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Credit Default Swap Market Determinants

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2003Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?139 cited
2004The Determinants of Credit Default Swap Premia

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125 cited

2006THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY76 cited

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2018The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets22 cited
2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches20 cited
2017Macroeconomic Conditions and Credit Default Swap Spread Changes20 cited
2012Determinants of Leverage for Manufacturing Firms Listed in the KOSDAQ Stock Market10 cited