Results 131 to 140 of about 26,018 (204)

High cell-type specificity of eQTLs revealed by single-nucleus analyses of brain and blood

Vochteloo M, Kooijmans A, Bakker J, Oelen R, Niewold J, Kaptijn D, Bonder MJ, van der Wijst M, Huang Y, Bryois J, Tsai EA, Franke L, Westra H.   +12 more
europepmc   +1 more source

Assessing the asymmetric interrelationships between sovereign bond yields and selected potential determinants: The case of frontier WAMZ economies. [PDF]

Heliyon
Adom-Dankwa A, Atsu F, Gyamfi EN, Amewu G.   +3 more
europepmc   +1 more source

Syntax drives default language selection in bilingual connected speech production. [PDF]

J Exp Psychol Learn Mem Cogn
Quinn J, Goldrick M, Arnett C, Ferreira VS, Gollan TH.   +4 more
europepmc   +1 more source

Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Salvagnin C, Tatto Vd, De Giuli ME, Mira A, Glielmo A.   +4 more
europepmc   +1 more source

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The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk

Journal of Financial Economics, 2019
Corporate bond mutual funds increased their selling of credit protection in the credit default swaps (CDS) market during the 2007–2008 financial crisis.
George O. Aragon, Lei Li, J. Qian
semanticscholar   +3 more sources

Credit default swaps

Demystifying Fixed Income Analytics, 2020
K. Mukherjee
openaire   +2 more sources

Is the Tone of Risk Disclosures in MD&As Relevant to Debt Markets? Evidence from the Pricing of Credit Default Swaps *

Contemporary Accounting Research, 2020
This paper examines whether corporate disclosure tone conveys credit risk-relevant information to the credit default swaps (CDS) market. Using a large sample of the Securities and Exchange Commission (SEC) 10-K and 10-Q filings, I find that the change in
Ke Wang
semanticscholar   +1 more source

Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps

, 2020
China’s climb to a trading powerhouse has changed its position in the world and therefore its relationships with other economies. As a result, its sovereign credit risk, which we measure by the pricing of its credit default swaps (CDS), now has the ...
Wenlong Zhang, Gaiyan Zhang, Jean Helwege   +2 more
semanticscholar   +1 more source

Credit default swaps and corporate debt structure

Journal of Corporate Finance, 2020
Credit default swaps (CDSs) are an effective tool to trade credit risk, and they can improve the corporate information environment. We find that firms use more public debt and less bank debt when CDSs reference their debt start trading.
Yangyang Chen, W. Saffar, Chenyu Shan, Sarah Qian Wang   +3 more
semanticscholar   +1 more source