Results 191 to 200 of about 24,543 (234)

The Role of Asian Credit Default Swap Index in Portfolio Risk Management

, 2017
This paper aims at evaluating the performance of Asian Credit Default Swap (CDS) index in risk measurement and portfolio optimization by using several multivariate copulas-GARCH models with Expected Shortfall and Sharpe ratio. Multivariate copula-GARCH models consider the volatility and dependence structures of financial assets so that they are ...
Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta   +2 more
openaire   +2 more sources

Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims

Journal of Financial Services Research, 2016
This article is a contribution towards the growing empirical literature on the relationship between liquidity and pricing of credit default swaps (CDSs). To the best of my knowledge, the article becomes the first to show that market liquidity does matter to CDS pricing in Japan, by looking into a sole benchmark index of CDS trading for investment-grade
Kei-Ichiro Inaba
openaire   +2 more sources

Hedging iTraxx credit default swap index trading on an intraday basis: an empirical study

The Journal of Investment Strategies, 2014
Cheng-Ran Du, Tim Brunne
  +4 more sources

Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis

, 2012
Yoko Tanokura, Hiroshi Tsuda, Seisho Sato, Genshiro Kitagawa   +3 more
openaire   +2 more sources

Interest-Rate Swaps and Credit Default Swaps (Tech. Index 5/10)

, 2016
openaire   +2 more sources

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The Relationship of Credit Default Swap (CDS) and Stock Market Index: A Research on the BRICS Countries

2021
Kredi temerrüt takasları (CDS), kredi riskinin borç veren tarafından daha düşük bir maliyetle karşılanmasını sağlamaktadır. Yüksek CDS primleri beraberinde yüksek borçlanma maliyetlerini getirmektedir. Yükselen maliyetler ise risklerin artmasına neden olacaktır.
BAYRAKDAROĞLU, Ali, MİRGEN, Çağatay
openaire   +1 more source

The Relationship between Credit Default Swaps, Global Economic Policy Uncertainty Index, BIST 100 and Foreign Direct Investment in the Banking Sector in Turkey

2022
Credit default swaps (CDS) represent the risk of a country's inability to repay the credit it has taken and are a crucial indicator of a country's financial reliability. The aim of this study is to investigate the impact of the Global Economic Policy Uncertainty Index, BIST 100 Index, and foreign direct investments in the banking sector ...
KUM, Hakan, EVİN TOPALOĞLU, Zeynep, KIDEMLİ, Melek   +2 more
openaire   +1 more source

Evaluation of the Relationship Between Volatility Index (VIX) and Credit Default Swap (CDS), Dollar Rate, EURO Rate, BIST 100 and Gold: The Case of Turkey

2021
Volatility Index is one of the important indicators used to predict the expected future movements of securities in financial markets. In this study, the effect of Credit Default Swap (CDS), Dollar Rate, Euro Rate, BIST 100 and Gold variables on Volatility Index and the existence of cointegration relationship between the variables is analysed for the ...
MÜNYAS, Turgay, BEKTUR, Çisem
openaire   +1 more source

Estimating The Long-Term Effect of Credit Default Swap (Cds) on Borsa Istanbul 100 Index with FMOLS, DOLS and CCR Methods

2023
The aim of this study is to reveal the direction and coefficient of the long-term impact of i5-year term CDS premiums on the BIST 100 index. In this regard, the analysis examined data on the 5-year CDS premiums and the BIST 100 index, which covered the months of January 2010 and November 2022.
openaire   +1 more source

Patient navigation across the cancer care continuum: An overview of systematic reviews and emerging literature

Ca-A Cancer Journal for Clinicians, 2023
Matthew Tieu, Jolyn Johal, Nicolas H Hart   +2 more
exaly