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You searched for subject:(Credit Default Swaps CDS ). Showing records 1 – 30 of 4180 total matches.

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Technical University of Lisbon

1. Dias, Tânia Filipa Teodoro. A crise da dívida soberana portuguesa lida através dos spreads dos CDS da dívida portuguesa e dos CDS da dívida alemã.

Degree: 2012, Technical University of Lisbon

Mestrado em Finanças

O objetivo deste Trabalho Final de Mestrado consiste em responder à questão: O que é que explica os spreads dos CDS (credit(more)

Subjects/Keywords: credit default swaps (CDS); mercado dos CDS; spreads dos CDS; dívida pública portuguesa; CDS market; portuguese sovereign CDS spreads

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APA (6th Edition):

Dias, T. F. T. (2012). A crise da dívida soberana portuguesa lida através dos spreads dos CDS da dívida portuguesa e dos CDS da dívida alemã. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10316

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dias, Tânia Filipa Teodoro. “A crise da dívida soberana portuguesa lida através dos spreads dos CDS da dívida portuguesa e dos CDS da dívida alemã.” 2012. Thesis, Technical University of Lisbon. Accessed October 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10316.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dias, Tânia Filipa Teodoro. “A crise da dívida soberana portuguesa lida através dos spreads dos CDS da dívida portuguesa e dos CDS da dívida alemã.” 2012. Web. 25 Oct 2020.

Vancouver:

Dias TFT. A crise da dívida soberana portuguesa lida através dos spreads dos CDS da dívida portuguesa e dos CDS da dívida alemã. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2020 Oct 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10316.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dias TFT. A crise da dívida soberana portuguesa lida através dos spreads dos CDS da dívida portuguesa e dos CDS da dívida alemã. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10316

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

2. Kitwiwattanachai, Chanatip. Essays in credit derivatives.

Degree: PhD, 0075, 2012, University of Illinois – Urbana-Champaign

 This thesis consists of three essays that examine various problems in credit derivatives. In the first essay, we propose a novel method to extract asset… (more)

Subjects/Keywords: Asset Pricing; Credit Derivatives; Credit Default Swaps (CDS); Risk Management; Liquidity; Correlation; Recovery Rates

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APA (6th Edition):

Kitwiwattanachai, C. (2012). Essays in credit derivatives. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/34470

Chicago Manual of Style (16th Edition):

Kitwiwattanachai, Chanatip. “Essays in credit derivatives.” 2012. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed October 25, 2020. http://hdl.handle.net/2142/34470.

MLA Handbook (7th Edition):

Kitwiwattanachai, Chanatip. “Essays in credit derivatives.” 2012. Web. 25 Oct 2020.

Vancouver:

Kitwiwattanachai C. Essays in credit derivatives. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2012. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/2142/34470.

Council of Science Editors:

Kitwiwattanachai C. Essays in credit derivatives. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2012. Available from: http://hdl.handle.net/2142/34470

3. Silva, Paulo Miguel Pereira da. Essays on the informational efficiency of credit default swaps.

Degree: 2017, Universidade de Évora

 This thesis contributes to the strand of the financial literature on credit derivatives, in particular the credit default swaps (CDS) market. We present four inter-connected… (more)

Subjects/Keywords: Credit default swaps; CDS; Market efficiency; Open interest; Price discovery; Credit default swaps; CDS; Eficiência de mercado; Posições em aberto; Formação de preços

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APA (6th Edition):

Silva, P. M. P. d. (2017). Essays on the informational efficiency of credit default swaps. (Thesis). Universidade de Évora. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Silva, Paulo Miguel Pereira da. “Essays on the informational efficiency of credit default swaps.” 2017. Thesis, Universidade de Évora. Accessed October 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Silva, Paulo Miguel Pereira da. “Essays on the informational efficiency of credit default swaps.” 2017. Web. 25 Oct 2020.

Vancouver:

Silva PMPd. Essays on the informational efficiency of credit default swaps. [Internet] [Thesis]. Universidade de Évora; 2017. [cited 2020 Oct 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Silva PMPd. Essays on the informational efficiency of credit default swaps. [Thesis]. Universidade de Évora; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

4. Gomes, Rui Miguel Campos. O papel dos CDS na (in)estabilidade do mercado financeiro.

Degree: 2013, Technical University of Lisbon

Mestrado em Finanças

O mercado de credit default swaps (CDS) tem crescido exponencialmente nos últimos tempos até à crise de 2008-2010, tendo encontrado aí um… (more)

Subjects/Keywords: CDS; Risco de Contraparte; Transparência; Base; Credit Default Swaps; Basis; Counterparty Risk; Transparency

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APA (6th Edition):

Gomes, R. M. C. (2013). O papel dos CDS na (in)estabilidade do mercado financeiro. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gomes, Rui Miguel Campos. “O papel dos CDS na (in)estabilidade do mercado financeiro.” 2013. Thesis, Technical University of Lisbon. Accessed October 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gomes, Rui Miguel Campos. “O papel dos CDS na (in)estabilidade do mercado financeiro.” 2013. Web. 25 Oct 2020.

Vancouver:

Gomes RMC. O papel dos CDS na (in)estabilidade do mercado financeiro. [Internet] [Thesis]. Technical University of Lisbon; 2013. [cited 2020 Oct 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gomes RMC. O papel dos CDS na (in)estabilidade do mercado financeiro. [Thesis]. Technical University of Lisbon; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Qi, Ziqiong. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.

Degree: Docteur es, Sciences de gestion, 2014, Rennes 1

Cette thèse de doctorat s’articule en trois chapitres. Le premier chapitre s’attache à trouver les déterminants principaux des variations hebdomadaires des marges de CDS, en… (more)

Subjects/Keywords: Finance; Risque; Marchés; Produits dérivés; Credit Default SWAPS; Finance; Risk; Market; Derivative products; Cds

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Qi, Z. (2014). Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2014REN1G025

Chicago Manual of Style (16th Edition):

Qi, Ziqiong. “Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.” 2014. Doctoral Dissertation, Rennes 1. Accessed October 25, 2020. http://www.theses.fr/2014REN1G025.

MLA Handbook (7th Edition):

Qi, Ziqiong. “Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.” 2014. Web. 25 Oct 2020.

Vancouver:

Qi Z. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. [Internet] [Doctoral dissertation]. Rennes 1; 2014. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2014REN1G025.

Council of Science Editors:

Qi Z. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. [Doctoral Dissertation]. Rennes 1; 2014. Available from: http://www.theses.fr/2014REN1G025


University of Nairobi

6. Ikamari, Cynthia A. Application of credit default swaps to commercial banks .

Degree: 2012, University of Nairobi

 Commercial banks contribute significantly to the growth ofa nation's economy. The profitability of commercial banks is largely attributed to the interest charged on loans they… (more)

Subjects/Keywords: Credit default swaps; Commercial banks

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APA (6th Edition):

Ikamari, C. A. (2012). Application of credit default swaps to commercial banks . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ikamari, Cynthia A. “Application of credit default swaps to commercial banks .” 2012. Thesis, University of Nairobi. Accessed October 25, 2020. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ikamari, Cynthia A. “Application of credit default swaps to commercial banks .” 2012. Web. 25 Oct 2020.

Vancouver:

Ikamari CA. Application of credit default swaps to commercial banks . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2020 Oct 25]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ikamari CA. Application of credit default swaps to commercial banks . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Lan, Yi. Survival Probability and Intensity Derived from Credit Default Swaps.

Degree: MS, 2012, Worcester Polytechnic Institute

  This project discusses the intensity and survival probability derived from Credit Default Swaps (CDS). We utilize two models, the reduced intensity model and the… (more)

Subjects/Keywords: survival probability; Credit Default Swaps

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APA (6th Edition):

Lan, Y. (2012). Survival Probability and Intensity Derived from Credit Default Swaps. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-011312-121903 ; https://digitalcommons.wpi.edu/etd-theses/82

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lan, Yi. “Survival Probability and Intensity Derived from Credit Default Swaps.” 2012. Thesis, Worcester Polytechnic Institute. Accessed October 25, 2020. etd-011312-121903 ; https://digitalcommons.wpi.edu/etd-theses/82.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lan, Yi. “Survival Probability and Intensity Derived from Credit Default Swaps.” 2012. Web. 25 Oct 2020.

Vancouver:

Lan Y. Survival Probability and Intensity Derived from Credit Default Swaps. [Internet] [Thesis]. Worcester Polytechnic Institute; 2012. [cited 2020 Oct 25]. Available from: etd-011312-121903 ; https://digitalcommons.wpi.edu/etd-theses/82.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lan Y. Survival Probability and Intensity Derived from Credit Default Swaps. [Thesis]. Worcester Polytechnic Institute; 2012. Available from: etd-011312-121903 ; https://digitalcommons.wpi.edu/etd-theses/82

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Pennsylvania

8. Plank, Thomas J. Essays in Sovereign Credit Risk.

Degree: 2010, University of Pennsylvania

 This dissertation investigates aspects of sovereign credit risk in advanced and emerging economies. It consists of two chapters. Chapter 1 studies the determinants of sovereign… (more)

Subjects/Keywords: sovereign credit risk; sovereign cds; credit default swaps; Finance

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APA (6th Edition):

Plank, T. J. (2010). Essays in Sovereign Credit Risk. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Plank, Thomas J. “Essays in Sovereign Credit Risk.” 2010. Thesis, University of Pennsylvania. Accessed October 25, 2020. https://repository.upenn.edu/edissertations/238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Plank, Thomas J. “Essays in Sovereign Credit Risk.” 2010. Web. 25 Oct 2020.

Vancouver:

Plank TJ. Essays in Sovereign Credit Risk. [Internet] [Thesis]. University of Pennsylvania; 2010. [cited 2020 Oct 25]. Available from: https://repository.upenn.edu/edissertations/238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Plank TJ. Essays in Sovereign Credit Risk. [Thesis]. University of Pennsylvania; 2010. Available from: https://repository.upenn.edu/edissertations/238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

9. Neves, Nuno. Credit default swaps.

Degree: 2017, Universidade Nova

 This thesis starts by describing credit default swaps (CDS), their benefits, costs, and how the market for these credit derivatives has been evolving in the… (more)

Subjects/Keywords: Credit default swaps; CDS spreads; Structural models; Explanatory variables; Merton’s model; Regressions; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Neves, N. (2017). Credit default swaps. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26974

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Neves, Nuno. “Credit default swaps.” 2017. Thesis, Universidade Nova. Accessed October 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26974.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Neves, Nuno. “Credit default swaps.” 2017. Web. 25 Oct 2020.

Vancouver:

Neves N. Credit default swaps. [Internet] [Thesis]. Universidade Nova; 2017. [cited 2020 Oct 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26974.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Neves N. Credit default swaps. [Thesis]. Universidade Nova; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26974

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

10. Brannan, Tyler. A Conditioned Gaussian-Poisson Model for Default Phenomena.

Degree: PhD, Applied Mathematics, 2016, Louisiana State University

  We introduce a new model to study the behavior of a portfolio of defaultable assets. We refer to this model as the Gaussian-Poisson model.… (more)

Subjects/Keywords: Conditional Probability; Credit Default Swaps; Gaussian Copula; Stochastic Process; Default Intensity; Poisson; Cox Process; Short Rate; CDO; Collateralized Debt Obligations; CDS; Default Behavior; Market Pricing Measure

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APA (6th Edition):

Brannan, T. (2016). A Conditioned Gaussian-Poisson Model for Default Phenomena. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532

Chicago Manual of Style (16th Edition):

Brannan, Tyler. “A Conditioned Gaussian-Poisson Model for Default Phenomena.” 2016. Doctoral Dissertation, Louisiana State University. Accessed October 25, 2020. etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532.

MLA Handbook (7th Edition):

Brannan, Tyler. “A Conditioned Gaussian-Poisson Model for Default Phenomena.” 2016. Web. 25 Oct 2020.

Vancouver:

Brannan T. A Conditioned Gaussian-Poisson Model for Default Phenomena. [Internet] [Doctoral dissertation]. Louisiana State University; 2016. [cited 2020 Oct 25]. Available from: etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532.

Council of Science Editors:

Brannan T. A Conditioned Gaussian-Poisson Model for Default Phenomena. [Doctoral Dissertation]. Louisiana State University; 2016. Available from: etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532


Queen Mary, University of London

11. Benbouzid, Nadia. Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis.

Degree: PhD, 2015, Queen Mary, University of London

Credit Default Swaps (CDS) instruments - as an indicator of credit risk - were one of the most prominent innovations in financial engineering. Very limited… (more)

Subjects/Keywords: 332.1; Business and Management; Finance; Banking; Credit risk; Credit Default Swaps

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APA (6th Edition):

Benbouzid, N. (2015). Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis. (Doctoral Dissertation). Queen Mary, University of London. Retrieved from http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413

Chicago Manual of Style (16th Edition):

Benbouzid, Nadia. “Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis.” 2015. Doctoral Dissertation, Queen Mary, University of London. Accessed October 25, 2020. http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413.

MLA Handbook (7th Edition):

Benbouzid, Nadia. “Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis.” 2015. Web. 25 Oct 2020.

Vancouver:

Benbouzid N. Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis. [Internet] [Doctoral dissertation]. Queen Mary, University of London; 2015. [cited 2020 Oct 25]. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413.

Council of Science Editors:

Benbouzid N. Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis. [Doctoral Dissertation]. Queen Mary, University of London; 2015. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413


University of Pretoria

12. [No author]. Credit valuation adjustments with application to credit default swaps .

Degree: 2012, University of Pretoria

 The credit valuation adjustment (CVA) on an over-the-counter derivative transaction is the price of the risk associated with the potential default of the counterparties to… (more)

Subjects/Keywords: Credit default swap (cds); Credit valuation adjustment (cva); UCTD

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APA (6th Edition):

author], [. (2012). Credit valuation adjustments with application to credit default swaps . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-07032012-130413/

Chicago Manual of Style (16th Edition):

author], [No. “Credit valuation adjustments with application to credit default swaps .” 2012. Masters Thesis, University of Pretoria. Accessed October 25, 2020. http://upetd.up.ac.za/thesis/available/etd-07032012-130413/.

MLA Handbook (7th Edition):

author], [No. “Credit valuation adjustments with application to credit default swaps .” 2012. Web. 25 Oct 2020.

Vancouver:

author] [. Credit valuation adjustments with application to credit default swaps . [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Oct 25]. Available from: http://upetd.up.ac.za/thesis/available/etd-07032012-130413/.

Council of Science Editors:

author] [. Credit valuation adjustments with application to credit default swaps . [Masters Thesis]. University of Pretoria; 2012. Available from: http://upetd.up.ac.za/thesis/available/etd-07032012-130413/


University of Pretoria

13. Milwidsky, Cara. Credit valuation adjustments with application to credit default swaps.

Degree: Mathematics and Applied Mathematics, 2012, University of Pretoria

 The credit valuation adjustment (CVA) on an over-the-counter derivative transaction is the price of the risk associated with the potential default of the counterparties to… (more)

Subjects/Keywords: Credit default swap (cds); Credit valuation adjustment (cva); UCTD

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APA (6th Edition):

Milwidsky, C. (2012). Credit valuation adjustments with application to credit default swaps. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26050

Chicago Manual of Style (16th Edition):

Milwidsky, Cara. “Credit valuation adjustments with application to credit default swaps.” 2012. Masters Thesis, University of Pretoria. Accessed October 25, 2020. http://hdl.handle.net/2263/26050.

MLA Handbook (7th Edition):

Milwidsky, Cara. “Credit valuation adjustments with application to credit default swaps.” 2012. Web. 25 Oct 2020.

Vancouver:

Milwidsky C. Credit valuation adjustments with application to credit default swaps. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/2263/26050.

Council of Science Editors:

Milwidsky C. Credit valuation adjustments with application to credit default swaps. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/26050


Rice University

14. Balthrop, Justin. Essays on Financial Markets.

Degree: PhD, Business, 2019, Rice University

 This dissertation contains three chapters. In the first chapter, I test whether margin requirements cause asset price volatility. Using novel data on margin requirements and… (more)

Subjects/Keywords: finance; volatility; margin; credit default swaps; financial markets

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APA (6th Edition):

Balthrop, J. (2019). Essays on Financial Markets. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/105417

Chicago Manual of Style (16th Edition):

Balthrop, Justin. “Essays on Financial Markets.” 2019. Doctoral Dissertation, Rice University. Accessed October 25, 2020. http://hdl.handle.net/1911/105417.

MLA Handbook (7th Edition):

Balthrop, Justin. “Essays on Financial Markets.” 2019. Web. 25 Oct 2020.

Vancouver:

Balthrop J. Essays on Financial Markets. [Internet] [Doctoral dissertation]. Rice University; 2019. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/1911/105417.

Council of Science Editors:

Balthrop J. Essays on Financial Markets. [Doctoral Dissertation]. Rice University; 2019. Available from: http://hdl.handle.net/1911/105417


University of Oklahoma

15. Leal Gonzalez, Diego L. THREE ESSAYS IN CORPORATE BOND LIQUIDITY.

Degree: PhD, 2020, University of Oklahoma

 This dissertation consists of three chapters. In the first chapter, using proxies for conversion cost parameters in conjunction with a special set of default free… (more)

Subjects/Keywords: corporate bonds; liquidity; term structure; credit default swaps

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APA (6th Edition):

Leal Gonzalez, D. L. (2020). THREE ESSAYS IN CORPORATE BOND LIQUIDITY. (Doctoral Dissertation). University of Oklahoma. Retrieved from http://hdl.handle.net/11244/324318

Chicago Manual of Style (16th Edition):

Leal Gonzalez, Diego L. “THREE ESSAYS IN CORPORATE BOND LIQUIDITY.” 2020. Doctoral Dissertation, University of Oklahoma. Accessed October 25, 2020. http://hdl.handle.net/11244/324318.

MLA Handbook (7th Edition):

Leal Gonzalez, Diego L. “THREE ESSAYS IN CORPORATE BOND LIQUIDITY.” 2020. Web. 25 Oct 2020.

Vancouver:

Leal Gonzalez DL. THREE ESSAYS IN CORPORATE BOND LIQUIDITY. [Internet] [Doctoral dissertation]. University of Oklahoma; 2020. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/11244/324318.

Council of Science Editors:

Leal Gonzalez DL. THREE ESSAYS IN CORPORATE BOND LIQUIDITY. [Doctoral Dissertation]. University of Oklahoma; 2020. Available from: http://hdl.handle.net/11244/324318

16. Dos Santos Rocha, Marco Aurelio. Essays on risk assumption and liquidity management.

Degree: PhD, 0075, 2015, University of Illinois – Urbana-Champaign

 This dissertation contains two chapters: one on CDS and the firm’s behaviour towards risk assumption and the other one corporate liquidity management in emerging markets.… (more)

Subjects/Keywords: Credit Default Swaps (CDS); Risk shifting; Lines of credit; Liquidity Management; Cash

…Introduction The market for credit default swaps (CDS) grew almost tenfold during the last… …another plus for the occurrence of CDS. We ask if it is possible that credit default swaps help… …Chapter 1 Credit Default Swaps and Risk-Shifting: Good News for Constrained Firms 1.1… …In this paper, we ask if it is possible that credit default swaps help alleviate the… …bond, the buyer of the credit default swaps receives payment from the seller.” 6 in its… 

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APA (6th Edition):

Dos Santos Rocha, M. A. (2015). Essays on risk assumption and liquidity management. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/72744

Chicago Manual of Style (16th Edition):

Dos Santos Rocha, Marco Aurelio. “Essays on risk assumption and liquidity management.” 2015. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed October 25, 2020. http://hdl.handle.net/2142/72744.

MLA Handbook (7th Edition):

Dos Santos Rocha, Marco Aurelio. “Essays on risk assumption and liquidity management.” 2015. Web. 25 Oct 2020.

Vancouver:

Dos Santos Rocha MA. Essays on risk assumption and liquidity management. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2015. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/2142/72744.

Council of Science Editors:

Dos Santos Rocha MA. Essays on risk assumption and liquidity management. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2015. Available from: http://hdl.handle.net/2142/72744

17. Anderson, Mike. Contagion in Credit Default Swap Premiums and Spillover Effects from Bond Liquidity to Stock Returns.

Degree: PhD, Business Administration, 2012, The Ohio State University

  This dissertation investigates two distinct topics. First, I document an increase in the correlations between credit default swap (CDS) spread changes during the credit(more)

Subjects/Keywords: Finance; credit default swaps; cds; liquidity; crisis; correlation; contagion; cost of debt; credit risk; debt; bond

…liquidity risk in credit default swaps is mixed. Bongaerts, de Jong and Driessen (2009)… …CHAPTER 1 PAGE Contagion in Credit Default Swap Premiums . . . . . . . . . . . . . . . 1.1… …1.2.1 Credit Default Swap Contracts Overview 1.2.2 Timing the Crisis… …1.2.3 Credit Default Swap Premiums . . . . . 1.2.4 Sample Characteristics… …find a significant increase in the comovement of CDS spreads during the credit crisis, which… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Anderson, M. (2012). Contagion in Credit Default Swap Premiums and Spillover Effects from Bond Liquidity to Stock Returns. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1334406908

Chicago Manual of Style (16th Edition):

Anderson, Mike. “Contagion in Credit Default Swap Premiums and Spillover Effects from Bond Liquidity to Stock Returns.” 2012. Doctoral Dissertation, The Ohio State University. Accessed October 25, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1334406908.

MLA Handbook (7th Edition):

Anderson, Mike. “Contagion in Credit Default Swap Premiums and Spillover Effects from Bond Liquidity to Stock Returns.” 2012. Web. 25 Oct 2020.

Vancouver:

Anderson M. Contagion in Credit Default Swap Premiums and Spillover Effects from Bond Liquidity to Stock Returns. [Internet] [Doctoral dissertation]. The Ohio State University; 2012. [cited 2020 Oct 25]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1334406908.

Council of Science Editors:

Anderson M. Contagion in Credit Default Swap Premiums and Spillover Effects from Bond Liquidity to Stock Returns. [Doctoral Dissertation]. The Ohio State University; 2012. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1334406908


North-West University

18. Motshabi, Karabo Mirriam. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi.

Degree: 2012, North-West University

Credit default swaptions (CDS options) are credit derivatives that are widely used by finan-cial institutions such as banks and hedging companies to manage their credit(more)

Subjects/Keywords: Finite dirrerence methods; Black-Scholes method; Credit default swap spreads; credit default swaps and swaptions; interest rate swaps and swaptions; currency swaps and swaptions

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APA (6th Edition):

Motshabi, K. M. (2012). Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/9180

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Motshabi, Karabo Mirriam. “Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. ” 2012. Thesis, North-West University. Accessed October 25, 2020. http://hdl.handle.net/10394/9180.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Motshabi, Karabo Mirriam. “Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. ” 2012. Web. 25 Oct 2020.

Vancouver:

Motshabi KM. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. [Internet] [Thesis]. North-West University; 2012. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/10394/9180.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Motshabi KM. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. [Thesis]. North-West University; 2012. Available from: http://hdl.handle.net/10394/9180

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


UCLA

19. Gandhi, Priyank. Systemic Risks, Financial Intermediaries, and Asset Markets.

Degree: Management (MS/PHD), 2012, UCLA

 The credit crisis of 2007-2009 has sparked an enormous interest in the role that financial intermediaries play in our economy. Recent literature examines how financial… (more)

Subjects/Keywords: Management; Finance; Asset pricing; Bailouts; Bank Equity Returns; Credit Default Swaps; Credit Growth; Financial Institutions

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APA (6th Edition):

Gandhi, P. (2012). Systemic Risks, Financial Intermediaries, and Asset Markets. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/9795q6xb

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gandhi, Priyank. “Systemic Risks, Financial Intermediaries, and Asset Markets.” 2012. Thesis, UCLA. Accessed October 25, 2020. http://www.escholarship.org/uc/item/9795q6xb.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gandhi, Priyank. “Systemic Risks, Financial Intermediaries, and Asset Markets.” 2012. Web. 25 Oct 2020.

Vancouver:

Gandhi P. Systemic Risks, Financial Intermediaries, and Asset Markets. [Internet] [Thesis]. UCLA; 2012. [cited 2020 Oct 25]. Available from: http://www.escholarship.org/uc/item/9795q6xb.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gandhi P. Systemic Risks, Financial Intermediaries, and Asset Markets. [Thesis]. UCLA; 2012. Available from: http://www.escholarship.org/uc/item/9795q6xb

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Washington

20. Pereira, Javier Marcelo. Essays in Financial Intermediation and Credit Risk.

Degree: PhD, 2015, University of Washington

 This dissertation focuses on issues in financial intermediation and sovereign credit risk. With the enactment of the Gramm-Leach-Bliley Act (GLBA) in 1999, the long-standing barriers… (more)

Subjects/Keywords: Credit Default Swaps; Credit Ratings; Exchange Rates; Global Games; Reputation; Underwriters; Economics; Finance; Banking; economics

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APA (6th Edition):

Pereira, J. M. (2015). Essays in Financial Intermediation and Credit Risk. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/33719

Chicago Manual of Style (16th Edition):

Pereira, Javier Marcelo. “Essays in Financial Intermediation and Credit Risk.” 2015. Doctoral Dissertation, University of Washington. Accessed October 25, 2020. http://hdl.handle.net/1773/33719.

MLA Handbook (7th Edition):

Pereira, Javier Marcelo. “Essays in Financial Intermediation and Credit Risk.” 2015. Web. 25 Oct 2020.

Vancouver:

Pereira JM. Essays in Financial Intermediation and Credit Risk. [Internet] [Doctoral dissertation]. University of Washington; 2015. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/1773/33719.

Council of Science Editors:

Pereira JM. Essays in Financial Intermediation and Credit Risk. [Doctoral Dissertation]. University of Washington; 2015. Available from: http://hdl.handle.net/1773/33719


Université de Grenoble

21. Gex, Mathieu. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.

Degree: Docteur es, Sciences de gestion, 2011, Université de Grenoble

Cette thèse étudie la dynamique du marché des credit default swaps (CDS), instruments financiers de transfert du risque du crédit, et de ses relations avec… (more)

Subjects/Keywords: Credit default swaps; Dérivés de crédit; Transfert de risque; Crises financières; Contagion; Causalité; Credit default swaps; Credit derivatives; Risk transfert; Financial crises; Contagion; Causality

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APA (6th Edition):

Gex, M. (2011). Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. (Doctoral Dissertation). Université de Grenoble. Retrieved from http://www.theses.fr/2011GRENG003

Chicago Manual of Style (16th Edition):

Gex, Mathieu. “Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.” 2011. Doctoral Dissertation, Université de Grenoble. Accessed October 25, 2020. http://www.theses.fr/2011GRENG003.

MLA Handbook (7th Edition):

Gex, Mathieu. “Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.” 2011. Web. 25 Oct 2020.

Vancouver:

Gex M. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. [Internet] [Doctoral dissertation]. Université de Grenoble; 2011. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2011GRENG003.

Council of Science Editors:

Gex M. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. [Doctoral Dissertation]. Université de Grenoble; 2011. Available from: http://www.theses.fr/2011GRENG003


Technical University of Lisbon

22. Fonseca, Vladimir João de Oliveira Lopes Dias da. Counterparty and Liquidity Risk : an analysis of the negative basis.

Degree: 2011, Technical University of Lisbon

Mestrado em Finanças

In this study we analyse the equivalence between credit default swap (CDS) spreads and corporate bond yield spreads from March 2007 to… (more)

Subjects/Keywords: Credit Default Swaps; CDS; Bond; Basis; Counterparty Risk; Liquidity Risk; Cointegration,; Lead-Lag Relationship; Corporate Yield Spread,; Interest Rate; Risco de Contraparte; Risco de Liquidez; Cointegração; Base; Obrigação; Taxa de Juro

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APA (6th Edition):

Fonseca, V. J. d. O. L. D. d. (2011). Counterparty and Liquidity Risk : an analysis of the negative basis. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fonseca, Vladimir João de Oliveira Lopes Dias da. “Counterparty and Liquidity Risk : an analysis of the negative basis.” 2011. Thesis, Technical University of Lisbon. Accessed October 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fonseca, Vladimir João de Oliveira Lopes Dias da. “Counterparty and Liquidity Risk : an analysis of the negative basis.” 2011. Web. 25 Oct 2020.

Vancouver:

Fonseca VJdOLDd. Counterparty and Liquidity Risk : an analysis of the negative basis. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2020 Oct 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fonseca VJdOLDd. Counterparty and Liquidity Risk : an analysis of the negative basis. [Thesis]. Technical University of Lisbon; 2011. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


West Virginia University

23. Alturki, Sultan. Three Essays on Energy Markets.

Degree: PhD, Finance, 2020, West Virginia University

  This dissertation includes three essays investigating topics relevant to the energy markets. The first essay employs a new dataset to measure the impact of… (more)

Subjects/Keywords: Oil Sentiment; Inflation Premium; Individual and Institutional Investors; Inventory Announcements; Market Efficiency; Financial Market Predictability; Oil Futures; Market Conditions; Sovereign Credit Default Swaps (CDS); Oil Shocks; Oil-Exporting Countries; G10; Finance and Financial Management

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APA (6th Edition):

Alturki, S. (2020). Three Essays on Energy Markets. (Doctoral Dissertation). West Virginia University. Retrieved from https://doi.org/10.33915/etd.7647 ; https://researchrepository.wvu.edu/etd/7647

Chicago Manual of Style (16th Edition):

Alturki, Sultan. “Three Essays on Energy Markets.” 2020. Doctoral Dissertation, West Virginia University. Accessed October 25, 2020. https://doi.org/10.33915/etd.7647 ; https://researchrepository.wvu.edu/etd/7647.

MLA Handbook (7th Edition):

Alturki, Sultan. “Three Essays on Energy Markets.” 2020. Web. 25 Oct 2020.

Vancouver:

Alturki S. Three Essays on Energy Markets. [Internet] [Doctoral dissertation]. West Virginia University; 2020. [cited 2020 Oct 25]. Available from: https://doi.org/10.33915/etd.7647 ; https://researchrepository.wvu.edu/etd/7647.

Council of Science Editors:

Alturki S. Three Essays on Energy Markets. [Doctoral Dissertation]. West Virginia University; 2020. Available from: https://doi.org/10.33915/etd.7647 ; https://researchrepository.wvu.edu/etd/7647

24. Johansson, Martin. Earnings Announcements In The Credit Default Swap Market - An Event Study.

Degree: Business Studies, 2014, Uppsala University

  This paper investigates the European CDS markets response to earnings announcements between the years 2011-2013. Through the use of event study methodology, we investigate… (more)

Subjects/Keywords: Credit default swaps; European CDS market; Earnings announcements; Earnings surprises; Event study; Market efficiency

…In The Credit Default Swap Market – An Event Study market by studying the CDS markets… …Earnings Announcements In The Credit Default Swap Market – An Event Study 2.0… …x28;Reid, 2005). 8 Earnings Announcements In The Credit Default Swap Market – An… …settling the price of credit risk instruments such as CDS contracts exist; structural- and… …which take into 9 Earnings Announcements In The Credit Default Swap Market – An Event Study… 

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APA (6th Edition):

Johansson, M. (2014). Earnings Announcements In The Credit Default Swap Market - An Event Study. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226706

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Johansson, Martin. “Earnings Announcements In The Credit Default Swap Market - An Event Study.” 2014. Thesis, Uppsala University. Accessed October 25, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226706.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Johansson, Martin. “Earnings Announcements In The Credit Default Swap Market - An Event Study.” 2014. Web. 25 Oct 2020.

Vancouver:

Johansson M. Earnings Announcements In The Credit Default Swap Market - An Event Study. [Internet] [Thesis]. Uppsala University; 2014. [cited 2020 Oct 25]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226706.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Johansson M. Earnings Announcements In The Credit Default Swap Market - An Event Study. [Thesis]. Uppsala University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226706

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St Andrews

25. Wu, Weiou. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil.

Degree: PhD, 2013, University of St Andrews

 This thesis investigates correlations and linkages in credit risk that widely exist in all sectors of the financial markets. The main body of this thesis… (more)

Subjects/Keywords: 332.63; Credit risk; Credit derivatives; Copula; Credit contagion; HG6024.A3W8; Credit derivatives; Swaps (Finance); Default (Finance); Financial risk; Copulas (Mathematical statistics)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, W. (2013). Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil. (Doctoral Dissertation). University of St Andrews. Retrieved from http://hdl.handle.net/10023/4048

Chicago Manual of Style (16th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil.” 2013. Doctoral Dissertation, University of St Andrews. Accessed October 25, 2020. http://hdl.handle.net/10023/4048.

MLA Handbook (7th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil.” 2013. Web. 25 Oct 2020.

Vancouver:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil. [Internet] [Doctoral dissertation]. University of St Andrews; 2013. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/10023/4048.

Council of Science Editors:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil. [Doctoral Dissertation]. University of St Andrews; 2013. Available from: http://hdl.handle.net/10023/4048

26. Ζαβέρδα, Γεωργία. Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος.

Degree: 2011, University of Patras

Η τρέχουσα χρηματοπιστωτική κρίση, έδωσε τη δυνατότητα σε μεγάλο αριθμό ερευνητών να προσπαθησουν να ερμηνεύσουν συγκεκριμένες διαδικασίες που εμφανίζονται σε αυτή την κατάσταση. Ενδιαφέρον αποτελεί… (more)

Subjects/Keywords: Ομόλογα; Ασφάλιστρα κινδύνου; 332.632 32; Credit spreads (bonds); Credit default swap (CDS)

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APA (6th Edition):

Ζαβέρδα, . (2011). Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/4368

Chicago Manual of Style (16th Edition):

Ζαβέρδα, Γεωργία. “Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος.” 2011. Masters Thesis, University of Patras. Accessed October 25, 2020. http://nemertes.lis.upatras.gr/jspui/handle/10889/4368.

MLA Handbook (7th Edition):

Ζαβέρδα, Γεωργία. “Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος.” 2011. Web. 25 Oct 2020.

Vancouver:

Ζαβέρδα . Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος. [Internet] [Masters thesis]. University of Patras; 2011. [cited 2020 Oct 25]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4368.

Council of Science Editors:

Ζαβέρδα . Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος. [Masters Thesis]. University of Patras; 2011. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4368


University of Manchester

27. Lin, Ming-Tsung. Three Studies in Hedge Funds and Credit Default Swaps.

Degree: 2015, University of Manchester

 This thesis consists of one hedge fund study and two credit default swap (CDS) studies. The first study investigates the relationship between mega hedge funds… (more)

Subjects/Keywords: Hedge Fund; Hedge Fund Flow; Credit Default Swap (CDS); Credit Risk; Liquidity Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, M. (2015). Three Studies in Hedge Funds and Credit Default Swaps. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470

Chicago Manual of Style (16th Edition):

Lin, Ming-Tsung. “Three Studies in Hedge Funds and Credit Default Swaps.” 2015. Doctoral Dissertation, University of Manchester. Accessed October 25, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470.

MLA Handbook (7th Edition):

Lin, Ming-Tsung. “Three Studies in Hedge Funds and Credit Default Swaps.” 2015. Web. 25 Oct 2020.

Vancouver:

Lin M. Three Studies in Hedge Funds and Credit Default Swaps. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2020 Oct 25]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470.

Council of Science Editors:

Lin M. Three Studies in Hedge Funds and Credit Default Swaps. [Doctoral Dissertation]. University of Manchester; 2015. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470

28. Pereira, Sofia Carvalhais Leite. Corporate governance : a influência e responsabilização do empty creditor.

Degree: 2017, RCAAP

A presente dissertação terá como principal objetivo desenvolver o tema do empty creditor. Tendo em conta que o direito comercial se encontra em constante mutação… (more)

Subjects/Keywords: Credor vazio; financiamento das sociedades; credit default swaps; empty creditor; financing of companies; credit default swaps; Domínio/Área Científica::Ciências Sociais::Direito

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pereira, S. C. L. (2017). Corporate governance : a influência e responsabilização do empty creditor. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pereira, Sofia Carvalhais Leite. “Corporate governance : a influência e responsabilização do empty creditor.” 2017. Thesis, RCAAP. Accessed October 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pereira, Sofia Carvalhais Leite. “Corporate governance : a influência e responsabilização do empty creditor.” 2017. Web. 25 Oct 2020.

Vancouver:

Pereira SCL. Corporate governance : a influência e responsabilização do empty creditor. [Internet] [Thesis]. RCAAP; 2017. [cited 2020 Oct 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pereira SCL. Corporate governance : a influência e responsabilização do empty creditor. [Thesis]. RCAAP; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

29. Fraichot, Jean-Pierre. Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy.

Degree: Docteur es, Sciences économiques, 2018, Paris Sciences et Lettres (ComUE)

La thèse étudie les effets du projet européen de taxation des transactions financières. Elle en analyse les conséquences sur la volatilité, la liquidité, les volumes… (more)

Subjects/Keywords: Taxation; Volatilité; Spreads; Options; Effet de levier; Transactions financières; Credit Default Swaps; Tax; Volatility; Spread; Option; Leverage; Financial Transaction; Credit Default Swaps; 332.64

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fraichot, J. (2018). Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy. (Doctoral Dissertation). Paris Sciences et Lettres (ComUE). Retrieved from http://www.theses.fr/2018PSLED036

Chicago Manual of Style (16th Edition):

Fraichot, Jean-Pierre. “Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy.” 2018. Doctoral Dissertation, Paris Sciences et Lettres (ComUE). Accessed October 25, 2020. http://www.theses.fr/2018PSLED036.

MLA Handbook (7th Edition):

Fraichot, Jean-Pierre. “Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy.” 2018. Web. 25 Oct 2020.

Vancouver:

Fraichot J. Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres (ComUE); 2018. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2018PSLED036.

Council of Science Editors:

Fraichot J. Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy. [Doctoral Dissertation]. Paris Sciences et Lettres (ComUE); 2018. Available from: http://www.theses.fr/2018PSLED036

30. Oliveira, José Luís Domingues Almeida. Trading of credit indices : behaviour analysis.

Degree: 2016, RCAAP

Este documento foi realizado com o âmbito de analisar o comportamento do mercado dos Credit Default Swaps, com especial atenção para o trading de Índices… (more)

Subjects/Keywords: Credit Default Swaps; Índices de Crédito; Qualidade de Crédito; Credit Indices; Credit Quality; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Oliveira, J. L. D. A. (2016). Trading of credit indices : behaviour analysis. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Oliveira, José Luís Domingues Almeida. “Trading of credit indices : behaviour analysis.” 2016. Thesis, RCAAP. Accessed October 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Oliveira, José Luís Domingues Almeida. “Trading of credit indices : behaviour analysis.” 2016. Web. 25 Oct 2020.

Vancouver:

Oliveira JLDA. Trading of credit indices : behaviour analysis. [Internet] [Thesis]. RCAAP; 2016. [cited 2020 Oct 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oliveira JLDA. Trading of credit indices : behaviour analysis. [Thesis]. RCAAP; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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