The Co-movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis

European Financial Management ◽

10.1111/j.1468-036x.2007.00427.x ◽

2009 ◽

Vol 15 (3) ◽

pp. 529-562 ◽

Author(s):

Lars Norden ◽

Martin Weber

Keyword(s):

Empirical Analysis ◽

Stock Markets ◽

Credit Default Swap ◽

Credit Default ◽

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Empirical Tests on the Credit Default Swap and Stock Markets During the Global Credit Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.1734712 ◽

2010 ◽

Author(s):

Kam Fong Chan ◽

Alastair D.E. Marsden

Keyword(s):

Stock Markets ◽

Credit Default Swap ◽

Credit Crisis ◽

Credit Default ◽

Default Swap ◽

Empirical Tests

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Determinants of credit default swap (CDS) spreads in Latin America: An empirical analysis of corporate debt in public and private companies

JOURNAL OF INTERNATIONAL STUDIES ◽

10.14254/2071-8330.2018/11-4/4 ◽

2018 ◽

Vol 11 (4) ◽

pp. 57-68 ◽

Author(s):

Edgardo Cayón ◽

Juan Perilla

Keyword(s):

Latin America ◽

Empirical Analysis ◽

Credit Default Swap ◽

Corporate Debt ◽

Private Companies ◽

Public And Private ◽

Credit Default ◽

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Intra-Industry Credit Contagion: Evidence from the Credit Default Swap and Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.876145 ◽

2006 ◽

Author(s):

Gaiyan Zhang ◽

Philippe Jorion

Keyword(s):

Stock Markets ◽

Credit Default Swap ◽

Credit Default ◽

Default Swap ◽

Credit Contagion

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Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads

Research in International Business and Finance ◽

10.1016/j.ribaf.2018.04.006 ◽

2018 ◽

Vol 46 ◽

pp. 324-341 ◽

Author(s):

Boonlert Jitmaneeroj

Keyword(s):

Term Structure ◽

Stock Markets ◽

Credit Default Swap ◽

Credit Spreads ◽

Credit Default ◽

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A joint analysis of market indexes in credit default swap, volatility and stock markets

Applied Economics ◽

10.1080/00036846.2015.1109036 ◽

2015 ◽

Vol 48 (19) ◽

pp. 1767-1784 ◽

Author(s):

José Da Fonseca ◽

Peiming Wang

Keyword(s):

Stock Markets ◽

Credit Default Swap ◽

Joint Analysis ◽

Credit Default ◽

Default Swap ◽

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An Empirical Analysis of the Impact of the Credit Default Swap Index Market on Large Complex Financial Institutions

SSRN Electronic Journal ◽

10.2139/ssrn.1661923 ◽

2010 ◽

Author(s):

Christos Ioannidis ◽

Giovanni Calice

Keyword(s):

Empirical Analysis ◽

Financial Institutions ◽

Credit Default Swap ◽

Large Complex ◽

Credit Default ◽

Default Swap ◽

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An Empirical Analysis of the Impact of the Credit Default Swap Index Market on Large Complex Financial Institutions

SSRN Electronic Journal ◽

10.2139/ssrn.1447403 ◽

2009 ◽

Author(s):

Christos Ioannidis ◽

Giovanni Calice

Keyword(s):

Empirical Analysis ◽

Financial Institutions ◽

Credit Default Swap ◽

Large Complex ◽

Credit Default ◽

Default Swap ◽

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An Empirical Analysis of the Impact of the Credit Default Swap Index Market on Large Complex Financial Institutions

SSRN Electronic Journal ◽

10.2139/ssrn.1776352 ◽

2011 ◽

Author(s):

Giovanni Calice ◽

Christos Ioannides

Keyword(s):

Empirical Analysis ◽

Financial Institutions ◽

Credit Default Swap ◽

Large Complex ◽

Credit Default ◽

Default Swap ◽

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An empirical analysis of the impact of the credit default swap index market on large complex financial institutions

International Review of Financial Analysis ◽

10.1016/j.irfa.2012.06.006 ◽

2012 ◽

Vol 25 ◽

pp. 117-130 ◽

Author(s):

Giovanni Calice ◽

Christos Ioannidis

Keyword(s):

Empirical Analysis ◽

Financial Institutions ◽

Credit Default Swap ◽

Large Complex ◽

Credit Default ◽

Default Swap ◽

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Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2004.06.011 ◽

2004 ◽

Vol 28 (11) ◽

pp. 2813-2843 ◽

Author(s):

Lars Norden ◽

Martin Weber

Keyword(s):

Stock Markets ◽

Credit Rating ◽

Credit Default Swap ◽

Informational Efficiency ◽

Credit Default ◽

Default Swap ◽

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