Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Are all Credit Default Swap Databases Equal?

16 references·16 citing·49 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

2001The Determinants of Credit Spread Changes2,253 cited
2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
2001Explaining the Rate Spread on Corporate Bonds1,580 cited
1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
2007Corporate Yield Spreads and Bond Liquidity1,087 cited
2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
1995Predictable Risk and Returns in Emerging Markets982 cited
2007Insider trading in credit derivatives☆827 cited
1980Models of Network Structure812 cited
2002Effects of Corporate Diversification on Productivity745 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
2006How Profitable Is Capital Structure Arbitrage?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

476 cited

2009Credit Contagion from Counterparty Risk448 cited

Cited by

2011What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk78 cited
2014The effect of sovereign wealth funds on the credit risk of their portfolio companies66 cited
2015Related Securities and Equity Market Quality: The Case of CDS61 cited
2017Dealing with Dealers: Sovereign CDS Comovements58 cited
2019Risky bank guarantees44 cited
2017Credit risk interconnectedness: What does the market really know?41 cited
2013The Market for OTC Derivatives40 cited
2019The European Bank Recovery and Resolution Directive: A market assessment38 cited
2016Nonparametric machine learning models for predicting the credit default swaps: An empirical study37 cited
2018Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?37 cited
2013The impact of distressed economies on the EU sovereign market36 cited
2015Is Tail Risk Priced in Credit Default Swap Premia?36 cited
2017How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe36 cited
2015News‐Specific Price Discovery in Credit Default Swap Markets33 cited
2012Are Credit Ratings Still Relevant?33 cited
2014The market for credit default swaps: new insights into investors' use of accounting information?32 cited