Caitlin Ann Greatrex

Fordham University - Department of Economics

441 E Fordham Rd

Dealy Hall

Bronx, NY 10458

United States

http://www.fordham.edu/economics

SCHOLARLY PAPERS

4

DOWNLOADS

625

CITATIONS

5

Scholarly Papers (4)

The Credit Default Swap Market's Reaction to Earnings Announcements

Fordham University Department of Economics Discussion Paper No. 2008-06
Number of pages: 31 Posted: 13 Mar 2008
Caitlin Ann Greatrex
Fordham University - Department of Economics
Downloads 424 (66,360)
Citation 5

Abstract:

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Credit default swap, market efficiency, earnings announcements, credit ratings

The Credit Default Swap Market's Reaction to Earnings Announcements

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 19, No. 1&2, 2009
Number of pages: 24 Posted: 04 Dec 2015
Caitlin Ann Greatrex
Fordham University - Department of Economics
Downloads 152 (191,422)

Abstract:

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The Credit Default Swap Market's Reaction to Earnings Announcements

Journal of Applied Finance, Spring/Summer 2009, Vol. 19, Issue 1/2, pp. 193-216
Posted: 27 Jul 2012
Caitlin Ann Greatrex
Fordham University - Department of Economics

Abstract:

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2.

Government Intervention and the CDS Market: A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 1, 2012
Number of pages: 13 Posted: 17 Nov 2015
Caitlin Ann Greatrex and Erick W. Rengifo
Fordham University - Department of Economics and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
Downloads 49 (386,767)

Abstract:

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3.

The Credit Default Swap Market's Determinants

Fordham University Department of Economics Discussion Paper No. 2008-05, https://doi.org/10.3905/JFI.2009.18.3.018
Posted: 21 May 2019
Caitlin Ann Greatrex
Fordham University - Department of Economics

Abstract:

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Credit default swap, credit risk, leverage, stock returns, equity volatility.

4.

Government Intervention and the CDS Market: A Look at the Market’s Response to Policy Announcements During the 2007-2009 Financial Crisis

Journal of Applied Finance, Spring/Summer 2012, Volume 22, Issue 1, pp. 43-55
Posted: 29 Jul 2012
Caitlin Ann Greatrex and Erick W. Rengifo
Fordham University - Department of Economics and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)

Abstract:

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Government intervention, financial crisis, Credit default swaps, credit risk