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Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis Journal article
Empirical Economics, 2021,Volume: 60,Issue: 5,Page: 2203-2225
Authors:  Fu, Xiaoqing;  Li, Matthew C.;  Molyneux, Philip
Favorite |  | TC[WOS]:3 TC[Scopus]:4 | Submit date:2021/12/08
Credit default swap spread  Financial crisis  Firm performance  Macroeconomic conditions  Structural models  
Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis Journal article
Journal of Finance and Economics, 2017,Volume: 5,Issue: 1,Page: 9-31
Authors:  Matthew C. Li;  Xiaoqing (Maggie) Fu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/03
Credit Default Swaps  Structural Models  Firm Performance  Macroeconomic Conditions  Financial Crisis  Garch Volatility  
Pricing deviation, misvaluation comovement, and macroeconomic conditions Journal article
Journal of Banking & Finance, 2013,Volume: 37,Issue: 13,Page: 5285-5299
Authors:  Eric C.Chang;  YanLuo;  JinjuanRen
Favorite |  | TC[WOS]:10 TC[Scopus]:8 | Submit date:2019/10/03
Misvaluation  Systematic Risk  Conditions  Macroeconomic  Comovement  Market Efficiency