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University of Missouri at St. Louis - College of Business Administration
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credit default swap (CDS) index, information efficiency, price discovery
credit rating agencies, market reaction, event study, default probability
Institutional ownership, credit spreads, information asymmetry, corporate governance
Credit default Swaps, foreign exchange rates, lead-lag relationship, carry trade
Sovereign credit default swaps, capital structure arbitrage, price discovery, feedback effect
Banks, counterparty contagion, information contagion, bankruptcy
credit default swaps, bankruptcy, contagion, market reaction, event study
bank credit default swaps, structural models, CAMELS, global banks
China, Real estate market, stock market, granger-causality, financial development
Trade flows, foreign direct investment, round-tripping, regulatory arbitrage
Credit default swap, information efficiency, adverse credit events
bond rating downgrades, industry information transfer, contagion effects, competition effects
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relationship lending, DIP financing, bank loans, lock-in effects, debtor-in-possession, financial intermediaries, lending practices
Corporate Bonds; Cash Flow; Credit Rating; Credit Risk; Earnings; Information; Supply Chain; Return Predictability
Price, Volume, Sequential Information, Trading Strategy, Event Study
Earnings surprise, cost of debt, credit derivative
interbank linkages, optimal capital holding, contagion, bailout policy, regulatory capital requirement, takeover, liquidation
Banking, Market Monitoring, Deposit Insurance, Financial Crisis
Credit default swaps; CAMELS; Credit crisis; Risk pricing; Accounting disclosures
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