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An Analysis of CDS Transactions: Implications for Public Reporting
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  • 2014Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports78 cited
  • 2012Sovereign Credit Default Swap Premia77 cited
  • 2017Political uncertainty and a firm's credit risk: Evidence from the international CDS market70 cited
  • 2016Do Empty Creditors Matter? Evidence from Distressed Exchange Offers70 cited
  • 2018The Liquidity Effects of Official Bond Market Intervention69 cited
  • 2015Limited Investment Capital and Credit Spreads48 cited
  • 2015Hidden Illiquidity with Multiple Central Counterparties47 cited
  • 2013The Market for OTC Derivatives40 cited
  • 2018Foreign-law bonds: Can they reduce sovereign borrowing costs?38 cited
  • 2013The impact of distressed economies on the EU sovereign market36 cited
  • 2019Corporate Social Responsibility and the Term Structure of CDS Spreads36 cited
  • 2020Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang36 cited
  • 2014Interconnectedness in the CDS Market35 cited
  • 2014Central Clearing and Collateral Demand34 cited
  • 2012Do Empty Creditors Matter? Evidence from Distressed Exchange Offers

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31 cited
  • 2013Liquidity Risk in Credit Default Swap Markets29 cited