Why is Price Discovery in Credit Default Swap Markets News-Specific?
, 2012 Ian W. Marsh, Wolf Wagner
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Sovereign Debt and Credit Default Swaps
Federal Reserve Bank of Richmond Working Papers, 2023 Gaston Chaumont +3 more
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PLoS OnePing WY, Hu YW, Luo LQ.
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Macroeconomic Conditions and Credit Default Swap (CDS) Spread Changes
, 2013 Tong Suk Kim, Yuen Park, Jaewon Park
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Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
Entropy (Basel)Batrancea LM +4 more
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Credit Default Swaps: Frequently Asked Questions
, 2008 Edward Vincent Murphy
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African sovereign risk premia and international market assets: A relook under the COVID-19 outbreak. [PDF]
HeliyonAmewu G, Akosah NK, Armah M.
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Advancing financial resilience: A systematic review of default prediction models and future directions in credit risk management. [PDF]
HeliyonAlvi J, Arif I, Nizam K.
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COVID-19 Pandemic and Global Corporate CDS Spreads. [PDF]
J Bank Financ, 2023 Hasan I, Marra M, To TY, Wu E, Zhang G.
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