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When Senior Meets Junior: Information in Credit Default Swap Spreads of Large Banks
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When Senior Meets Junior: Information in Credit Default Swap Spreads of Large Banks (2010)When Senior Meets Junior: Information in …A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)A Pyrrhic Victory? - Bank Bai…Basel Committee On Banking Supervision (2010)Basel Committee On Banking Su…The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis (2009)The Co‐movement of Credit Def…Restoring Financial Stability (2009)Restoring Financial StabilityExplaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)Explaining Credit Default Swa…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Back to the basics in banking? A micro-analysis of banking system stability (2009)Back to the basics in banking…Insider trading in credit derivatives☆ (2007)Insider trading in credit der…Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Good and bad credit contagion…Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)Equity and Bond Market Signal…An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market (2006)An Empirical Comparison of Cr…An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps (2006)An Empirical Analysis of the …The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence (1998)Using Market Information in P…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Measuring security price performance (1980)Using daily stock returns (1985)Common Failings: How Corporate Defaults Are Correlated (2007)Finance and Economics Discussion Series (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Constraints on short-selling and asset price adjustment to private information (1987)Explaining the Rate Spread on Corporate Bonds (2001)A framework for assessing the systemic risk of major financial institutions (2009)The Impact of Climate Change on the Cost of Bank Loans (2020)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)Nontraditional banking activities and bank failures during the financial crisis (2013)Why bank capital matters for monetary policy (2016)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)Continuous Auctions and Insider Trading (1985)Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS (2009)Has the CDS market lowered the cost of corporate debt? (2009)Credit Default Swaps and the Credit Crisis (2010)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)The risk management of nothing (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Markets: The Credit Rating Agencies (2010)Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)A Survey of Systemic Risk Analytics (2012)Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)Market discipline and deposit insurance (2004)Examining the Relationships between Capital, Risk and Efficiency in European Banking (2007)Does board structure in banks really affect their performance? (2013)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
  • 2007Insider trading in credit derivatives☆827 cited
  • 2009Restoring Financial Stability720 cited
  • 1998Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence674 cited
  • 2009Back to the basics in banking? A micro-analysis of banking system stability662 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 2006An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps629 cited
  • 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited
  • 2009Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms572 cited
  • 2006An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market540 cited
  • 2009The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis526 cited

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  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 2006Equity and Bond Market Signals as Leading Indicators of Bank Fragility365 cited
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