Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms (original) (raw)

Explaining CDS prices with Merton’s model before and after the Lehman default

Gordon Gemmill

Journal of Banking & Finance, 2019

View PDFchevron_right

Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis

Philip Molyneux

Empirical Economics

View PDFchevron_right

HOW DID CDS MARKETS IMPACT STOCK MARKETS? EVIDENCE FROM LATEST FINANCIAL CRISIS

Omur Suer, Hasan Baklaci

View PDFchevron_right

CDS and equity volatility: theoretical modelling and ..._Giorgio CONSIGLI CREDIT DEFAULT SWAPS AND EQUITY VOLATILITY: THEORETICAL MODELLING AND MARKET EVIDENCE

Giorgio Consigli

2004

View PDFchevron_right

Fundamentals-Based versus Market-Based Cross-Sectional Models of CDS Spreads

Sanjiv Das

2006

View PDFchevron_right

On the relationship between Asian credit default swap and equity markets

Gaiyan Zhang

Journal of Asia Business …, 2009

View PDFchevron_right

Anchoring Credit Default Swap Spreads to Firm Fundamentals

Liuren Wu

SSRN Electronic Journal, 2012

View PDFchevron_right

Credit Default Swaps - Essays on Model and Market Efficiency

Muhammad Bilal Farooqi

2010

View PDFchevron_right

Market and Model Credit Default Swap Spreads: Mind the Gap!

Lara Cathcart

European Financial …, 2009

View PDFchevron_right

Measuring and Modeling the Correlation of Default Intensities: Evidence from Credit Default Swaps

Jan Ericsson

2007

View PDFchevron_right

Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms

Haibin Zhu

Review of Financial Studies, 2009

View PDFchevron_right

Systematic and Idiosyncratic Risks of Changes in CDS Spreads

Olga Kolokolova

2015

View PDFchevron_right

Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

Marti Subrahmanyam

SSRN Electronic Journal, 2000

View PDFchevron_right

Accounting-based versus market-based cross-sectional models of CDS spreads

Sanjiv Das

Journal of Banking & Finance, 2009

View PDFchevron_right

CDS Industrial Sector Indices, Credit and Liquidity Risk

Domenico Sartore

SSRN Electronic Journal, 2012

View PDFchevron_right

.Determinants of Credit Default Swaps in Europe and Asia

Kabir Hassan

View PDFchevron_right

Stock Liquidity as a Determinant of Credit Default Swap Spreads

Radu-Dragomir Manac

2013

View PDFchevron_right

The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach

João Pedro Pereira

European Financial Management, 2013

View PDFchevron_right

Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions

Asia Aman

Journal of Risk and Financial Management, 2019

View PDFchevron_right

Determinants of Credit Default Swap Spread: Evidence from Japan

Daphne Lo

Journal of Economic Literature G, 2010

View PDFchevron_right

Market Efficiency and Default Risk: Evidence of an Anomaly from the CDS and Loan CDS Markets

Stylianos Perrakis

SSRN Electronic Journal, 2013

View PDFchevron_right

The Determinants of Global Bank Credit-Default-Swap Spreads

Anwar noor

SSRN Electronic Journal, 2014

View PDFchevron_right

An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market

Haibin Zhu

Journal of Financial Services Research, 2006

View PDFchevron_right

1 Market Segmentation and Default Risk : The CDS and Loan CDS Markets

Stylianos Perrakis

2014

View PDFchevron_right

Financial linkages between US sector credit default swaps markets

Shawkat Hammoudeh

2014

View PDFchevron_right

An Analysis of Credit Default Swaps: 2002-2009 Period

Chaiyuth Padungsaksawasdi

2020

View PDFchevron_right

Component Structure of Credit Default Swap Spreads and Their Determinants

David Colwell

SSRN Electronic Journal, 2000

View PDFchevron_right

Exploring the components of credit risk in credit default swaps

Frank Fabozzi

Finance Research Letters, 2007

View PDFchevron_right

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data

Hugues Pirotte

SSRN Electronic Journal, 2001

View PDFchevron_right

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: "The Credit-Default Swap Market: Is Credit Protection Priced Correctly?

Sanjay Mithal

RePEc: Research Papers in Economics, 2004

View PDFchevron_right

The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach

João Pedro Pereira

SSRN Electronic Journal, 2010

View PDFchevron_right

Are the US stock market and credit default swap market related? Evidence from the CDX Indices

Gaiyan Zhang

Journal of Alternative …, 2008

View PDFchevron_right