SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Determinants of Market Frictions in the Corporate Market
15 references·0 citing·45 second hop
The Determinants of Market Frictions in the Corporate Market (2005)The Determinants of Market Frictions in t…Understanding Credit Derivatives and Related Instruments (2016)Understanding Credit Derivati…An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market (2006)An Empirical Comparison of Cr…Pricing default swaps: Empirical evidence (2005)Pricing default swaps: Empiri…Credit Default Swaps (2005)Credit Default SwapsUnderstanding the Risk of Synthetic CDOs (2004)Understanding the Risk of Syn…The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Comparing possible proxies of corporate bond liquidity (2004)Comparing possible proxies of…An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps (2004)An Empirical Analysis of the …Credit Risk : Pricing, Measurement, and Management (2003)Credit Risk : Pricing, Measur…Floating–Fixed Credit Spreads (2001)Floating–Fixed Credit SpreadsCorporate Bond Trading Costs: A Peek Behind the Curtain (2001)Corporate Bond Trading Costs:…An Analytic Solution for Interest Rate Swap Spreads (2001)An Analytic Solution for Inte…The determinants of trading volume of high-yield corporate bonds (2000)The determinants of trading v…Credit Swap Valuation (1999)Credit Swap ValuationCredit Swap Valuation (1998)Credit Swap ValuationAsset pricing and the bid-ask spread (1986)Inferring Trade Direction from Intraday Data (1991)Common risk factors in the returns on stocks and bonds (1993)Trading Costs in Three U.S. Bond Markets (2003)Liquidity effects in corporate bond spreads (2013)Determinants of Corporate Bond Trading: A Comprehensive Analysis (2017)Price, trade size, and information in securities markets (1987)Liquidity and Market Structure (1988)The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998)Liquidity in Asset Markets With Search Frictions (2009)Corporate Social Responsibility: Is it Rewarded by the Corporate Bond Market? A Critical Note (2010)Capital Commitment and Illiquidity in Corporate Bonds (2018)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Modeling Term Structures of Defaultable Bonds (1999)Credit Risk Modeling (2004)Stochastic Integration and Differential Equations (2005)A framework for assessing the systemic risk of major financial institutions (2009)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)An Analysis of the Determinants of Credit Default Swap Spread Changes Before and During the Subprime Financial Turmoil (2010)Institutional stock trading on loan market information☆ (2010)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2011)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)The Economics of Structured Finance (2009)Corporate bond liquidity before and after the onset of the subprime crisis (2011)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis (2009)Are green bonds priced differently from conventional bonds? (2018)The Pricing of Options and Corporate Liabilities (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation (2009)The Impact of Earnings on the Pricing of Credit Default Swaps (2009)What determines Euro area bank CDS spreads? (2012)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Price dispersion in OTC markets: A new measure of liquidity (2010)Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (2011)Misallocation and financial market frictions: Some direct evidence from the dispersion in borrowing costs (2012)Mutual excitation in Eurozone sovereign CDS (2014)Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets (2015)The term structure of CDS spreads and sovereign credit risk (2018)How Profitable Is Capital Structure Arbitrage? (2006)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)
this work references cited by second hop

References

  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
  • 1999Credit Swap Valuation636 cited
  • 2003Credit Risk : Pricing, Measurement, and Management587 cited
  • 2006An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market540 cited
  • 2004An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps386 cited
  • 2001Corporate Bond Trading Costs: A Peek Behind the Curtain343 cited
  • 2004Comparing possible proxies of corporate bond liquidity313 cited
  • 2005Pricing default swaps: Empirical evidence274 cited
  • 2000The determinants of trading volume of high-yield corporate bonds170 cited
  • 1998Credit Swap Valuation122 cited
  • 2004Understanding the Risk of Synthetic CDOs115 cited
  • 2001An Analytic Solution for Interest Rate Swap Spreads112 cited
  • 2001Floating–Fixed Credit Spreads87 cited
  • 2016Understanding Credit Derivatives and Related Instruments59 cited
  • 2005Credit Default Swaps26 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work