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Credit Contagion from Counterparty Risk
16 references·3 citing·47 second hop
Credit Contagion from Counterparty Risk (2009)Credit Contagion from Counterparty RiskGood and bad credit contagion: Evidence from credit default swaps☆ (2007)Good and bad credit contagion…Common Failings: How Corporate Defaults Are Correlated (2007)Common Failings: How Corporat…Trade Credit: Suppliers as Debt Collectors and Insurance Providers (2006)Trade Credit: Suppliers as De…An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market (2006)An Empirical Comparison of Cr…Financial Distress and Bank Lending Relationships (2003)Financial Distress and Bank L…Infectious defaults (2001)Infectious defaultsCounterparty Risk and the Pricing of Defaultable Securities (2001)Counterparty Risk and the Pri…Financial Contagion (2000)Financial ContagionTrade Credit and Credit Rationing (1997)Trade Credit and Credit Ratio…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Trade Credit: Theories and Evidence (1996)Trade Credit: Theories and Ev…A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations (1994)A comparison of financial rec…Product Risk, Asymmetric Information, and Trade Credit (1993)Product Risk, Asymmetric Info…Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Contagion and competitive int…Vendor Financing (1988)Vendor FinancingA Transactions Theory of Trade Credit Use (1981)A Transactions Theory of Trad…The Roles of Banks in Financial Systems (2015)The Roles of Banks in Financi…Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk (2012)Does the Tail Wag the Dog? Th…Correlation in Corporate Defaults: Contagion or Conditional Independence? (2009)Correlation in Corporate Defa…A Model of the Demand for Money by Firms (1966)An Economic Model of Trade Credit (1974)Credit Contagion from Counterparty Risk (2009)Bargaining power and trade credit (2016)Supply chain finance: A systematic literature review and bibliometric analysis (2018)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Managerial discretion and optimal financing policies (1990)Troubled debt restructurings (1990)Is the Risk of Bankruptcy a Systematic Risk? (1998)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1999)The effect of supply chain glitches on shareholder wealth (2003)Credit Rationing in Markets with Imperfect Information (1981)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)In-Kind Finance: A Theory of Trade Credit (2004)A more complete conceptual framework for SME finance (2006)Modeling Term Structures of Defaultable Bonds (1999)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Frailty Correlated Default (2009)Sovereign credit ratings and financial markets linkages: Application to European data (2012)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Credit Risk Modeling (2004)Stochastic Integration and Differential Equations (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)How Profitable Is Capital Structure Arbitrage? (2006)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 arbitrage in multiperiod securities markets (1979)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Firms, Contracts, and Financial Structure (1995)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)What You Sell Is What You Lend? Explaining Trade Credit Contracts (2008)A Monetary History of the United States 1867-1960 (1964)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)
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References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2000Financial Contagion3,393 cited
  • 1997Trade Credit and Credit Rationing982 cited
  • 2006Trade Credit: Suppliers as Debt Collectors and Insurance Providers980 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 2001Counterparty Risk and the Pricing of Defaultable Securities662 cited
  • 1981A Transactions Theory of Trade Credit Use603 cited
  • 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited
  • 2007Common Failings: How Corporate Defaults Are Correlated583 cited
  • 2006An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market540 cited
  • 1994A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations461 cited
  • 1993Product Risk, Asymmetric Information, and Trade Credit454 cited
  • 1988Vendor Financing423 cited
  • 2001Infectious defaults228 cited
  • 1996Trade Credit: Theories and Evidence222 cited
  • 2003Financial Distress and Bank Lending Relationships

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191 cited

Cited by

  • 2009Correlation in Corporate Defaults: Contagion or Conditional Independence?49 cited
  • 2015The Roles of Banks in Financial Systems39 cited
  • 2012Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk31 cited