This paper relates credit spreads (CDS prices) in the UK banking sector with the
performance of the housing sector. Using data on banking sector CDS spreads for the …

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

Sabit getirili borçlanma araçları, artan bir şekilde hem bankacılık kesiminin fon ihtiyacını
karşılamada kullanılmakta hem de kurumsal finansmanda banka kredilerine belirgin bir …

abstract This paper relates credit spreads (CDS prices) in the UK banking sector with the
performance of the housing sector. Using data on banking sector CDS spreads for the …

While much is known about the US corporate bond market, relatively little research focuses
on the Euro counterpart. In this paper, the evaluation of Euro-denominated industrial bonds …

The existing literature on credit risk valuation does not have a consensus on whether credit
risk can explain the observed corporate-Treasury yield spreads. The purpose of this article is …