3. Why do banks use credit default swaps (CDS)? A systematic review. (2024). , Tabassum ; Yameen, Mohammad.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:1:p:201-231.

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  4. Determinants and hedging effectiveness of Chinas sovereign credit default swaps. (2023). Jiang, Yong ; Muvunza, Taurai.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2074-2087.

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  5. Can credit default swaps exert an enduring monitoring influence on political integrity?. (2023). Chen, Sheng-Syan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01100-9.

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  6. CDS Trading Initiation, Information Asymmetry, and Dividend Payout. (2023). Zhao, Jianxin Donny ; Li, Chao Kevin ; Landsman, Wayne R.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:1:p:684-701.

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  7. Bank loan renegotiation and credit default swaps. (2023). Shohfi, Thomas D ; Francis, Bill B ; Donato, James ; Clark, Brian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426620301989.

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  8. Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998.

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  10. .

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  11. Credit Default Swaps around the World. (2022). Subrahmanyam, Marti G ; Lee, Jongsub ; Conrad, Jennifer ; Bartram, Shnke M.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:35:y:2022:i:5:p:2464-2524..

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  12. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market. (2022). Wu, Jing ; Birge, John R ; Babich, Volodymyr ; Agca, Senay.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:9:p:6506-6538.

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  13. Being Naked - et Quo hinc ?: Developing a ‘Skin-in-the-Game’ Solution for Credit Default Swaps. (2022). Subasinghage, Maduka ; Wickremeratne, Naveen ; de Vries, Jan Job ; Rajapakse, Pelma ; Senarath, Shanuka .
    In: IJFS.
    RePEc:gam:jijfss:v:10:y:2022:i:4:p:94-:d:938178.

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  14. Credit Default Swaps. (2022). Bomfim, Antulio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2022-23.

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  15. Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans. (2022). Stebunovs, Viktors ; Liu, Lucy Qian ; Lee, Seung Jung.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426619301037.

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  16. The bullwhip effect and credit default swap market: A study based on firm-specific bullwhip effect measure. (2022). Zhu, LU ; Liu, Ling ; Liang, Peng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003362.

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  17. Credit default swaps and corporate performance smoothing. (2022). Chen, Chao-Jung ; Chang, Yuanchen ; Robert, ; Wu, Wei-Shao.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000815.

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  18. 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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  19. 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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  20. Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria.
    In: Papers.
    RePEc:arx:papers:2202.02254.

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  21. A Survey of Quantum Computing for Finance. (2022). Liu, Xiao Yuan ; Googin, Cody ; Herman, Dylan ; Alexeev, Yuri ; Pistoia, Marco ; Sun, Yue ; Safro, Ilya ; Galda, Alexey.
    In: Papers.
    RePEc:arx:papers:2201.02773.

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  22. The rise of shadow banking: Evidence from capital regulation. (2021). Peydro, Jose-Luis ; Meisenzahl, Ralf ; Iyer, Rajkamal ; Irani, Rustom.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:233028.

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  23. Identifying empty creditors with a shock and micro-data. (2021). Ongena, Steven ; O'Flynn, Kuchulain ; Gunduz, Yalin ; Degryse, Hans.
    In: Discussion Papers.
    RePEc:zbw:bubdps:452021.

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  24. Synthetic leverage and fund risk-taking. (2021). Fricke, Daniel.
    In: Discussion Papers.
    RePEc:zbw:bubdps:092021.

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  25. 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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  26. Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis. (2021). wachter, susan ; Pavlov, Andrey ; Schwartz, Eduardo.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09747-8.

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  27. Deriving value or risk? Determinants and the impact of emerging market banks’ derivative usage. (2021). Vanwalleghem, Dieter ; Bazih, Jad.
    In: Post-Print.
    RePEc:hal:journl:hal-03329217.

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  28. The Impact of COVID-19 on Supply Chain Credit Risk. (2021). Wu, Jing ; Wang, Zi'Ang ; Birge, John ; Agca, Senay.
    In: Working Papers.
    RePEc:gwi:wpaper:2021-19.

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  29. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market. (2021). Wu, Jing ; Birge, John ; Babich, Volodymyr ; Agca, Senay.
    In: Working Papers.
    RePEc:gwi:wpaper:2021-18.

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  30. Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang. (2021). Zhong, Zhaodong ; Yan, Hongjun ; Wu, Yangru ; Wang, Xinjie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:2:p:545-560.

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  31. To change or not to change? The CDS market response of firms on credit watch. (2021). Schiereck, Dirk ; Norden, Lars ; Kolaric, Sascha ; Kiesel, Florian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:125:y:2021:i:c:s037842662100025x.

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  32. Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300756.

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  33. Unintended Consequences of the Global Derivatives Market Reform. (2021). Ongena, Steven ; Merrouche, Ouarda ; Mariathasan, Mike ; Gandre, Pauline.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2021-36.

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  34. Credit default swaps around the world. (2021). Bartram, Söhnke ; Subrahmanyam, Marti G ; Lee, Jongsub ; Conrad, Jennifer.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15668.

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  35. Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk. (2021). Zhu, Zhongyan ; Ou, Jitao ; Jiang, Wei.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:2:p:537-586.

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  36. The Rise of Shadow Banking: Evidence from Capital Regulation. (2020). Meisenzahl, Ralf ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom.
    In: EconStor Preprints.
    RePEc:zbw:esprep:216799.

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  37. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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  38. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
    In: Discussion Paper.
    RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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  39. The impact of hedging and trading derivatives on value, performance and risk of European banks. (2020). Penikas, Henry ; Titova, Yulia ; Gomayun, Nikita .
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1545-1.

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  40. UNINTENDED CONSEQUENCES OF THE GLOBAL DERIVATIVES MARKET REFORM. (2020). Ongena, Steven ; Mariathasan, Mike ; Gandré, Pauline ; Merrouche, Ouarda ; Gandre, Pauline.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14802.

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  41. FINDING THE DRIVER: A CASE STUDY OF INDONESIAN GOVERNMENT BOND MARKET. (2019). Sulistiono, Arif ; Ishida, Miki.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:64:y:2019:i:03:n:s0217590816500193.

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  42. A disequilibrium mechanism: When managerial decisions cause macroeconomic instability. (2019). Mariusz, Maziarz.
    In: Economics and Business Review.
    RePEc:vrs:ecobur:v:5:y:2019:i:1:p:79-92:n:5.

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  43. Credit Default Swap Regulation in Experimental Bond Markets. (2019). Weber, Matthias ; Schram, Arthur ; Duffy, John.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2019:05.

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  44. Credit Default Swap Regulation in Experimental Bond Markets. (2019). Weber, Matthias ; Schram, Arthur ; Duffy, John.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190039.

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  45. Dynamic Interpretation of Emerging Risks in the Financial Sector. (2019). Hoberg, Gerard ; Hanley, Kathleen Weiss.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:32:y:2019:i:12:p:4543-4603..

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  46. Globalization, regulation and profitability of banks: a comparative analysis of Europe, United States, India and China. (2019). Paulet, Elisabeth ; Mavoori, Hareesh .
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:16:y:2019:i:2:p:127-170.

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  47. The Effect of Systematic Default Risk on Credit Risk Premiums. (2019). Kim, Jungmu.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:21:p:6039-:d:281911.

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  48. The Interdependence of Debt and Innovation Sustainability: Evidence from the Onset of Credit Default Swaps. (2019). Zhang, Junrui ; Chen, Yixin.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:10:p:2946-:d:233797.

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  49. Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans. (2019). Lee, Seung Jung ; Stebunovs, Viktors ; Liu, Lucy Qian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1251.

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  50. Contagion and bond pricing: The case of the ASEAN region. (2019). Abid, Ilyes ; Guesmi, Khaled ; Goutte, Stephane ; Dhaoui, Abderrazak.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:371-385.

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  51. The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk. (2019). Aragon, George O ; Qj, Jun ; Li, Lei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:168-185.

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  52. Do banks still monitor when there is a market for credit protection?. (2019). Shan, Chenyu ; Winton, Andrew ; Tang, Dragon Yongjun.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300369.

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  53. 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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  54. Mitigating counterparty risk. (2018). Gündüz, Yalin ; Gunduz, Yalin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:352018.

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  55. Central clearing and CDS market quality. (2018). Vieira, Carlos ; da Silva, Paulo Pereira.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:6:p:731-753.

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  56. Essays on stakeholder relations and firm value. (2018). Barko, Tamas.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:9c748d75-4f5e-4ef0-a8b6-8c4626f9751a.

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  57. Does CDS trading affect risk-taking incentives in managerial compensation?. (2018). Avino, Davide ; Song, Wei ; Leung, Woon Sau ; Chen, Jie.
    In: Working Papers.
    RePEc:swn:wpaper:2018-19.

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  58. Portfolio diversification in the sovereign credit swap markets. (2018). Consiglio, Andrea ; Zenios, Stavros ; Lotfi, Somayyeh.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2565-5.

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  59. 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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  60. 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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  61. Systemic Risk and Foreign Currency Positions of Banks: Evidence from Emerging Europe. (2018). Nistor, Simona ; AndrieÈ™, Alin Marius.
    In: Eastern European Economics.
    RePEc:mes:eaeuec:v:56:y:2018:i:5:p:382-421.

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  62. Oil Price Shocks and the Credit Default Swap Market. (2018). Serletis, Apostolos ; Dai, Wei.
    In: Open Economies Review.
    RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9454-z.

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  63. A Theory of Disclosure in Speculative Markets. (2018). Hertzberg, Andrew.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:12:p:5787-5806.

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  64. Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk. (2018). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-47.

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  65. Managing Counterparty Risk in OTC Markets. (2018). Brunetti, Celso ; Capponi, Agostino ; Frei, Christoph.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-83.

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  66. Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

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  67. Stock options and credit default swaps in risk management. (2018). Al-Own, Bassam ; Gao, Simon ; Minhat, Marizah .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:53:y:2018:i:c:p:200-214.

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  68. How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

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  69. Credit default swaps and firms financing policies. (2018). Fuller, Kathleen P ; Uymaz, Yurtsev ; Yildiz, Serhat .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:48:y:2018:i:c:p:34-48.

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  70. CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:592.

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  71. The Rise of Shadow Banking: Evidence from Capital Regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf ; Iyer, Rajkamal ; Irani, Rustom M.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12913.

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  72. Credit Default Swaps and Managers’ Voluntary Disclosure. (2018). Shroff, Pervin ; Kim, Jae B ; Moerman, Regina Wittenberga ; Vyas, Dushyantkumar.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:56:y:2018:i:3:p:953-988.

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  73. CMBS Subordination, Ratings Inflation, and Regulatory†Capital Arbitrage. (2018). Stanton, Richard ; Wallace, Nancy.
    In: Financial Management.
    RePEc:bla:finmgt:v:47:y:2018:i:1:p:175-201.

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  74. The credit default swap market: what a difference a decade makes. (2018). Ehlers, Torsten ; Aldasoro, Iñaki.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1806b.

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  75. Internal governance and creditor governance: Evidence from credit default swaps. (2017). Colonnello, Stefano.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:62017.

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  76. Financial option insurance. (2017). Shu, Jian-Jun ; Wang, Qi-Wen .
    In: Risk Management.
    RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0013-5.

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  77. Looking beyond banks’ average interest rate risk: Determinants of high exposures. (2017). Entrop, O ; Wilkens, M ; von La, L.
    In: The Quarterly Review of Economics and Finance.
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  78. Does OTC derivatives reform incentivize central clearing?. (2017). Ghamami, Samim ; Glasserman, Paul.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:32:y:2017:i:c:p:76-87.

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  79. The effects of credit default swap trading on information asymmetry in syndicated loans. (2017). Zhao, Jianxin ; Landsman, Wayne R ; Beaver, William H ; Amiram, Dan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:2:p:364-382.

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  80. Information in CDS spreads. (2017). Norden, Lars.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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  81. 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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  82. The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

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  83. Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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  84. 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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  85. Direct and indirect risk-taking incentives of inside debt. (2017). Colonnello, Stefano ; Hoang, Ngoc Giang ; Curatola, Giuliano.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:45:y:2017:i:c:p:428-466.

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  86. Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach. (2017). Perrakis, Stylianos ; Zhong, Rui.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:5:p:873-901.

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

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  88. Financial option insurance. (2017). Shu, Jian-Jun ; Wang, Qi-Wen .
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  89. Direct and indirect risk-taking incentives of inside debt. (2016). Colonnello, Stefano ; Curatola, Giuliano ; Hoang, Ngoc Giang .
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  90. Direct and indirect risk-taking incentives of inside debt. (2016). Colonnello, Stefano ; Hoang, Ngoc Giang ; Curatola, Giuliano.
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  91. Distressed Debt Restructuring in the Presence of Credit Default Swaps. (2016). Cathcart, Lara ; Eljahel, Lina ; Bedendo, Mascia.
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  92. How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco.
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  93. Credit default swaps and systemic risk. (2016). Minca, Andreea ; Cont, Rama.
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  94. Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective. (2016). .
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  95. The extent of informational efficiency in the credit default swap market: evidence from post-earnings announcement returns. (2016). Wang, Juan ; Kimbrough, Michael D ; Jenkins, Nicole Thorne.
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  96. The anatomy of the CDS market. (2016). Zawadowski, Adam ; Oehmke, Martin.
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  97. The anatomy of the CDS market. (2016). Zawadowski, Adam ; Oehmke, Martin.
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  98. The effect of financial innovation on European banks risk. (2016). Merigo, Jose M ; Gonzalez, Luis Otero ; Cunill, Onofre Martorell ; Rodriguez, Luis Ignacio .
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  99. Bank fragility and contagion: Evidence from the bank CDS market. (2016). Casu, Barbara ; Gonzalez-Urteaga, Ana ; Ballester, Laura .
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  100. Portfolio Diversification in the Sovereign Credit Swap Markets. (2016). Zenios, Stavros ; Lotfi, Somayyeh ; Consiglio, Andrea.
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  101. Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano.
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  102. The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin.
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  103. Use of Derivatives and Financial Stability in Turkish Banking Sector. (2015). Ta, Dilvin F ; Tutan, Ufuk .
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  104. Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect. (2015). PSILLAKI, Maria ; Papafilis, Michalis-Panayiotis ; Margaritis, Dimitris.
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  105. On the Information Flow from Credit Derivatives to the Macroeconomy. (2015). Mizen, Paul ; Veleanu, Veronica.
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  106. Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2015). Gakiewicz, Dominika Paula .
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  107. Synthetic or real? The equilibrium effects of credit default swaps on bond markets. (2015). Zawadowski, Adam ; Oehmke, Martin.
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  108. The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika.
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  109. Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism. (2015). Roychowdhury, Sugata ; Martin, Xiumin.
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  110. Transmission of sovereign risk in the Euro crisis. (2015). Sauré, Philip ; Brutti, Filippo ; Saure, Philip.
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  111. Does economic policy uncertainty drive CDS spreads?. (2015). Wisniewski, Tomasz Piotr ; Lambe, Brendan John .
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  112. Time†Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times. (2015). Forte, Santiago ; Lovreta, Lidija.
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  113. This article analyzes the impact of the introduction of centrally cleared credit risk transfer on a loan originating banks lending discipline in the primary loan market. Under Basel III, a bank can tr. (2014). Arnold, Marc.
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  114. Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2014). Galkiewicz, Dominika Paula .
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  115. Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?. (2014). Gakiewicz, Dominika .
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  116. Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G..
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  117. Entry and Exit in OTC Derivatives Markets. (2014). Weill, Pierre-Olivier ; Eisfeldt, Andrea ; Atkeson, Andrew.
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  118. Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2014). Galkiewicz, Dominika Paula .
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  119. It’s not me, it’s you: the functioning of Wall Street during the 2008 economic downturn. (2014). Stringham, Edward.
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  120. Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?. (2014). Gakiewicz, Dominika Paula .
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  121. Characteristics and development of corporate and sovereign CDS. (2014). Bannier, Christina ; Vogel, Heinz-Dieter ; Heidorn, Thomas.
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  122. Bank bailouts and bank-sovereign risk contagion channels. (2014). Stang, Irina M..
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  123. Did CDS trading improve the market for corporate bonds?. (2014). Kalimipalli, Madhu ; Nayak, Subhankar ; Das, Sanjiv .
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  124. Derivatives holdings and systemic risk in the U.S. banking sector. (2014). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Pea, Juan Ignacio.
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  125. The impact of CDS trading on the bond market: Evidence from Asia. (2014). SHIM, ILHYOCK ; Zhu, Haibin .
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  126. Credit protection and lending relationships. (2014). Arping, Stefan.
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  127. Crossborder financial contagion to Germany: How important are OTC dealers?. (2014). Wedow, Michael ; Podlich, Natalia .
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  128. Spillovers among CDS indexes in the US financial sector. (2014). Tamakoshi, Go ; Hamori, Shigeyuki.
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  129. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Vaiek, Boek ; Miao, RongHui ; Calice, Giovanni ; trba, Filip .
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  130. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
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  131. Netconomics: Novel Forecasting Techniques from the Combination of Big Data, Network Science and Economics. (2014). Joseph, Andreas ; Vodenska, Irena ; Chen, Guanrong ; Stanley, Eugene .
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  132. Densely Entangled Financial Systems. (2014). Dasgupta, Bhaskar ; Kaligounder, Lakshmi .
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  133. Credit Market Speculation and the Cost of Capital. (2014). Sethi, Rajiv ; Che, Yeon-Koo.
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  134. Functions and characteristics of corporate and sovereign CDS. (2013). Bannier, Christina ; Heidorn, Thomas ; Vogel, Heinz-Dieter .
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  135. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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  136. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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  137. CDS spreads and systemic risk: A spatial econometric approach. (2013). Keiler, Sebastian ; Eder, Armin.
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  138. Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui.
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  139. Essays on risk management and systematic risk. (2013). Silva Buston, Consuelo ; Silva Buston, C. F., .
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  140. Assessing contagion risks from the CDS market. (2013). Peltonen, Tuomas ; Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; Kern, Steffen ; el Omari, Yanis .
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  141. Extending Financialisation and Increasing Fragility of the Financial System. (2013). Iancu, Aurel.
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  142. The Market for OTC Derivatives. (2013). Weill, Pierre-Olivier ; Eisfeldt, Andrea ; Atkeson, Andrew.
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  143. Systemic Risk and Stability in Financial Networks. (2013). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman.
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  144. The Drivers of Credit Default Swap Prices: Evidence from Selected Emerging Market Countries. (2013). Ozturk, Huseyin ; Ertugrul, Hasan.
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  145. Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui .
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  146. Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence. (2013). Yang, Jian ; Zhou, Yinggang .
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  147. CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry. (2013). Song, Frank ; Frank M. Song Author-Workplace-Name: University o, ; Mary L. Z. Ma, ; Li, LI ; Kim, Jeong-Bon.
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  148. Credit Default Swaps, Contract Theory, Public Debt, and Fiat Money Regimes: Comment on Polleit and Mariano. (2013). Méra, Xavier.
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  149. Optimal incentives and securitization of defaultable assets. (2013). Malamud, Semyon ; Whinston, Andrew ; Rui, Huaxia.
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  150. Strategic conduct in credit derivative markets. (2013). Bolton, Patrick ; Oehmke, Martin.
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  151. BHC Derivatives Usage, Cost of Debt and Lending Patterns. (2013). Mao, Connie X ; Elyasiani, Elyas ; Deng, Saiying.
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  152. The network structure of the CDS market and its determinants. (2013). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
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  153. The Market for OTC Derivatives. (2013). Weill, Pierre-Olivier ; Eisfeldt, Andrea ; Atkeson, Andrew.
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  154. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Vasicek, Borek ; Miao, RongHui ; Calice, Giovanni ; Sterba, Filip .
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  155. What Financiers Usually Do, and What We Can Learn from History. (2013). Riva, Angelo ; Hautcoeur, Pierre ; Pierre-Cyrille, Hautcoeur ; Riva Angelo E., .
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  156. Credit Default Swaps: Risk Hedge or Financial Weapon of Mass Destruction?. (2013). Sharma, Shalendra D..
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  157. The price impact of CDS trading. (2012). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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  158. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
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  159. Credit Protection and Lending Relationships. (2012). Arping, Stefan.
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  160. Transmission of Sovereign Risk in the Euro Crisis. (2012). Sauré, Philip ; Brutti, Filippo ; Saure, Philip.
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  161. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
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  162. When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads. (2012). Wei, Shang-Jin ; Bai, Jennie.
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  163. Introduction to Quantifying Systemic Risk. (2012). Lo, Andrew W. ; Haubrich, Joseph G..
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  164. Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk. (2012). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G..
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  165. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
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  166. Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis. (2012). Oluwasegun, Bewaji ; Giansante, Simone ; Markose, Sheri M..
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  167. Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis. (2012). Markose, Sheri M ; Giansante, Simone ; Oluwasegun, Bewaji .
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  168. Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?. (2012). López Villavicencio, Antonia ; Gex, Mathieu ; Delatte, Anne-Laure ; Lpez-Villavicencio, Antonia .
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  169. Macroprudential capital requirements and systemic risk. (2012). Lehar, Alfred ; Souissi, Moez ; Gauthier, Celine .
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  170. ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. (2012). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone.
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  171. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
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  172. When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads. (2012). Wei, Shang-Jin ; Bai, Jennie.
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  173. Credit contagion between financial systems. (2011). Wedow, Michael ; Podlich, Natalia .
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  174. Did the CDS Market Push up Risk Premia for Sovereign Credit?. (2011). Brill, Felix ; Andenmatten, Sergio .
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  175. Does a Central Clearing Counterparty Reduce Counterparty Risk?. (2011). Duffie, Darrell ; Zhu, Haoxiang.
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  176. Can Securitization Work? Economic, Structural and Policy Considerations. (2011). Riddiough, Timothy J..
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  177. Danger on the exchange: How counterparty risk was managed on the Paris exchange in the nineteenth century. (2011). White, Eugene ; Riva, Angelo.
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  178. Financial CDS, stock market and interest rates: Which drives which?. (2011). Sarı, Ramazan ; Hammoudeh, Shawkat ; Sari, Ramazan.
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  179. Sovereign and Bank Credit Risk during the Global Financial Crisis. (2011). Stanga, Irina .
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  180. Competitive Markets without Commitment. (2010). Scheuer, Florian ; Netzer, Nick.
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  181. Properly pricing country risk: a model for pricing long-term fundamental risk applied to central and eastern European countries. (2010). Mihaljek, Dubravko ; Revoltella, Debora ; Mucci, Fabio .
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  182. The Credit Default Swaps market: areas of vulnerability and regulatory responses. (2010). san Juan, Lucio ; Sanjuan, Lucio ; Gonzalez, Fco Javier ; Arce, Oscar.
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  184. The Rise of Shadow Banking: Evidence from Capital Regulation. (). Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom M ; Cornelli, Francesca ; Meisenzahl, Ralf R.
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