Measuring the quality of the institutional environment through the development of prices of credit default swaps in times of economic disturbances

Measuring the quality of the institutional environment through the development of prices of credit default swaps in times of economic disturbances

Bibliographic Details
Main Author:	Dušan Steinhauser
Format:	Article
Language:	English
Published:	LLC "CPC "Business Perspectives" 2015-12-01
Series:	Investment Management & Financial Innovations
Online Access:	https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7018/imfi_en_2015_04_Steinhauser.pdf

Similar Items

Applications of actuarial techniques to credit default swap pricing
by: Lim, Zheng Xian, et al.
Published: (2012)

Credit Default Swap and Liquidity
by: Khaldoun Maddallah Al-Qaisi, et al.
Published: (2017-04-01)

Credit Default Swap and Liquidity
by: Khaldoun Maddallah Al-Qaisi, et al.
Published: (2017-06-01)

Credit Default Swap and Liquidity
by: Khaldoun Maddallah Al-Qaisi, et al.
Published: (2017-04-01)

Credit Default Swap and Liquidity
by: Khaldoun Maddallah Al-Qaisi, et al.
Published: (2017-04-01)

Modeling basket credit default swaps with default contagion
by: Haworth, H, et al.
Published: (2006)

CREDIT DEFAULT SWAPS AND BANK SAFETY
by: Matt Brigida
Published: (2022-10-01)

Credit default swaps and corporate innovation
by: Chang, Xin, et al.
Published: (2020)

Credit default swaps and shareholder monitoring
by: Yu, Xiaoxu
Published: (2022)

Analysis of Lithuanian credit default swaps
by: Arvydas Kregzde, et al.
Published: (2015-10-01)

CREDIT DEFAULT SWAPS IN THE MECHANISM OF REDISTRIBUTION OF CREDIT RISK
by: O. Solodka
Published: (2015-03-01)

ORIGIN CREDIT-DEFAULT SWAPS, AND IDIOSYNCRATIC THEIR FUNCTIONING
by: Марсель Альбертович Шарипов, et al.
Published: (2013-04-01)

ORIGIN CREDIT-DEFAULT SWAPS, AND IDIOSYNCRATIC THEIR FUNCTIONING
by: Sharipov Marsel Albertovich, et al.
Published: (2013-01-01)

Credit Default Swaps in the External Public Debt Management
by: Lupenko Andrii Yu.
Published: (2020-11-01)

Analysing sovereign credit default swaps of Baltic countries
by: Arvydas Kregzde, et al.
Published: (2015-06-01)

Stock buybacks and credit default swap spread changes
by: Heewoo Park, et al.
Published: (2023-03-01)

Uses and abuses of credit default swaps – a critique
by: Sunder Ram Korivi, et al.
Published: (2012-11-01)

Metodologia para precificação de credit default swaps
by: Helcio Haruo Sasaki, et al.
Published: (2009-09-01)

The Effect of Executive Compensation on Credit Default Swap Spread
by: Meizaroh Meizaroh, et al.
Published: (2019-04-01)

The Term Structure of Credit Spreads and Credit Default Swaps - an Empirical Investigation
by: Stefan Trück, et al.
Published: (2005-01-01)

CHARACTERISTICS OF CREDIT DEFAULT SWAPS AND DEVELOPMENT OF 5 YEAR CDS PRICES OF PORTUGAL AND SELECTED COUNTRIES
by: Ľubomír Pinter, et al.
Published: (2012-01-01)

How safe are central counterparties in credit default swap markets?
by: Young, H, et al.
Published: (2019)

Dynamics in the Predictability of Credit Default Swap Spreads of EU Companies
by: Kirill Romanyuk, et al.
Published: (2023-01-01)

The effects of stock market and interest rates on credit default swaps.
by: Leong, Phooi Teng., et al.
Published: (2009)

Credit default swaps drawup networks: too interconnected to be stable?
by: Rahul Kaushik, et al.
Published: (2013-01-01)

An analysis through credit default swap, asset swap and zero-volatility spreads: Coup attempt and Bist 100 volatility
by: Samet Gunay
Published: (2019-06-01)

Credit default swaps (CDSs): an effective tool to manage credit risk of Indian banks
by: Tabassum, et al.
Published: (2022-11-01)

Sovereign bond spreads and credit default swap premia: cointegration and causality
by: Margarita Martín García, et al.
Published: (2014-06-01)

Modelling bonds and credit default swaps using a structural model with contagion
by: Haworth, H, et al.
Published: (2006)

Modelling bonds and credit default swaps using a structural model with contagion
by: Haworth, H, et al.
Published: (2008)

Modelling bonds and credit default swaps using a structural model with contagion
by: Haworth, H, et al.
Published: (2006)

Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro
by: Muhsin Kar, et al.
Published: (2016-07-01)

The Relationship Between Geopolitical Risk and Credit Default Swap Premium: Evidence from Turkey*
by: Esra Soyu Yıldırım, et al.
Published: (2023-05-01)

Credit Default Swaps, normas contables y endeudamiento de la República Argentina
by: Liliana Nieves Fernández Güereña
Published: (2015-07-01)

Informationally advantaged lenders and the credit derivative market: Evidence from Loan only Credit Default Swap (LCDX)
by: Zagdbazar Davaadorj, et al.
Published: (2024-03-01)

Credit Default Swap: A Scrutiny of Differentiating its Nature from Credit Insurance and Sharia Feasibility Review
by: Diba Jafari, et al.
Published: (2021-04-01)

Relationship Between Credit Default Swaps, Direct Foreign Investments and Portfolio Investments: Time Series Analysis for Turkey
by: Ahmet KAHILOGULLARI
Published: (2018-11-01)

Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar?
by: M. Kabir Hassan, et al.
Published: (2017-03-01)

Finding an eﬀicient machine learning predictor for lesser liquid credit default swaps in equity markets
by: F. Soleymani
Published: (2023-03-01)

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
by: YHLAS SOVBETOV, et al.
Published: (2018-01-01)