Results 131 to 140 of about 40,982 (261)

Do Equity Markets Favor Credit Market News Over Options Market News? [PDF]

Both credit default swap (CDS) and options markets often experience abnormal swings prior to the announcement of negative credit news. With the exclusion of negative earnings announcements, we find that options prices reveal information about such ...
Anastasiya Ostrovnaya, Antje Berndt
core  

Credit Default Swap Model

, 2019
This article presents a model for valuing a credit default swap (CDS) contract that is affected by the credit risks of the buyer, seller and reference entity. Many people in market believe that, if a CDS is fully collateralized, there is no risk of failure to pay.
openaire   +2 more sources

Disentangling Inequality and Exploitation in the Rice Value Chain in Northern Uganda

Journal of Agrarian Change, EarlyView.
ABSTRACT Although inequality between actors in agricultural value chains has been extensively studied, informal and semiformal arrangements in domestic value chains involving small‐scale actors have been explored less than formal arrangements involving large firms.
Malin J. Nystrand
wiley   +1 more source

Sovereign default network and currency risk premia. [PDF]

Financ Innov, 2023
Yang L, Yang L, Cui X.
europepmc   +1 more source

A Comprehensive Revisit to the Safe‐Haven Assets Literature

Journal of Economic Surveys, EarlyView.
ABSTRACT A large number of studies examine the safe‐haven characteristics of different asset classes. However, this paper addresses a lack of systematic literature reviews and bibliometric analyses with a sound theoretical viewpoint the safe‐haven assets literature by focusing on 1305 studies published in top‐tier journals during 2013–2026 from the ...
Javed Bin Kamal, Sheena Sara Suresh Philip, Md. Lutfur Rahman, Asif ur Rashid Allis   +3 more
wiley   +1 more source

Informationally advantaged lenders and the credit derivative market: Evidence from Loan only Credit Default Swap (LCDX)

Applied Finance Letters
This paper explores the informational role of the Loan Only Credit Default Index (LCDX) on the pricing of syndicated loans. Despite an extensive body of research on credit indices and loan pricing, limited studies have comprehensively assessed the ...
Zagdbazar Davaadorj, Jorge Brusa
doaj   +1 more source

CAN CREDIT DEFAULT SWAPS PREDICT FINANCIAL CRISES? EMPIRICAL STUDY ON EMERGING MARKETS [PDF]

We explore the informational value of credit default swaps and the extent to which they may be linked to financial crises. After developing a theoretical framework to model the relationship between credit default swap market and equity and currency ...
Hekuran NEZIRI
core  

Political and Institutional Development in England

The Manchester School, EarlyView.
ABSTRACT This paper revisits the political and institutional development of England from the Magna Carta to the Glorious Revolution. I argue that institutional change in this period is best understood through the lens of coalition formation. Political elites had heterogeneous preferences over first two, and then three, recurring axes of disagreement ...
Mark Koyama
wiley   +1 more source

The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit. [PDF]

Int Econ Econ Policy, 2022
Kadiric S.
europepmc   +1 more source

VALUING CREDIT DEFAULT SWAPS I: NO COUNTERPARTY DEFAULT RISK [PDF]

, 2000
This paper provides a methodology for valuing credit default swaps when the payoff is contingent on default by a single reference entity and there is no counterparty default risk.
Hull, John, Ontario, Toronto, White, Alan   +2 more
core