The Relationship Between Credit Default Swap and Macroeconomic Indicators: An Example from Turkey

Contemporary Issues in Social Science - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-375920210000106011 ◽

2021 ◽

pp. 165-177

Author(s):

Gülay Çizgici Akyüz ◽

Seval Akbulut Bekar

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

Macroeconomic Indicators ◽

Default Swap ◽

The Relationship

Download Full-text

The Credit Default Swap Basis II: Analysing the Relationship Between Cash and Synthetic Markets

Structured Credit Products ◽

10.1002/9781118390504.ch9 ◽

2012 ◽

pp. 293-342

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

Default Swap ◽

The Relationship

Download Full-text

The relationship between credit default swap spreads, bond yields, and credit rating announcements

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2004.06.010 ◽

2004 ◽

Vol 28 (11) ◽

pp. 2789-2811 ◽

Author(s):

John Hull ◽

Mirela Predescu ◽

Alan White

Keyword(s):

Credit Rating ◽

Credit Default Swap ◽

Bond Yields ◽

Credit Default ◽

Default Swap ◽

The Relationship ◽

Download Full-text

On the Relationship Between Asian Credit Default Swap and Equity Markets

Journal of Asia Business Studies ◽

10.1108/15587890980000414 ◽

2009 ◽

Vol 4 (1) ◽

pp. 3-12 ◽

Author(s):

Kam C. Chan ◽

Hung‐Gay Fung ◽

Gaiyan Zhang

Keyword(s):

Credit Default Swap ◽

Equity Markets ◽

Credit Default ◽

Default Swap ◽

The Relationship

Download Full-text

On the relationship between credit rating announcements and credit default swap spreads for European reference entities

The Journal of Credit Risk ◽

10.21314/jcr.2006.036 ◽

2006 ◽

Vol 2 (2) ◽

pp. 83-90 ◽

Author(s):

Thorsten Lehner ◽

Frederick Neske

Keyword(s):

Credit Rating ◽

Credit Default Swap ◽

Credit Default ◽

Default Swap ◽

The Relationship ◽

Download Full-text

The Relationship Between Credit Default Swap and Cost of Equity Capital

SSRN Electronic Journal ◽

10.2139/ssrn.1719006 ◽

2010 ◽

Author(s):

Giovanni Barone-Adesi ◽

Moreno Brughelli

Keyword(s):

Credit Default Swap ◽

Equity Capital ◽

Cost Of Equity Capital ◽

Cost Of Equity ◽

Credit Default ◽

Default Swap ◽

The Relationship

Download Full-text

The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements

SSRN Electronic Journal ◽

10.2139/ssrn.2173171 ◽

2004 ◽

Author(s):

Mirela Predescu ◽

John C. Hull ◽

Alan White

Keyword(s):

Credit Rating ◽

Credit Default Swap ◽

Bond Yields ◽

Credit Default ◽

Default Swap ◽

The Relationship ◽

Download Full-text

The relationship between credit default swap spreads and equity prices

The Journal of Risk ◽

10.21314/jor.2014.274 ◽

2014 ◽

Vol 17 (1) ◽

pp. 3-28

Author(s):

Michele Marzano ◽

Gary Dunn ◽

Nick Constantinou

Keyword(s):

Credit Default Swap ◽

Equity Prices ◽

Credit Default ◽

Default Swap ◽

The Relationship ◽

Download Full-text

A Study on the Relationship between Asymmetry of Stock Market Information and Credit Default Swap - With focus on the case of Japan -

International Area Studies Review ◽

10.21212/iasr.21.3.8 ◽

2017 ◽

Vol 21 (3) ◽

pp. 163-182

Author(s):

Seok Gang Park

Keyword(s):

Stock Market ◽

Credit Default Swap ◽

Market Information ◽

Credit Default ◽

Default Swap ◽

The Relationship

Download Full-text

Le marché des Credit Default Swap (CDS)

Économie & prévision ◽

10.3406/ecop.2009.7931 ◽

2009 ◽

Vol 189 (3) ◽

pp. 133-140

Author(s):

Antoine Bouveret

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

Download Full-text

Study of correlation impact on credit default swap margin using a GARCH–DCC-copula framework

The Journal of Financial Market Infrastructures ◽

10.21314/jfmi.2018.113 ◽

2019 ◽

Author(s):

David Li ◽

Roy M. Cheruvelil

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

Download Full-text