Results 271 to 280 of about 180,724 (288)

CDS and Sovereign Bond Market Liquidity

SSRN Electronic Journal, 2013
openaire   +1 more source

Key determinants of sovereign CDS spreads

2018
Go Tamakoshi, Shigeyuki Hamori
openaire   +1 more source

What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?

Global Finance Journal, 2023
Xiaolei Sun, Kun Guo
exaly  

Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries

International Review of Financial Analysis, 2017
Maria de Boyrie, Elie Bouri, Ivelina Pavlova   +2 more
exaly  

Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market

Journal of Empirical Finance, 2015
Xue-Zhong, Eliza Wu, Carl Chiarella
exaly  

Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis

Applied Economics Letters, 2013
Shigeyuki Hamori, Go Tamakoshi
exaly  

Economic Impact of Naked Sovereign CDS Ban

SSRN Electronic Journal, 2012
Agostino Capponi, Martin Larsson
openaire   +1 more source

The Drivers of Sovereign CDS Spread Changes: Local Versus Global Factors

Financial Review, 2017
Ann Marie Hibbert, Ivelina Pavlova
exaly  

Dealing with Dealers: Sovereign CDS Comovements in Europe

SSRN Electronic Journal, 2013
Miguel Anton, Sergio Mayordomo, Maria Rodriguez-Moreno   +2 more
openaire   +1 more source

Dynamic spillover among sovereign CDS spreads

2018
Go Tamakoshi, Shigeyuki Hamori
openaire   +1 more source