Chatham Street
Liverpool, L69 7ZA
United Kingdom
Dublin
Ireland
University of Liverpool
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Credit default swap spreads, price discovery, information flow, financial crisis, banks, sovereign risk, bank capital, contingent capital
Bank Failure, Market Discipline, Credit Default Swap, CDS
credit spreads, price discovery, volatility spillovers, credit and equity derivatives, information flow
Credit default swap spreads, iTraxx, Forecasting, Markov switching, Market efficiency, Technical trading rules
Dividend risk premium, dividend strip, predictability, present value model
Credit Risk, Contingent Claims, Hedging, CDS, Options
credit spreads, price discovery, multivariate GARCH
Credit Default Swaps; Executive Compensation; Risk Taking; Leverage
Local Government, Loan Choice, Interest Rates, Expectations
credit spreads, price discovery, credit derivatives, information flow, convergence trading, financial crisis, limit of arbitrage