Results 221 to 230 of about 40,982 (261)
Some of the next articles are maybe not open access.
Sovereign credit default swaps
BIS Quarterly Review, 2003This paper focuses on the sovereign segment of the credit default swap (CDS) market, examining data covering several years of quotes and trades from an important CDS inter-dealer broker. Compared to corporate or bank CDSs, sovereign CDSs are concentrated in fewer names and in contracts with reference assets of relatively short maturity, apparently a ...
Frank Packer, Chamaree Suthiphongchai
openaire +1 more source
2010
This thesis charts the evolution of the credit default swaps (CDS) market from its inception to the present day. The first part focuses on the principles of CDS trading, the differences between CDS and insurance, the structure of the markets and variation in their volumes during the period, the influence of CDS on the credit crisis and the current ...
openaire +1 more source
This thesis charts the evolution of the credit default swaps (CDS) market from its inception to the present day. The first part focuses on the principles of CDS trading, the differences between CDS and insurance, the structure of the markets and variation in their volumes during the period, the influence of CDS on the credit crisis and the current ...
openaire +1 more source
2014
The objective of this bachelor thesis is to analyze the credit default swap market and the current situation at the market. The paper could be divided into three parts. In the first part it introduces the basic concepts, principles and key products.
openaire +1 more source
The objective of this bachelor thesis is to analyze the credit default swap market and the current situation at the market. The paper could be divided into three parts. In the first part it introduces the basic concepts, principles and key products.
openaire +1 more source
Data augmentation of credit default swap transactions based on a sequence GAN
Information Processing and Management, 2022Qi Chen
exaly
Credit Default Swaps and Rating Announcements
2008This paper studies the reactions of Credit Default Swap (CDS) to rating announcements. Credit rating agencies make multiple announcements, some of which are intended to reflect the latest information available about a firm and others to provide a stable signal of credit quality.
CASTELLANO R, D'ECCLESIA, RITA LAURA
openaire +3 more sources
2013
Una presentazione dei credit default swap, strumenti finanziari di tipo assicurativo che però si prestano ad un utilizzo di tipo speculativo.
openaire +2 more sources
Una presentazione dei credit default swap, strumenti finanziari di tipo assicurativo che però si prestano ad un utilizzo di tipo speculativo.
openaire +2 more sources
A credit default swap application by using quantile regression technique
Communications in Statistics - Theory and Methods, 2021Yüksel Akay Ünvan
exaly
Corporate innovation and credit default swap spreads
Finance Research Letters, 2020Frederick Dongchuhl Oh
exaly