In this thesis, the relation between CDS and corporate bonds is investigated. Several theoretical arguments claim that the onset of CDS trading affects the corporate bonds market in terms of yield spread and liquidity. From these theoretical concepts, hypothesis are derived which are then tested empirically with a comprehensive data set. The empirical results indicate that the onset of CDS trading does affect yield spreads and liquidity of corporate bonds.Master [120] en sciences de gestion, Université catholique de Louvain, 201
The European credit default swap (CDS) market has experienced noticeable changes and remarkably deve...
In the last 20 years the fascination in credit markets has turned to the subject of credit derivativ...
Credit derivative market has experienced an exponential growth during the last 10 years with credit ...
The purpose of this thesis is to study traded corporate credit risk in the CDS and bond markets. As ...
With the rapid development of the credit default swap (CDS) market, the issue of how the introductio...
The turn of the century has seen the development and growth of more efficient vehicles for transferr...
In recent years, concerns have been raised about the real effects of credit default swaps (CDS) on t...
Whether and how credit default swaps (CDSs) affect corporate debt structure remains an unanswered qu...
In 1994, J.P. Morgan alongside Deutsche bank developed the Credit Default Swap (CDS), an innovation ...
This paper analyses the behaviour of credit default swaps (CDS) for a sample of firms and finds supp...
The contribution of this thesis is to study the impact of different risk factors on bond prices and ...
Credit default swaps (CDS) have been growing in importance in the global financial markets. However,...
This thesis focuses on the empirical investigation of Credit Default Swap (CDS) spreads and return d...
This thesis is structured to research on a financial derivative asset known as a credit default swap...
Prior literature examining bond excess returns around corporate events assumes that creditor wealth ...
The European credit default swap (CDS) market has experienced noticeable changes and remarkably deve...
In the last 20 years the fascination in credit markets has turned to the subject of credit derivativ...
Credit derivative market has experienced an exponential growth during the last 10 years with credit ...
The purpose of this thesis is to study traded corporate credit risk in the CDS and bond markets. As ...
With the rapid development of the credit default swap (CDS) market, the issue of how the introductio...
The turn of the century has seen the development and growth of more efficient vehicles for transferr...
In recent years, concerns have been raised about the real effects of credit default swaps (CDS) on t...
Whether and how credit default swaps (CDSs) affect corporate debt structure remains an unanswered qu...
In 1994, J.P. Morgan alongside Deutsche bank developed the Credit Default Swap (CDS), an innovation ...
This paper analyses the behaviour of credit default swaps (CDS) for a sample of firms and finds supp...
The contribution of this thesis is to study the impact of different risk factors on bond prices and ...
Credit default swaps (CDS) have been growing in importance in the global financial markets. However,...
This thesis focuses on the empirical investigation of Credit Default Swap (CDS) spreads and return d...
This thesis is structured to research on a financial derivative asset known as a credit default swap...
Prior literature examining bond excess returns around corporate events assumes that creditor wealth ...
The European credit default swap (CDS) market has experienced noticeable changes and remarkably deve...
In the last 20 years the fascination in credit markets has turned to the subject of credit derivativ...
Credit derivative market has experienced an exponential growth during the last 10 years with credit ...
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