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1. Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter.
   In: BIS Working Papers.
   RePEc:bis:biswps:631.

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2. The reward for trading illiquid maturities in credit default swap markets. (2015). Arakelyan, Armen ; Serrano, Pedro ; Rubio, Gonzalo.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:376-389.

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3. Credit default swaps and the market for sovereign debt. (2015). Phillips, Blake ; Ismailescu, Iuliana.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:52:y:2015:i:c:p:43-61.

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4. Diversifying Risks in Bond Portfolios: A Cross-border Approach. (2014). Sun, David ; Tsai, Shih-Chuan.
   In: MPRA Paper.
   RePEc:pra:mprapa:44767.

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5. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
   In: Dresden Discussion Paper Series in Economics.
   RePEc:zbw:tuddps:0213.

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6. Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference. (2013). Silva, Paulo ; Afonso, Cristina ; Rebelo, Paulo Tomaz ; da Silva, Paulo Pereira .
   In: Economics Discussion Papers.
   RePEc:zbw:ifwedp:201352.

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7. Market transparency and the marking precision of bond mutual fund managers. (2013). Gündüz, Yalin ; Cici, Gjergji ; Gunduz, Yalin ; Gibson, Scott ; Merrick, John J..
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1307.

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8. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1212r.

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9. Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis. (2013). Chan-Lau, Jorge ; Liu, Estelle X. ; Schmittmann, Jochen M..
   In: Discussion Papers.
   RePEc:zbw:bubdps:322013.

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10. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
    In: Discussion Papers.
    RePEc:zbw:bubdps:202013.

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11. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:52340.

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12. A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises. (2013). Torricelli, Costanza ; Marotta, Giuseppe ; Gianfelice, Gianfranco .
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:13071.

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13. Is Default Risk Priced in Equity Returns?. (2013). Nielsen, Caren Yinxia ; Yinxia G. Nielsen , Caren, .
    In: Knut Wicksell Working Paper Series.
    RePEc:hhs:luwick:2013_002.

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14. Did liquidity providers become liquidity seekers?. (2013). Shachar, Or ; Choi, Jae Won.
    In: Staff Reports.
    RePEc:fip:fednsr:650.

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15. 50 Years of Money and Finance: Lessons and Challenges. (2013). Balling, Morten ; Ayuso, Juan ; Blundell-Wignall, Adrian ; Coudert, Virginie ; Frost, Jon ; Blanco, Roberto ; de Haan, Jakob ; McCauley, Robert N. ; Ma, Guonan ; Molyneux, Philip ; Gnan, Ernest ; Atkinson, Paul ; Masciandaro, Donato ; Jackson, Patricia ; Llewellyn, David T. ; Thygesen, Niels C. ; Pattipeilohy, Christiaan ; Tabbae, Mostafa ; Goodhart, Charles ; White, William R. ; Roulet, Caroline ; Arrata, William ; Quintyn, Marc ; Bernales, Alejandro ; van den End, Willem .
    In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges.
    RePEc:erf:erffft:1.

    Full description at Econpapers || Download Wealth transfer effects between stockholders and bondholders. (2013). Imbierowicz, Bjorn ; Wahrenburg, Mark.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:53:y:2013:i:1:p:23-43.

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16. The term structure of interbank risk. (2013). Trolle, Anders B. ; Filipovi, Damir.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:707-733.

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17. The impact of distressed economies on the EU sovereign market. (2013). Lafuente, Juan Angel ; Groba, Jonatan ; Serrano, Pedro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2520-2532.

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18. Systemic risk measures: The simpler the better?. (2013). Rodriguez-Moreno, Maria ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:1817-1831.

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19. Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system. (2013). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:227-240.

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20. Credit and liquidity components of corporate CDS spreads. (2013). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5511-5525.

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21. Intraday dynamics of euro area sovereign CDS and bonds. (2013). Hördahl, Peter ; Gyntelberg, Jacob ; Hordahl, Peter ; Ters, Kristyna ; Urban, Jorg.
    In: BIS Working Papers.
    RePEc:bis:biswps:423.

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22. Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_906_13.

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23. Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel.
    In: Working Papers.
    RePEc:bde:wpaper:1314.

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24. The price impact of CDS trading. (2012). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1212.

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25. Fund manager allocation. (2012). Kempf, Alexander ; Trapp, Monika ; Fang, Jieyan .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1004r.

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26. The dynamics of sovereign credit default swap and bond markets: empirical evidence from the 2001 to 2007 period. (2012). Vasconcellos, Geraldo ; Bae, Youngsoo ; Aktug, Rahmi Erdem .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:3:p:251-259.

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27. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
    In: Working Papers.
    RePEc:ste:nystbu:12-10.

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28. Pricing of Sovereign Credit Risk; Evidence From Advanced Economies During the Financial Crisis. (2012). Alper, C. Emre ; Gerard, Marc ; Forni, Lorenzo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/024.

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29. Using transfer entropy to measure information flows between financial markets. (2012). Peter, Franziska J. ; Dimpfl, Thomas.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-051.

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30. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
    In: Staff Reports.
    RePEc:fip:fednsr:579.

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31. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318.

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32. Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?. (2012). López Villavicencio, Antonia ; Gex, Mathieu ; Delatte, Anne-Laure ; Lpez-Villavicencio, Antonia .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:3:p:481-497.

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33. Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:3:p:542-564.

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34. Corporate bond liquidity before and after the onset of the subprime crisis. (2012). Lando, David ; Feldhtter, Peter ; Dick-Nielsen, Jens .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:3:p:471-492.

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35. Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis. (2012). Zhou, Hao ; Huang, Xin ; Zhu, Haibin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:3:p:193-205.

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36. Default correlation at the sovereign level: evidence from some Latin American markets. (2011). Tu, Anthony H. ; Chen, Yi-Hsuan ; Wang, Kehluh.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:11:p:1399-1411.

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37. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chang, C-L., ; Liu, T..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:23120.

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38. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1139.

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39. The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis. (2010). Fontana, Alessandro.
    In: Working Papers.
    RePEc:ven:wpaper:2010_13.

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40. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener.
    In: BIS Working Papers.
    RePEc:bis:biswps:298.

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41. Credit Default Swaps and the Credit Crisis. (2010). Stulz, René.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:24:y:2010:i:1:p:73-92.

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42. Uncertainty and Valuations. (2009). Yan, Hongjun ; Cremers, Martijn.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2383.

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43. Vintage and credit rating: what matters in the ABX data during the credit crunch?. (2009). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2009:i:jan:x:13.

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44. The delivery option in credit default swaps. (2008). Jankowitsch, Rainer ; Veza, Tanja ; Pullirsch, Rainer .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1269-1285.

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45. Credit derivatives and loan pricing. (2008). Wagner, Wolf ; Norden, Lars.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2560-2569.

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46. Hyperbolic Discounting and the Standard Model. (2007). Noor, Jawwad ; Zakrajsek, Egon ; Gilchrist, Simon ; Natalucci, Fabio M..
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-028.

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47. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
    In: NBER Working Papers.
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48. Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices. (2006). Chan-Lau, Jorge A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/148.

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49. Explaining credit default swap spreads with the equity volatility and jump risks of individual firms. (2005). Zhou, Hao.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-63.

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