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The Effects of Entering and Exiting a Credit Default Swap Index

, 2015
Jennie Bai, Or Shachar
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The Impacts of the Credit Default Swap on the Stock Index: Asymmetric Causality Approach for BRIC Countries

, 2018
Kaya Tokmakçıoğlu, Oğuzhan Özçelebi, Berkay Manioğlu   +2 more
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Assessing the Impact of Oil Price Volatility, Tadawul Index, and US Dollar Fluctuations on Saudi Arabia’s Sovereign Credit Default Swaps.

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

Cheng-Ran Du and Tim Brunne
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