Volatility relation between credit default swap and stock market: new empirical tests

2019 ◽  
Vol 43 (4) ◽  
pp. 681-712
Author(s):  
Miroslav Mateev
Keyword(s):  
Stock Market ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap ◽  
Empirical Tests

Are the U.S. Stock Market and Credit Default Swap Market Related?

2008 ◽  
Vol 11 (1) ◽  
pp. 43-61 ◽  
Author(s):  
Hung-Gay Fung ◽  
Gregory E. Sierra ◽  
Jot Yau ◽  
Gaiyan Zhang
Keyword(s):  
Stock Market ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap ◽  
The U.S

Le marché des Credit Default Swap (CDS)

2009 ◽  
Vol 189 (3) ◽  
pp. 133-140
Author(s):  
Antoine Bouveret
Keyword(s):  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap

The signalling properties of the shape of the credit default swap term structure

2015 ◽  
Vol 17 (4) ◽  
pp. 71-99 ◽  
Author(s):  
Jenny Castellanos ◽  
Nick Constantinou ◽  
Wing Lon Ng
Keyword(s):  
Term Structure ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap
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