scholarly journals The Integration of Credit Default Swap Markets in the Pre and Post-Subprime Crisis in Common Stochastic Trends

2014 ◽  
Author(s):  
Cathy Yi-Hsuan Chen ◽  
pham thu hien
Keyword(s):  
Credit Default Swap ◽  
Subprime Crisis ◽  
Stochastic Trends ◽  
Credit Default ◽  
Default Swap

scholarly journals How the Subprime Crisis went global: Evidence from bank credit default swap spreads

2012 ◽  
Vol 31 (5) ◽  
pp. 1299-1318 ◽  
Author(s):  
Barry Eichengreen ◽  
Ashoka Mody ◽  
Milan Nedeljkovic ◽  
Lucio Sarno
Keyword(s):  
Credit Default Swap ◽  
Bank Credit ◽  
Subprime Crisis ◽  
Credit Default ◽  
Default Swap ◽  
Swap Spreads ◽  
Global Evidence

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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