Discussion paper DP16628 Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives Viral Acharya Yalin Gündüz Timothy Johnson 13 Oct 2021 Financial Economics G01 G15 G21 H63
Discussion paper DP4674 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis Martin Weber Lars Norden 23 Oct 2004 Financial Economics C32 G10 G14
Discussion paper DP3329 Pricing Credit Derivatives with Rating Transitions Sanjiv Ranjan Das Viral Acharya Rangarajan K Sundaram 20 Apr 2002 Financial Economics G12 G13