X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Newspaper Article (16889) 16889
Journal Article (4975) 4975
Trade Publication Article (1725) 1725
Newsletter (1513) 1513
Magazine Article (1463) 1463
Book Chapter (635) 635
Book / eBook (561) 561
Publication (337) 337
Government Document (307) 307
Report (307) 307
Web Resource (280) 280
Transcript (273) 273
Dissertation (258) 258
Paper (86) 86
Conference Proceeding (30) 30
Book Review (23) 23
Reference (11) 11
Electronic Resource (6) 6
Data Set (3) 3
Streaming Video (3) 3
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
credit default swaps (14674) 14674
international finance (9461) 9461
bond issues (7331) 7331
credit ratings (6201) 6201
ratings & rankings (4858) 4858
investments (2972) 2972
derivatives (2844) 2844
securitization (2148) 2148
credit risk (2113) 2113
bond ratings (1725) 1725
debt restructuring (1704) 1704
banking industry (1591) 1591
central banks (1511) 1511
default (1475) 1475
sovereign debt (1465) 1465
studies (1386) 1386
credit policy (1385) 1385
economics (1381) 1381
stock exchanges (1371) 1371
interest rates (1336) 1336
credit (1330) 1330
stockholders (1302) 1302
business, finance (1252) 1252
treasuries (1243) 1243
debt service (1231) 1231
banks (1220) 1220
rating services (1213) 1213
credit market (1101) 1101
copyright (1066) 1066
bankruptcy (1015) 1015
bond markets (998) 998
collateralized debt obligations (987) 987
financial markets (951) 951
financial institutions (950) 950
loans (935) 935
swaps (932) 932
asset backed securities (922) 922
analysis (904) 904
securities (887) 887
futures (886) 886
government bonds (870) 870
risk management (843) 843
finance (826) 826
eurozone (802) 802
interest rate swaps (796) 796
economic crisis (785) 785
liquidity (776) 776
lines of credit (775) 775
cash flow (770) 770
debt (755) 755
municipal bonds (742) 742
bonds (741) 741
forecasts and trends (738) 738
economic conditions (723) 723
prices (712) 712
banking (707) 707
bailouts (706) 706
risk (689) 689
american dollar (680) 680
collateralized loan obligations (672) 672
evaluation (650) 650
laws, regulations and rules (649) 649
commercial credit (632) 632
equity (624) 624
financial services (581) 581
hedge funds (579) 579
monetary policy (565) 565
credit default swap (562) 562
mortgage backed securities (561) 561
mortgages (556) 556
management (547) 547
securities markets (543) 543
regulation of financial institutions (542) 542
currency (527) 527
credit derivatives (526) 526
emerging markets (499) 499
hedging (498) 498
tax base (489) 489
unemployment (486) 486
financial crisis (480) 480
revolving credit (477) 477
corporate debt (475) 475
securities industry (474) 474
volatility (474) 474
capital expenditures (441) 441
economic aspects (436) 436
gross domestic product--gdp (432) 432
models (428) 428
bank loans (422) 422
credit cards (418) 418
stocks (408) 408
agreements (407) 407
recessions (406) 406
banks, depository institutions, micro finance institutions, mortgages (405) 405
balance sheets (399) 399
economic growth (399) 399
insurance industry (391) 391
bond (383) 383
expenditures (369) 369
investment policy (369) 369
more...
Library Location Library Location
Library Location Library Location
X
Sort by Item Count (A-Z)
Filter by Count
Robarts - Stacks (129) 129
Collection Dvlpm't (Acquisitions) - Vendor file (32) 32
UofT at Mississauga - Stacks (32) 32
UTL at Downsview - May be requested (21) 21
Online Resources - Online (20) 20
UofT at Scarborough - Stacks (18) 18
Law (Bora Laskin) - Stacks (10) 10
Business (Joseph L Rotman) - Stacks (7) 7
Trinity College (John W Graham) - Stacks (5) 5
Collection Dvlpm't (Acquisitions) - Closed Orders (4) 4
St. Michael's College (John M. Kelly) - 2nd Floor (3) 3
Victoria University E.J. Pratt - Stacks (3) 3
Robarts - Course Reserves (2) 2
Business (Joseph L Rotman) - Ask at Reference Desk (1) 1
Business (Joseph L Rotman) - Circulation Desk (1) 1
Business (Joseph L Rotman) - Missing (1) 1
Collection Dvlpm't (Acquisitions) - Stacks (1) 1
East Asian (Cheng Yu Tung) - Protected Material (1) 1
Media Commons - Microtexts (1) 1
OISE - Stacks (1) 1
Physics - Stacks (1) 1
Pontifical Inst. Mediaeval Studies - Library use only (1) 1
Robarts - Government Pubs (1) 1
Robarts - Library use only (1) 1
Robarts - Not Returned (1) 1
UofT at Mississauga - Missing (1) 1
more...
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (28427) 28427
Chinese (79) 79
Spanish (27) 27
German (26) 26
Korean (25) 25
French (21) 21
Portuguese (11) 11
Turkish (7) 7
Hungarian (5) 5
Italian (5) 5
Polish (4) 4
Russian (4) 4
Afrikaans (3) 3
Czech (3) 3
Japanese (3) 3
Bulgarian (2) 2
Hindi (2) 2
Arabic (1) 1
Croatian (1) 1
Indonesian (1) 1
Lithuanian (1) 1
Romanian (1) 1
Slovak (1) 1
Swedish (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Corporate Social Responsibility and Environmental Management, ISSN 1535-3958, 05/2019, Volume 26, Issue 3, pp. 644 - 652
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 07/2013, Volume 37, Issue 7, pp. 2392 - 2407
► We use a factor model in order to decompose CDS into default, liquidity and correlation components. ► We calibrate the model to CDS and bonds. ► We find that... 
Default and liquidity intensities | Sovereign CDS spreads | Grid search method and exponential affine models | BUSINESS, FINANCE | MARKET | DETERMINANTS | ECONOMICS | SPREADS | LIQUIDITY RISK | Government securities | Financial risk | Credit default swaps
Journal Article
Finance Research Letters, ISSN 1544-6123, 2018
We use patent and credit default swap (CDS) data to examine whether corporate innovation affects credit market valuation. We find that innovation quantity,... 
Patent | Corporate innovation | Credit default swap | Credit spread
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 10/2013, Volume 37, Issue 10, pp. 3733 - 3746
► Firm-level variance risk premium has prominent predictive power for credit spreads. ► Such predictability strengthens significantly with model-free implied... 
Credit default swap spreads | Variance risk premia | Option-implied variance | Realized variance | Expected variance | BUSINESS, FINANCE | EQUITY VOLATILITY | ECONOMICS | OPTION PRICES | Credit default swaps
Journal Article
Journal of Derivatives, ISSN 1074-1240, 12/2018, Volume 26, Issue 2, pp. 70 - 85
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 11/2004, Volume 28, Issue 11, pp. 2789 - 2811
A company’s credit default swap spread is the cost per annum for protection against a default by the company. In this paper we analyze data on credit default... 
Credit risk | Bonds | Credit default swaps | Credit ratings | STOCK-PRICES | BUSINESS, FINANCE | credit default swaps | credit risk | bonds | ECONOMICS | ADJUSTMENT | credit ratings | Forecasts and trends | Capital market | Management | Research | Default (Finance) | Evaluation | Financial analysis
Journal Article
Journal of Business Economics and Management, ISSN 1611-1699, 2015, Volume 16, Issue 5, pp. 916 - 930
This paper studies international sovereign Credit Default Swaps (CDS) market focusing attention to the CDS of Central and East Europe. The main purpose of the... 
Economy | CDS | credit risk | leading | G00 | G01 | G14 | Lithuania | bond | spread | EMPIRICAL-ANALYSIS | MARKET | RISK | BUSINESS | SPREADS | SOVEREIGN | CRISIS | ECONOMICS
Journal Article
Quantitative Finance, ISSN 1469-7688, 10/2019, Volume 19, Issue 10, pp. 1705 - 1726
Systemically important banks are connected and their default probabilities have dynamic dependencies. An extraction of default factors from cross-sectional... 
CDS | C32 | Network | Variance decomposition | Risk management | G17 | Default risk | C51
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 11/2017, Volume 126, Issue 2, pp. 364 - 382
This study shows that initiation of credit default swap (CDS) trading for an entity's debt increases the share of loans retained by loan syndicate lead... 
Adverse selection | CDS | Information asymmetry | Syndicated loans | Moral hazard | MARKET | SYSTEMIC RISK | CORPORATE GOVERNANCE | DEBT | LEVERAGE | BUSINESS, FINANCE | CONSERVATISM | INVESTMENT | ECONOMICS | DERIVATIVES | EQUITY | BORROWERS | Business schools | Analysis | Credit default swaps
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 2010, Volume 34, Issue 12, pp. 2861 - 2873
This paper examines the effect of sovereign credit rating change announcements on the CDS spreads of the event countries, and their spillover effects on other... 
Transmission channels | Spillover effects | Credit default swaps | Credit ratings | Emerging markets | BUSINESS, FINANCE | ANNOUNCEMENTS | CONTAGION | ECONOMICS | BOND | DERIVATIVES | CRISES | Credit default swaps Credit ratings Emerging markets Spillover effects Transmission channels | Developing countries | Externalities (Economics)
Journal Article
Macroeconomic Dynamics, ISSN 1365-1005, 04/2018, Volume 23, Issue 6, pp. 1 - 19
We consider a firm with assets-in-place and a growth option. There is a funding gap for the expansion investment, which is covered by entering into an... 
Growth Option | Equity Default Swaps | Business Cycle | GUARANTEE | CREDIT SPREADS | INVESTMENT | RISK | OPTIMAL CAPITAL STRUCTURE | ECONOMICS | MODEL
Journal Article
Applied Economics, ISSN 0003-6846, 08/2018, Volume 50, Issue 36, pp. 3923 - 3936
This article studies volatility spill-over effects and market connectedness using daily data of credit default swap spreads for U.S. companies over a period... 
C13 | G13 | G12 | Credit default swap | global financial crisis | volatility spill-over effects | indirect financial linkages | MULTIVARIATE MODELS | GROWTH | STOCK MARKETS | ECONOMICS | IMPULSE-RESPONSE ANALYSIS | EQUITY | Services | Consumer goods | Volatility | Collateralized loan obligations | Economic conditions | Bond issues | International finance
Journal Article
Economics Letters, ISSN 0165-1765, 12/2012, Volume 117, Issue 3, pp. 639 - 641
Credit default swaps (CDSs) are thought to ease borrowing by protecting lenders against default. This paper develops a model of the demand for CDS when... 
Regulation | CDS | Risk-shifting | Financing efficiency | ECONOMICS | Analysis | Credit default swaps
Journal Article
Risks, ISSN 2227-9091, 08/2019, Volume 7, Issue 3, p. 90
Credit default swap (CDS) spreads measure the default risk of the reference entity and have been frequently used in recent empirical papers. To provide a... 
cointegration | unit root | credit default swap spreads
Journal Article
Sustainability (Switzerland), ISSN 2071-1050, 05/2019, Volume 11, Issue 10, p. 2946
Innovation sustainability requires sustainable financing. Extensive research suggests that debt is a disfavored source of innovation financing. In this study,... 
Debt financing | Innovation | R & D intensity | Sustainability | Credit default swaps | innovation | credit default swaps | sustainability | R& | debt financing | D intensity
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 10/2019, Volume 107, p. 105608
Lenders reduce their monitoring efforts after hedging their credit risk exposure through credit default swap (CDS) contracts, which are akin to insurance... 
Lender monitoring | Credit default swap | Investment | Tax planning strategies | DESIGN | REPUTATION | GOVERNANCE | EXPERTISE | INTERMEDIATION | RISK | INCENTIVES | DEBT | BUSINESS, FINANCE | AGGRESSIVENESS | ECONOMICS | DERIVATIVES
Journal Article
Journal of Futures Markets, ISSN 0270-7314, 06/2019, Volume 39, Issue 6, pp. 686 - 703
We examine how the quality of political, legal, and regulatory institutions impacts sovereign risk premia. An improvement in institutional quality... 
sovereign credit rating | sovereign credit risk | credit default swap | BUSINESS, FINANCE | FUNDAMENTALS | LAW | DETERMINANTS | LEGAL | RISK | MODEL | DEBT | Securitization | Bond issues | International finance | Quality | Credit default swaps
Journal Article
Journal of Accounting and Economics, ISSN 0165-4101, 02/2015, Volume 59, Issue 1, pp. 80 - 104
This paper investigates whether the initiation of trading in credit default swaps (CDSs) on a borrowing firm׳s outstanding debt is associated with a decline in... 
Financial market developments | Lender monitoring | Timely loss recognition | Conservatism | Credit default swaps | LIQUIDITY | REPUTATION | ASYMMETRIC TIMELINESS | INFORMATION | EARNINGS | FIRMS | BUSINESS, FINANCE | LOSS RECOGNITION | LOAN SALES | INVESTMENT | ECONOMICS | DERIVATIVES | Financial markets | Technique | Accounting
Journal Article
Journal of Computational and Theoretical Nanoscience, ISSN 1546-1955, 2016, Volume 13, Issue 10, pp. 7250 - 7256
In this paper we examine the moral hazard of credit derivatives that made them the roll boosters of the financial crisis, and develop a model of optimal... 
Contract design | Credit default Swaps | Moral hazard | Allocations | Morality | Risk | Hazards | Derivatives | Contracts | Monitoring | Optimization
Journal Article
No results were found for your search.

Cannot display more than 1000 results, please narrow the terms of your search.