How Efficient are Credit Default Swap Markets? An Empirical Study of Capital Structure Arbitrage Based on Structural Pricing Models

2008 ◽  
Author(s):  
Björn Imbierowicz ◽  
Balazs Cserna
Keyword(s):  
Empirical Study ◽  
Capital Structure ◽  
Credit Default Swap ◽  
Pricing Models ◽  
Credit Default ◽  
Default Swap

A survey of loan credit default swap pricing models

2012 ◽  
Vol 8 (3) ◽  
pp. 67-96 ◽  
Author(s):  
Michael Ong ◽  
Dan Li ◽  
David Lu
Keyword(s):  
Credit Default Swap ◽  
Pricing Models ◽  
Credit Default ◽  
Default Swap

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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