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An analysis of sectoral equity and CDS spreads

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2006

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

540 cited

2009The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis526 cited

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2019Corporate Social Responsibility and the Term Structure of CDS Spreads36 cited
2017Distribution specific dependence and causality between industry-level U.S. credit and stock markets34 cited
2018Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds32 cited
2020Sovereign Credit Default Swap and Stock Markets in Central and Eastern European Countries: Are Feedback Effects at Work?31 cited
2016Determinants of bank CDS spreads in Europe31 cited
2019The hedging effectiveness of global sectors in emerging and developed stock markets29 cited