Credit default swaps
- Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants: Evidence from the Credit Default Swap MarketUgur N KüçükThe Journal of Fixed Income March 2010, 19 (4) 44-66; DOI: https://doi.org/10.3905/JFI.2010.19.4.044
- Margin Setting in Credit Derivatives Clearing HousesHans N.E ByströmThe Journal of Fixed Income March 2010, 19 (4) 37-43; DOI: https://doi.org/10.3905/JFI.2010.19.4.037
- Unfunded Pension Liabilities and the Corporate CDS MarketRonan C Gallagher and Donal G McKillopThe Journal of Fixed Income December 2009, 19 (3) 30-46; DOI: https://doi.org/10.3905/JFI.2010.19.3.030
- Credit Default Swap Auctions and Price DiscoveryJean Helwege, Samuel Maurer, Asani Sarkar and Yuan WangThe Journal of Fixed Income September 2009, 19 (2) 34-42; DOI: https://doi.org/10.3905/jfi.2009.19.2.034
- Fundamental, Flight-to-Quality, and Flight-to-Liquidity Components in Subprime Mortgage-Backed Security ReturnsJoseph R PrendergastThe Journal of Fixed Income June 2009, 19 (1) 5-25; DOI: https://doi.org/10.3905/JFI.2009.19.1.005
- Measuring the Credit Risk of Synthetic CDOs with CDS-Implied RatingsDavid T Hamilton and Yukyung ChoiThe Journal of Fixed Income June 2009, 19 (1) 40-54; DOI: https://doi.org/10.3905/JFI.2009.19.1.040
- Liquidity Commonality Across the Bond and CDS MarketsXiaoling PuThe Journal of Fixed Income June 2009, 19 (1) 26-39; DOI: https://doi.org/10.3905/JFI.2009.19.1.026
- Volatility Transmission Among the CDS, Equity, and Bond MarketsLei Meng, Owain ap Gwilym and José VarasThe Journal of Fixed Income December 2008, 18 (3) 33-46; DOI: https://doi.org/10.3905/JFI.2009.18.3.033
- Credit Default Swap Market DeterminantsCaitlin Ann GreatrexThe Journal of Fixed Income December 2008, 18 (3) 18-32; DOI: https://doi.org/10.3905/JFI.2009.18.3.018
- The Pricing of Correlated Default RiskNikola Tarashev and Haibin ZhuThe Journal of Fixed Income June 2008, 18 (1) 5-24; DOI: https://doi.org/10.3905/jfi.2008.708840
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