scholarly journals On the relationship between credit rating announcements and credit default swap spreads for European reference entities

2006 ◽  
Vol 2 (2) ◽  
pp. 83-90 ◽  
Author(s):  
Thorsten Lehner ◽  
Frederick Neske
Keyword(s):  
Credit Rating ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap ◽  
The Relationship ◽  
Swap Spreads

The relationship between credit default swap spreads and equity prices

2014 ◽  
Vol 17 (1) ◽  
pp. 3-28
Author(s):  
Michele Marzano ◽  
Gary Dunn ◽  
Nick Constantinou
Keyword(s):  
Credit Default Swap ◽  
Equity Prices ◽  
Credit Default ◽  
Default Swap ◽  
The Relationship ◽  
Swap Spreads

The impact of credit rating announcements on credit default swap spreads

2013 ◽  
Vol 37 (6) ◽  
pp. 2011-2030 ◽  
Author(s):  
John D. Finnerty ◽  
Cameron D. Miller ◽  
Ren-Raw Chen
Keyword(s):  
Credit Rating ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap ◽  
The Impact ◽  
Swap Spreads
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