|
|
|
|
|
Shanuka Senarath, Pelma Rajapakse, Jan Job de Vries Robbé, Naveen Wickremeratne and Maduka Subasinghage
A credit default swap (CDS) is a derivative financial instrument that provides insurance against credit risk. CDSs on subprime Asset Backed Securities (ABSs) paved the way for securitizers to hedge the credit risk of the underlying subprime loans during ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mariya Georgieva Paskaleva
Pág. 81 - 113
This study represents the increasing significance of credit default swaps for European capital markets, namely Germany, France, Belgium, Ireland, Italy, Portugal, Spain, Greece, Bulgaria and Romania. The period of analysis is between 2003- 2016 years. Af...
ver más
|
|
|
|
|
|
|
|
|
|
|
Khaldoun Maddallah Al-Qaisi,Rafat Mohd Soudki Al-Batayneh
Pág. 697 - 700
The recent global economic downturn that erupted in the mid 2007 saw an increase of the Credit Default Swaps (CDS) by hundred basis points and severe liquidity crunch in the financial sector of the United States. The recession phase highlighted the impor...
ver más
|
|
|
|
|
|
|
|
|
|
|
Maria do Rosario CORREIA,Christian GOKUS,Andrew Hughes HALLETT,Christian R. RICHTER
Pág. 350 - 376
JEL. C22, C58, G14, G15, H63, H68.
|
|
|
|
|
|
|
|
|
|
|
Muhsin Kar, Tayfur Bayat and Selim Kayhan
In this study, we aim to investigate the impacts of credit default swaps (CDS) premium as a risk financial indicator on the fluctuations of value of the Turkish lira against the Euro. We try to answer the following questions: Is the CDS premium change am...
ver más
|
|
|
|
|
|
|
|
|
|
|
Paulo Pereira Da Silva
This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Shaen Corbet
Pág. 83 - 92
This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity ind...
ver más
|
|
|
|
|
|