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CDS VE TAHVİL MARJLARI İLİŞKİSİ: BİBLİYOMETRİK BİR BAKIŞ AÇISINDAN LİTERATÜR ARAŞTIRMASI
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CDS VE TAHVİL MARJLARI İLİŞKİSİ: BİBLİYOMETRİK BİR BAKIŞ AÇISINDAN LİTERATÜR ARAŞTIRMASI (2023)CDS VE TAHVİL MARJLARI İLİŞKİSİ: BİBLİYOM…When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)When Selling Becomes Viral: D…Margin-based Asset Pricing and Deviations from the Law of One Price (2011)Margin-based Asset Pricing an…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Counterparty Credit Risk and the Credit Default Swap Market (2011)Counterparty Credit Risk and …An Analysis of Euro Area Sovereign CDS and Their Relation with Government Bonds (2010)An Analysis of Euro Area Sove…The Determinants of Credit Default Swap Premia (2009)The Determinants of Credit De…The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis (2009)The Co‐movement of Credit Def…Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS (2009)Credit spreads: An empirical …Insider trading in credit derivatives☆ (2007)Insider trading in credit der…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 (2005)An Empirical Analysis of the …The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Valuing Credit Default Swaps I (2000)Valuing Credit Default Swaps ICredit Swap Valuation (1999)Credit Swap ValuationA Survey of Corporate Governance (1997)A Survey of Corporate Governa…The Limits of Arbitrage (1995)Credit Cycles (1997)Market Liquidity and Funding Liquidity (2008)Presidential Address: Discount Rates (2011)Betting against beta (2013)A Macroeconomic Model with a Financial Sector (2014)A Theory of the Term Structure of Interest Rates (1985)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Forecasting Default with the Merton Distance to Default Model (2008)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Modeling Term Structures of Defaultable Bonds (1999)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Stochastic Integration and Differential Equations (2005)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)Leveraged Buyouts and Private Equity (2009)Finance and Economics Discussion Series (2022)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Risk Matters: The Real Effects of Volatility Shocks (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)The effect of bond rating changes on common stock prices (1986)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps (2006)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)A framework for assessing the systemic risk of major financial institutions (2009)The Nature of the Firm (1937)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Legal Determinants of External Finance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Credit Default Swaps and the Credit Crisis (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (2011)
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References

  • 1997A Survey of Corporate Governance16,237 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,082 cited
  • 2007Insider trading in credit derivatives☆827 cited
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  • 2006An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market540 cited
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  • 2010An Analysis of Euro Area Sovereign CDS and Their Relation with Government Bonds379 cited
  • 2020When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response349 cited
  • 2009Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS

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328 cited
  • 2011Counterparty Credit Risk and the Credit Default Swap Market328 cited
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