13   Artículos

 
en línea
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
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Ani Qankova Stoykova, Mariya Georgieva Paskaleva, Dinko Zhulien Stoykov     Pág. 129 - 153
This paper examines the impact of sentiment indicators on the financial market dynamics and default probability. First, we use GARCH models and Granger Causality Test in order to test the relationship between sentiment indicators and capital market dynam... ver más

 
en línea
Haifeng Xu    
Revista: Journal of Risk and Financial Management    Formato: Electrónico

 
en línea
Morgan Escalera and Wayne Tarrant    
In the wake of the 2008 financial crisis, the Financial Stability Board (FSB) and the Basel Committee on Banking Supervision (BCBS) created a list of systemically important financial institutions (SIFIs) with the intention of determining which financial ... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
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

 
en línea
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
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Maria do Rosario CORREIA,Christian GOKUS,Andrew Hughes HALLETT,Christian R. RICHTER     Pág. 350 - 376
JEL. C22, C58, G14, G15, H63, H68.
Revista: Journal of Economics and Political Economy    Formato: Electrónico

 
en línea
Zhijian (James) Huang and Yuchen Luo    
Revista: Journal of Risk and Financial Management    Formato: Electrónico

 
en línea
Annika Westphal    
This paper draws on network theory to investigate European banks? sovereign debt exposures. Banks? holdings of sovereign debt build a network of financial linkages with European countries that exhibits a long-tail distribution of node degrees. A highly c... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Juliano Ribeiro de Almeida,Guilherme Ribeiro de Almeida     Pág. 71 - 104
In this paper, we use the information from the credit default swap market to measure the main components of the oil and gas companies spread. Using nearly 20 companies of this industry with different ratings and nearly 80 bonds, the result was that the m... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

« Anterior     Página: 1 de 1     Siguiente »