Results 71 to 80 of about 1,617 (102)
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets [PDF]
This paper examines risk transmission and migration among six US measures of credit and market risk during the full period 2004-2011 period and the 2009-2011 recovery subperiod, with a focus on four sectors related to the highly volatile oil price. There
Chia-Lin Chang +3 more
core
Credit default swaps and financial stability: risks and regulatory issues. [PDF]
The credit default swap (CDS) market has grown much faster than other derivatives markets since its inception. Even though it is dwarfed by the interest rate derivatives market, which is eight times larger, its growth has affected the stability of the ...
Duquerroy, A., Gauthier, N., Gex, M.
core
Does BRRD mitigate the bank-to-sovereign risk channel? [PDF]
PLoS OneLamers M +3 more
europepmc +1 more source
PIIGS, iTraxx SoyX, Neoliberalism, and Unshackled Finance Capital
, 2010 Tayyab Mahmud
openalex +1 more source
Using transfer entropy to measure information flows between financial markets
, 2013 T. Dimpfl, F. Peter
semanticscholar +1 more source
Credit default swaps: iTraxx Crossover index as an emerging markets’ portfolio indicator
, 2017 Ekin Tokat, Atılım Murat
openalex +1 more source
Proxyhedging av svenska aktieportföljer - en komparativ studie mellan OMXS30-optioner och iTraxx
, 2009 Erik Rostedt +3 more
openalex +1 more source