The Drivers of Credit Default Swap Prices: Evidence from Selected Emerging Market Countries

Emerging Markets Finance and Trade ◽

10.2753/ree1540-496x4905s514 ◽

2013 ◽

Vol 49 (sup5) ◽

pp. 228-249 ◽

Author(s):

Hasan Murat Ertugrul ◽

Huseyin Ozturk

Keyword(s):

Emerging Market ◽

Credit Default Swap ◽

Emerging Market Countries ◽

Credit Default ◽

Download Full-text

Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence from Recent Distress Cases

SSRN Electronic Journal ◽

10.2139/ssrn.887994 ◽

2005 ◽

Author(s):

Manmohan Singh ◽

Jochen R. Andritzky

Keyword(s):

Emerging Market ◽

Credit Default Swap ◽

Credit Default ◽

Default Swap ◽

Download Full-text

Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence From Recent Distress Cases

IMF Working Papers ◽

10.5089/9781451861440.001 ◽

2005 ◽

Vol 05 (125) ◽

pp. 1 ◽

Author(s):

Jochen R. Andritzky ◽

Manmohan Singh ◽

◽

Keyword(s):

Emerging Market ◽

Credit Default Swap ◽

Credit Default ◽

Default Swap ◽

Download Full-text

Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants: Evidence from the Credit Default Swap Market

The Journal of Fixed Income ◽

10.3905/jfi.2010.19.4.044 ◽

2010 ◽

Vol 19 (4) ◽

pp. 44-66 ◽

Author(s):

Ugur N Küçük

Keyword(s):

Emerging Market ◽

Credit Default Swap ◽

Yield Spreads ◽

Credit Default ◽

Download Full-text

Hedging emerging market bonds and the rise of the credit default swap

International Review of Financial Analysis ◽

10.1016/j.irfa.2007.06.004 ◽

2007 ◽

Vol 16 (5) ◽

pp. 452-470 ◽

Author(s):

Frank S. Skinner ◽

Julinda Nuri

Keyword(s):

Emerging Market ◽

Credit Default Swap ◽

Credit Default ◽

Download Full-text

The reaction of emerging market credit default swap spreads to sovereign credit rating changes

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2010.05.014 ◽

2010 ◽

Vol 34 (12) ◽

pp. 2861-2873 ◽

Author(s):

Iuliana Ismailescu ◽

Hossein Kazemi

Keyword(s):

Credit Rating ◽

Emerging Market ◽

Credit Default Swap ◽

Sovereign Credit ◽

Credit Default ◽

Default Swap ◽

Rating Changes ◽

Sovereign Credit Rating ◽

Download Full-text

The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads

International Journal of Finance & Economics ◽

10.1002/ijfe.408 ◽

2010 ◽

Vol 15 (1) ◽

pp. 31-58 ◽

Author(s):

Michael Adler ◽

Jeong Song

Keyword(s):

Emerging Market ◽

Credit Default Swap ◽

Yield Spreads ◽

Credit Default ◽

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

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

The Journal of Risk ◽

10.21314/jor.2015.298 ◽

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 ◽

Download Full-text

Credit default swap spreads, fair-value spreads and interest rate dynamics

The Journal of Credit Risk ◽

10.21314/jcr.2012.154 ◽

2012 ◽

Vol 8 (4) ◽

pp. 53-129 ◽

Author(s):

Andy Jia-Yuh Yeh

Keyword(s):

Interest Rate ◽

Credit Default Swap ◽

Interest Rate Dynamics ◽

Credit Default ◽

Default Swap ◽

Download Full-text