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The Journal of Economic Perspectives, ISSN 0895-3309, 1/2010, Volume 24, Issue 1, pp. 73 - 92
Many observers have argued that credit default swaps contributed significantly to the credit crisis. Of particular concern to these observers are that credit... 
Bank credit | Trade | Investors | Loan defaults | Bank loans | Payments | Credit risk | Credit insurance | Clearinghouses | Symposium: Financial Plumbing | Credit default swaps | DERIVATIVES | ECONOMICS | BONDS | Forecasts and trends | Management | Credit market | Studies | Securities trading | Over the counter trading | Comparative analysis | Economic crisis
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 11/2019, Volume 134, Issue 2, pp. 474 - 500
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 01/2018, Volume 127, Issue 1, pp. 51 - 76
We examine the effect of introducing credit default swaps (CDSs) on firm value. Our model allows for dynamic investment and financing, and bondholders can... 
Empty creditor | CDS | Restructuring | Credit default swaps | Bankruptcy | GOVERNANCE | RISK | VALUATION | DEBT | ANATOMY | BUSINESS, FINANCE | DYNAMICS | ECONOMICS | FINANCIAL DISTRESS | DERIVATIVES | EQUITY | Equity (Finance) | External debt relief | Leverage (Finance) | Business schools | Financial markets | Analysis
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 01/2018, Volume 127, Issue 1, p. 51
We examine the effect of introducing credit default swaps (CDSs) on firm value. Our model allows for dynamic investment and financing, and bondholders can... 
Studies | Equity financing | Liquidation | Credit default swaps
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 06/2016, Volume 120, Issue 3, pp. 491 - 513
Journal Article
International Journal of Theoretical & Applied Finance, ISSN 0219-0249, 06/2019, Volume 22, Issue 4
Credit default swaps (CDS) on a reference entity may be traded in multiple currencies, in that, protection upon default may be offered either in the currency... 
International finance | Credit default swaps | Currency
Journal Article
Scientific Reports, ISSN 2045-2322, 11/2014, Volume 4, Issue 1, p. 6822
Credit Default Swaps (CDS) spreads should reflect default risk of the underlying corporate debt. Actually, it has been recognized that CDS spread time series... 
CONTAGION | MULTIDISCIPLINARY SCIENCES | Time series | Financial institutions | Bond issues | International finance | Default | Credit default swaps | Investment bankers
Journal Article
Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 2/2009, Volume 44, Issue 1, pp. 109 - 132
Variables that in theory determine credit spreads have limited explanatory power in existing empirical work on corporate bond data. We investigate the linear... 
Regression coefficients | Corporate bonds | Linear regression | Time series | Financial leverage | Credit risk | Yield curves | Business structures | Credit default swaps | Swap spread | BUSINESS, FINANCE | CAPITAL STRUCTURE | MODELS | BANKRUPTCY | RISK | YIELD SPREADS | ECONOMICS | DEBT | OPTIONS | CORPORATE | Comparative analysis | Default (Finance)
Journal Article
Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 06/2018, Volume 53, Issue 3, p. 1227
This article provides evidence that firm value declines when credit default swaps (CDSs) are initiated and that the effect is greater when CDS trading activity... 
Studies | Correlation analysis | Business valuation | Credit default swaps
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2007, Volume 84, Issue 3, pp. 860 - 883
This study examines the intra-industry information transfer effect of credit events, as captured in the credit default swaps (CDS) and stock markets. Positive... 
Contagion | Event study | Market reaction | Credit default swaps | Bankruptcy | market reaction | INFORMATION | MARKETS | bankruptcy | SPREADS | event study | contagion | BUSINESS, FINANCE | credit default swaps | RATING ANNOUNCEMENTS | BONDS | INVESTMENT | ECONOMICS | RISK MODELS | BANK FAILURES | Swaps (Finance) | Credit contagion
Journal Article
Journal of Monetary Economics, ISSN 0304-3932, 10/2017, Volume 90, pp. 50 - 63
A credit default swap (CDS) contract provides insurance against default. This paper incorporates the contract into a sovereign default model and demonstrates... 
Sovereign default | Credit default swaps | Negative basis | Debt renegotiation | Naked ban | BUSINESS, FINANCE | RISK | ECONOMICS | External debt relief | Analysis | Economic policy
Journal Article
Annals of Operations Research, ISSN 0254-5330, 12/2016, Volume 247, Issue 2, pp. 523 - 547
Journal Article
The Journal of Finance, ISSN 0022-1082, 4/2015, Volume 70, Issue 2, pp. 689 - 731
We offer the first empirical evidence on the adverse effect of credit default swap (CDS) coverage on subprime mortgage defaults. Using a large database of... 
BUSINESS, FINANCE | ECONOMICS | Subprime loans | Credit default swaps | Mortgages
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 06/2016, Volume 120, Issue 3, p. 491
  This paper provides the first empirical evidence of the externalities of credit default swaps (CDS). We find that a firm's leverage is lower when a larger... 
Studies | Securities trading | Leverage | Revenue | Externality | Credit default swaps
Journal Article
Journal of Financial Markets, ISSN 1386-4181, 06/2019, p. 100498
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 05/2017, Volume 124, Issue 2, pp. 395 - 414
We investigate the liquidity management of firms following the inception of credit default swaps (CDS) markets on their debt, which allow hedging and... 
Liquidity | Empty creditors | Cash | Credit default swaps | RISK-MANAGEMENT | GOVERNANCE | FIRMS | DEBT | CASH HOLDINGS | POLICIES | BUSINESS, FINANCE | INVESTMENT | CONSTRAINTS | ECONOMICS | US | Leverage (Finance) | Cash flow | Business schools | Hedging (Finance) | Conferences and conventions
Journal Article
Foundations and Trends in Finance, ISSN 1567-2395, 2014, Volume 9, Issue 1-2, pp. 1 - 196
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 8/2011, Volume 24, Issue 8, pp. 2617 - 2655
The empty creditor problem arises when a debtholder has obtained insurance against default but otherwise retains control rights in and outside bankruptcy. We... 
Creditors | Strategic default | Debt | Credit | Loan defaults | Lenders | Cash flow | Credit insurance | Credit default swaps | Creditors rights | BUSINESS, FINANCE | GOVERNANCE | G30 | G33 | G32 | HEDGE FUNDS | ECONOMICS | DEBT | DERIVATIVES | EQUITY | INSIDERS
Journal Article
Journal of International Money and Finance, ISSN 0261-5606, 2005, Volume 24, Issue 8, pp. 1200 - 1225
In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model outperforms directly comparing... 
Recovery rates | Credit risk | Reduced form models | Credit default swaps | Default risk | reduced form models | RATES | BUSINESS, FINANCE | TERM STRUCTURE | credit default swaps | credit risk | YIELD SPREADS | default risk | recovery rates | MODEL | DEBT | DERIVATIVES | Market research | Swaps (Finance) | Default (Finance) | Analysis | Forecasts and trends | Interest rates | Default swaps
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 06/2019, Volume 524, pp. 737 - 775
The return time series of Credit Default Swaps (CDS) display possibly the highest excess kurtosis and skewness of any asset class in capital markets. Capturing... 
Hawkes process | Markov chain | CDS | Jump diffusion | Credit default swap | Hierarchical clustering | Leptokurtosis | CALIBRATION | MARKET | PHYSICS, MULTIDISCIPLINARY | RISK | STOCK RETURNS | BOND | SPECTRA | SPREAD | Markov processes | Models | Financial markets | Analysis | Credit default swaps | Liquidity (Finance)
Journal Article
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