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Records found: 10

DP12857	Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Author(s): Patrick Augustin, Mikhail Chernov and Dongho Song Published: April 2018
DP12168	Asset encumbrance and bank risk: First evidence from public disclosures in Europe Author(s): Albert Banal-Estanol, Enrique Benito and Dmitry Khametshin Published: July 2017
DP11576	A Macrofinance View of U.S. Sovereign CDS Premiums Author(s): Mikhail Chernov, Lukas Schmid and Andres Schneider Published: October 2016
DP9403	The Market for OTC Derivatives Author(s): Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill Published: March 2013
DP9229	Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency Author(s): Lamia Bekkour, Xisong Jin, Thorsten Lehnert, Fanou Rasmouki and Christian C Wolff Published: November 2012
DP8679	A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk Author(s): Viral V. Acharya, Itamar Drechsler and Philipp Schnabl Published: December 2011
DP8456	CDS Auctions Author(s): Mikhail Chernov, Alexander Gorbenko and Igor Makarov Published: June 2011
DP7903	Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads Author(s): Asli Demirguc-Kunt and Harry Huizinga Published: June 2010
DP5180	Insider Trading in Credit Derivatives Author(s): Viral V. Acharya and Tim Johnson Published: August 2005
DP4250	Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements Author(s): Lars Norden and Martin Weber Published: February 2004

Records Found 10