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The Journal of finance (New York), ISSN 0022-1082, 2005, Volume 60, Issue 5, pp. 2213 - 2253
We use the information in credit default swaps to obtain direct measures of the size of the default and nondefault components in corporate spreads... 
Corporate bonds | Time series | Liquidity | Credit risk | Yield curves | Business structures | Financial instruments | Corporate liquidity | Credit default swaps | Treasury bonds | BUSINESS, FINANCE | ECONOMICS | MODEL | TERM STRUCTURE | DERIVATIVES
Journal Article
The Journal of economic perspectives, ISSN 0895-3309, 2010, Volume 24, Issue 1, pp. 73 - 92
Journal Article
Foundations and Trends in Finance, ISSN 1567-2395, 2014, Volume 9, Issue 1-2, pp. 1 - 196
Journal Article
Journal of financial economics, ISSN 0304-405X, 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 trade in the CDS market... 
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 and quantitative analysis, ISSN 0022-1090, 02/2009, Volume 44, Issue 1, pp. 109 - 132
Journal Article
Financial analysts journal, ISSN 1938-3312, 2019, Volume 55, Issue 1, pp. 73 - 87
This review of the pricing of credit swaps, a form of derivative security that can be viewed as default insurance on loans or bonds, begins with a description of the credit swap contract, turns... 
Credit | Investors | Valuation | Market value | Annuities | Credit risk | Repurchase agreement | Financial instruments | Coupons | Credit default swaps | Swap spread | Prices and rates | Loans | Swaps (Finance) | Default (Finance) | Bonds | Pricing policies | Spread | Derivatives
Journal Article
Journal of financial economics, ISSN 0304-405X, 2016, Volume 120, Issue 3, pp. 491 - 513
Journal Article
Annals of operations research, ISSN 1572-9338, 2015, Volume 247, Issue 2, pp. 523 - 547
...) credit default swaps (CDS). We model contingent cash flows resulting from CDS and other OTC derivatives by a multi-layered network with a core-periphery structure, which is flexible enough to reproduce the gross and net... 
Business and Management | Financial stability | Theory of Computation | Systemic risk | Operation Research/Decision Theory | Combinatorics | Financial networks | Multi-layered network | Credit default swaps | Intermediation chains | Financial crisis | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Credit | Management | Risk management | Methods | Clearing | Networks | Multilayers | Heterogeneity | Risk | Exposure | Derivatives | Calibration
Journal Article
The Journal of finance (New York), ISSN 0022-1082, 2005, Volume 60, Issue 5, pp. 2255 - 2281
We test the theoretical equivalence of credit default swap (CDS) prices and credit spreads derived by Duffie (1999... 
Government bonds | Bond markets | Bank credit | Corporate bonds | Market prices | Credit risk | Yield curves | Cash | Repurchase agreement | Credit default swaps | BUSINESS, FINANCE | CORPORATE-DEBT | TERM STRUCTURE | COINTEGRATION | SECURITIES | ECONOMICS | PRICE DISCOVERY | Swaps (Finance) | Research
Journal Article
The Review of financial studies, ISSN 1465-7368, 2014, Volume 27, Issue 10, pp. 2927 - 2960
We use credit default swaps (CDS) trading data to demonstrate that the credit risk of reference firms, reflected in rating downgrades and bankruptcies, increases significantly upon the inception of CDS trading, a finding... 
Creditors | Bank credit | Bank loans | Lenders | Credit ratings | Credit risk | Modeling | Bankruptcy | Credit default swaps | Contracts | G33 | G32 | BUSINESS, FINANCE | IMPACT | INVESTMENT | ECONOMICS | MODEL | DEBT | DERIVATIVES | FIRM
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... 
Contagion | Event study | Market reaction | Credit default swaps | Bankruptcy | contagion | BUSINESS, FINANCE | market reaction | credit default swaps | INVESTMENT | RISK | ECONOMICS | bankruptcy | SPREADS | event study | Swaps (Finance) | Credit contagion
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... 
CONTAGION | MULTIDISCIPLINARY SCIENCES | Time series | Financial institutions | Bond issues | International finance | Default | Credit default swaps | Investment bankers
Journal Article
International journal of theoretical and 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 where the entity resides, or in a more liquid and global foreign currency... 
Fluctuations | Markets | Devaluation | Dependency | International finance | Credit default swaps | Money | Basis | Debt crisis | Credit | Discrepancies | Currency | Foreign exchange
Journal Article
The Review of financial studies, ISSN 1465-7368, 2011, Volume 24, Issue 8, pp. 2617 - 2655
.... We analyze this problem from an ex ante and ex post perspective in a formal model of debt with limited commitment, by comparing contracting outcomes with and without insurance through credit default swaps (CDS... 
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
European financial management : the journal of the European Financial Management Association, ISSN 1354-7798, 2014, Volume 20, Issue 4, pp. 677 - 713
We compare the five major sources of corporate Credit Default Swap prices: GFI, Fenics, Reuters, CMA, and Markit, using the most liquid single name 5... 
credit default swap prices | databases | liquidity | Liquidity | Credit default swap prices | Databases | MARKET | DIVERSIFICATION | COMPUSTAT | CONTAGION | RISK | SPREADS | BUSINESS, FINANCE | CRSP | ERROR RATES | MODELS | EQUITY | Analysis | Credit default swaps | Studies | Stock prices | Financial management | Securities analysis | Return on investment
Journal Article
Journal of financial economics, ISSN 0304-405X, 2017, Volume 124, Issue 2, pp. 395 - 414
We investigate the liquidity management of firms following the inception of credit default swaps (CDS... 
Liquidity | Empty creditors | Cash | Credit default swaps | RISK-MANAGEMENT | GOVERNANCE | FIRMS | DEBT | CASH HOLDINGS | POLICIES | BUSINESS, FINANCE | INVESTMENT | CONSTRAINTS | ECONOMICS | Leverage (Finance) | Cash flow | Business schools | Hedging (Finance) | Conferences and conventions
Journal Article
Journal of financial economics, ISSN 0304-405X, 2013, Volume 107, Issue 1, pp. 25 - 45
.... The bank can transfer credit risk by either selling the loan or buying a credit default swap (CDS... 
Control rights | Loan sales | Credit risk | Credit default swaps | G21 | G32 |