https://osuva.uwasa.fi/items/40a056b2-fe2f-4648-9f75-8f4d3fe1afdb
The Impact of Credit Rating Changes on CDS Spreads
Only a few papers have studied the impact of credit rating announcements on CDS spreads. The first papers were published in 2004. This thesis studies if the...
the impactcredit ratingcds spreadschanges
https://avesis.erciyes.edu.tr/yayin/1fd99ca2-5598-49f8-aeff-733528cbc1ec/impact-of-covid-19-pandemics-on-sovereign-risk-time-varying-correlations-of-the-cds-spreads-in-emerging-economies
Impact of COVID-19 pandemics on sovereign risk: Time-varying correlations of the CDS spreads in...
the cdsimpactcovidpandemicssovereign
https://scholarworks.aub.edu.lb/items/101e808c-2f7b-4696-a10c-9e726a3cd33a
The relationship between CDS spreads, term structures, and implied volatility
The associations of four US volatility indices, VIX, VXOA, VXN, and VXD with measures of counterparty risk and macroeconomic conditions are studied over daily...
the relationshipcds spreadsimplied volatilitytermstructures
https://publicatt.unicatt.it/handle/10807/40573
CDS spreads a good proxy of bank risk? Evidence from the financial crisis
the financial crisiscds spreadsgoodproxybank
https://econpapers.repec.org/paper/higwpaper/13_2ffe_2f2013.htm
EconPapers: A joint non-parametric approach to the decomposition of bond yields and CDS spreads:...
By Victor Lapshin and Marat Kurbangaleev; Abstract: In this paper we develop a joint non-parametric approach to the problem of the decomposition of bond yields...
to thebond yieldscds spreadsjointnon
https://www.structuredcreditinvestor.com/news-round-up/cds/45448/insurance-cds-spreads-tighten
Insurance CDS spreads tighten | Credit Default Swaps (CDS) | Structured Credit Investor
All insurance sectors saw CDS spreads tighten during the last quarter as fundamentals point to an improvement in global growth, says Moody's. A review of...
credit default swapscds spreadsinsurancetightenstructured