Credit default swaps: A survey

P Augustin, MG Subrahmanyam… - … and trends® in …, 2014‏ - nowpublishers.com
Credit default swaps (CDS) have been growing in importance in the global financial
markets. However, their role has been hotly debated, in industry and academia, particularly …

The systemic risk of European banks during the financial and sovereign debt crises

L Black, R Correa, X Huang, H Zhou - Journal of Banking & Finance, 2016‏ - Elsevier
European banks became a source of risk to global financial markets during the financial
crisis and attention to the European banking sector increased during the sovereign debt …

The price of variance risk

I Dew-Becker, S Giglio, A Le, M Rodriguez - Journal of Financial Economics, 2017‏ - Elsevier
Between 1996 and 2014, it was costless on average to hedge news about future variance at
horizons ranging from 1 quarter to 14 years. Only unexpected, transitory realized variance …

Data-driven decision-making in credit risk management: The information value of analyst reports

J Roeder, M Palmer, J Muntermann - Decision Support Systems, 2022‏ - Elsevier
Other than banks, non-financial companies also continuously monitor and analyze their
credit risk exposure to avoid possible counterparty defaults. Credit default swaps are …

The cross‐section of credit risk premia and equity returns

N Friewald, C Wagner, J Zechner - The Journal of Finance, 2014‏ - Wiley Online Library
We explore the link between a firm's stock returns and credit risk using a simple insight from
structural models following Merton (): risk premia on equity and credit instruments are …

Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism

X Martin, S Roychowdhury - Journal of Accounting and Economics, 2015‏ - Elsevier
This paper investigates whether the initiation of trading in credit default swaps (CDSs) on a
borrowing firm׳ s outstanding debt is associated with a decline in that firm׳ s reporting …

The empirical analysis of liquidity

CW Holden, S Jacobsen… - … and Trends® in …, 2014‏ - nowpublishers.com
We provide a synthesis of the empirical evidence on market liquidity. The liquidity
measurement literature has established standard measures of liquidity that apply to broad …

Bank fragility and contagion: Evidence from the bank CDS market

L Ballester, B Casu, A González-Urteaga - Journal of Empirical Finance, 2016‏ - Elsevier
Understanding how contagion works among financial institutions is a top priority for
regulators and policy makers who aim to foster financial stability and to prevent financial …

Does the lack of financial stability impair the transmission of monetary policy?

VV Acharya, B Imbierowicz, S Steffen… - Journal of Financial …, 2020‏ - Elsevier
We investigate the transmission of central bank liquidity to bank deposits and loan spreads
in Europe over the period from January 2006 to June 2010. We find evidence consistent with …

The European bank recovery and resolution directive: A market assessment

L Pancotto, O ap Gwilym, J Williams - Journal of Financial Stability, 2019‏ - Elsevier
This paper provides evidence of the impact of the new European bank resolution regime on
the sovereign-bank nexus. The implementation of the Bank Recovery and Resolution …