Results 281 to 290 of about 65,859 (324)

Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks

Energy Journal, 2022
Using network analysis on the connectedness of default factors in a credit default swap (CDS) dataset of U.S. and European energy firms, we provide the first evidence of differences in the shape and dynamics of the interconnectedness of the level, slope,
Elie Bouri, S. Shahzad
semanticscholar   +1 more source

Tournament Incentives and Firm Credit Risk: Evidence from Credit Default Swap Referenced Firms

Journal of Business Finance & Accounting, 2019
In this paper, we evaluate the impact of managerial tournament incentives on firm credit risk in credit default swap (CDS) referenced firms. We find that intra‐firm tournament incentives are negatively related to credit risk.
Lijing Du, Jian Huang, B. A. Jain
semanticscholar   +1 more source

Institutional quality and sovereign credit default swap spreads

Journal of futures markets, 2019
We examine how the quality of political, legal, and regulatory institutions impacts sovereign risk premia. An improvement in institutional quality significantly lowers a country's sovereign credit default swap (CDS) spread, even after controlling for ...
Wei Huang, Shu Lin, Jian Yang
semanticscholar   +1 more source

Dynamic credit default swap curves in a network topology

Quantitative finance (Print), 2019
Systemically important banks are connected and their default probabilities have dynamic dependencies. An extraction of default factors from cross-sectional credit default swap (CDS) curves allows us to analyze the shape and the dynamics of default ...
Xiu Xu, C. Chen, W. Härdle
semanticscholar   +1 more source

Network structures and idiosyncratic contagion in the European sovereign credit default swap market

, 2020
Wang Chen, Kung‐Cheng Ho, Lu Yang
semanticscholar   +1 more source

Do corporate social responsibility ratings affect credit default swap spreads?

Corporate Social Responsibility and Environmental Management, 2019
D. Drago, Concetta Carnevale, Raffaele Gallo   +2 more
semanticscholar   +1 more source

Who will adopt? Investigating the adoption intention for battery swap technology for electric vehicles

Renewable and Sustainable Energy Reviews, 2022
Gibbson Adu-Gyamfi, Huaming Song, Bright Obuobi   +2 more
exaly  

Relation between Credit Default Swap Spreads and Stock Prices: A Non-linear Perspective

, 2019
Miroslav Mateev, E. Marinova
semanticscholar   +1 more source

Volatility spillovers and connectedness among credit default swap sector indexes

, 2018
J. D. da Fonseca, Katja Ignatieva
semanticscholar   +1 more source

Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries

International Review of Financial Analysis, 2018
Lu Yang, Lei Yang, S. Hamori
semanticscholar   +1 more source