Results 31 to 40 of about 42,935 (251)
Corporate Credit Default Swap Systematic Factors [PDF]
SSRN Electronic Journal, 2020 AbstractWe examine a comprehensive set of systematic and firm‐specific determinants of the credit default swap (CDS), using a two‐step approach to explore the factor's effect on CDS spread changes. We show that systematic factors are important and account for the most changes in the CDS spreads (with average of 35%), while firm‐specific factors are ...
Ka Kei Chan, Ming‐Tsung Lin, Qinye Lu
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How do “gatekeepers” affect credit risk?
Journal of Management Science and Engineering, 2021 This study investigates the relationship between auditor tenure and credit default swap (CDS) spreads of U.S. firms based on quantile regression.
Xu Li, Xingtong Zhang, Yinggang Zhou
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Are All Credit Default Swap Databases Equal? [PDF]
SSRN Electronic Journal, 2010 AbstractWe compare the five major sources of corporate Credit Default Swap prices: GFI, Fenics, Reuters, CMA, and Markit, using the most liquid single name 5‐year CDS in the iTraxx and CDX indexes from 2004 to 2010. Deviations from the common trend among prices in the different databases are not random but are explained by idiosyncratic factors ...
Sergio Mayordomo +2 more
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Credit risk mitigation warrants initiation and private enterprise debt default risk [PDF]
Journal of Asian Business and Economic StudiesPurposeThis study examines the role of credit risk mitigation warrants (CRMWs) in reducing default risk in China's private bond market during rising default rates and tightening credit since 2018, particularly for financially distressed enterprises ...
Futie Song, Xuechen Shen
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Borsa Istanbul Review, 2020 There is only a limited amount of research that addresses questions pertaining to the relationship between the asset management sector and the economy.
Fiza Qureshi +4 more
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, 2023 https://ia904700.us.archive.org/2/items/variableMbsValuation/variableMbsValuation ...
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Credit Risk and the Yen Interest Rate Swap Market [PDF]
, 2000 In this paper, we investigate the pricing of Japanese yen interest rate swaps during the period 1990-96. We obtain measures of the spreads of the swap rates over comparable Japanese Government Bonds (JGBs) for different maturities and analyze the ...
Eom, Young Ho +2 more
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The Impact of Covid-19 on Emerging Stock Market Volatility: Empirical Evidence from Borsa Istanbul
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020 The study aims to examine the impact of COVID-19 on the Turkish stock market volatility and reveal how different industries are affected by COVID-19. Volatility between pre-COVID and COVID periods are compared across industries to understand the impact ...
İbrahim Yağlı
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Endogenous trading in credit default swaps [PDF]
Decisions in Economics and Finance, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chesney, Marc +2 more
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The Effect of Executive Compensation on Credit Default Swap Spread
Gadjah Mada International Journal of Business, 2019 Investors have been trying to formulate the optimum composition of executives’ compensation which will incentivize the executives to perform better and act in the shareholders’ best interests.
Meizaroh Meizaroh, Masripah Masripah
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