Results 181 to 190 of about 501 (229)

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

open access: yes
Vochteloo M   +12 more
europepmc   +1 more source

Credit Default Swaps and Systemic Risk

SSRN Electronic Journal, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rama Cont, Andreea Minca
openaire   +2 more sources

Credit Default Swaps and Debt Overhang

SSRN Electronic Journal, 2017
We analyze the impact of credit default swaps (CDSs) trading on firm investment, long-term debt financing, and valuation. In our model, the firm is endowed with a real option to initiate a project and enhance its future growth. Its creditors have access to CDS contracts that hedge them against default losses.
Tak-Yuen Wong, Jin Yu
openaire   +1 more source

The Delivery Option in Credit Default Swaps

SSRN Electronic Journal, 2007
Under standard assumptions the deterministic reduced-form credit risk model is not capable of accurately pricing the two fundamental credit risk instruments - bonds and credit default swaps (CDS) - simultaneously. Using a data set of euro-denominated corporate bonds and CDS our paper quantifies this mispricing by calibrating such a model to the bond ...
Jankowitsch, Rainer   +2 more
openaire   +3 more sources

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