Results 131 to 140 of about 42,935 (251)
Investigating the determinants of corporate bond credit spreads in the euro area
, 2023 Letta S, Mirante P.
europepmc +1 more source
Market conditions, default risk and credit spreads [PDF]
This study empirically examine the impact of market conditions on credit spreads as motivated by recently developed structural credit risk models. Using credit default swap (CDS) spreads, we find that, in the time series, average credit spreads are ...
Tang, Dragon Yongjun, Yan, Hong
core
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 Naifar N, Shahzad SJH.
europepmc +1 more source
Stress relief? Funding structures and resilience to the covid shock. [PDF]
J Monet Econ, 2023 Forbes K, Friedrich C, Reinhardt D.
europepmc +1 more source
Credit default swaps and financial stability [PDF]
Credit default swaps (CDSs), initially intended as instruments for hedging and managing credit risk, have been pinpointed during the recent crisis as being detrimental to financial stability.
Cont, R.
core
Credit Default Swap and Corporate Social Responsibility
, 2021 Chunrong Wang +2 more
openalex +1 more source
Proxying credit curves via Wasserstein distances. [PDF]
Ann Oper Res, 2022 Michielon M, Khedher A, Spreij P.
europepmc +1 more source
Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory
, 2010 Kitty Moloney, Srinivas Raghavendra
openalex +1 more source
Real-time extended psychophysiological analysis of financial risk processing. [PDF]
PLoS One, 2022 Singh M +5 more
europepmc +1 more source