Global ETD Search
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Showing 1 to 3 of 3 for “"Credit event"”.
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Essays on Empirical Asset Pricing
… Two examines the informational content of credit default swap (CDS) net notional for future stock and CDS prices. Using the information on CDS contracts registered in DTCC, a clearinghouse, I construct CDS-to-debt ratios from net notional, that is, the sum of net positive positions of all …
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Personal Bankruptcy Systems in the EU – Measuring Leniency
… the Second World War, there has been a massive credit expansion to consumers, also in Europe. With increased credit to consumers comes inevitably increased risk of a negative credit event, in many cases due to change of life events, such as loss of job, sickness, divorce, and death of an income …
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Three essays on contracting and corporate financing
… formation over the business cycle. Chapter 2: Credit Default Swaps, Firm Financing and the Economy Credit default swaps (CDSs) are thought to ease borrowing by protecting lenders against default. These contracts, however, entail a potential drawback: the ""empty creditor"" problem. This problem …