Sarah Qian Wang

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
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1,718

CITATIONS
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in Total Papers Citations

20

Scholarly Papers (5)

Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

NYU Working Paper No. 2451/31421
Number of pages: 52 Posted: 13 Jan 2012 Last Revised: 10 Sep 2013
New York University - Stern School of Business, The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Downloads 302 (77,489)
Citation 14

Abstract:

Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

Number of pages: 67 Posted: 24 Dec 2011 Last Revised: 24 Feb 2012
New York University - Stern School of Business, The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Downloads 281 (84,126)
Citation 14

Abstract:

Credit default swap, bankruptcy risk, empty creditor, restructuring

2.

Credit Default Swaps – A Survey

Foundations and Trends® in Finance: Vol. 9: No. 1–2, pp 1-196,
Number of pages: 199 Posted: 03 Dec 2014 Last Revised: 13 Jan 2015
McGill University, Desautels Faculty of Management, New York University - Stern School of Business, The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Downloads 335 (28,334)

Abstract:

3.
Downloads 208 (115,560)
Citation 2

Credit Default Swaps: Past, Present, and Future

Number of pages: 25 Posted: 27 Oct 2015
McGill University, Desautels Faculty of Management, New York University - Stern School of Business, The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Downloads 208 (115,204)
Citation 2

Abstract:

agency conflicts, asset pricing, CDS, credit risk, derivatives, market structure, sovereign debt

4.

Credit Default Swaps and Corporate Cash Holdings

Number of pages: 50 Posted: 11 Jun 2014 Last Revised: 10 Jan 2015
New York University - Stern School of Business, The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Downloads 118 (122,836)
Citation 2

Abstract:

5.

A Little Knowledge Is a Dangerous Thing: Model Specification, Data History, and CDO (Mis)Pricing

Number of pages: 62 Posted: 11 Feb 2016
Dan Luo, Dragon Yongjun Tang and Sarah Qian Wang
Shanghai University of Finance and Economics - School of Finance, The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Downloads 0 (309,336)
Citation 2

Abstract:

CDO; Model Specification; Data History; Default Correlation; Frailty