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Has the CDS market lowered the cost of corporate debt?. (2009). santos, joao ; Ashcraft, Adam ; Santos, Joao A. C., .
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:56:y:2009:i:4:p:514-523.

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  1. Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x.

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  2. Credit default swaps and corporate ESG performance. (2024). Zhu, LU ; Zhao, Ran.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002741.

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  3. Credit default swaps and shareholder monitoring. (2024). Xiong, XI ; Si, Fangbo ; Kong, Dongmin ; Gu, Qiankun ; Yu, Xiaoxu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000863.

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  4. Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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  5. Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228.

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  6. Can housing booms elevate financing costs of financial institutions?. (2024). ZHANG, SHUOXUN ; Ma, Chao.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001864.

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  7. Credit default swaps and firm risk. (2023). Nguyen, Binh Hoang ; Lin, Hai ; Zhang, Cheng ; Wang, Junbo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1668-1692.

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  8. Do credit default swaps impact lenders’ monitoring of loans?. (2023). Hussain, Tashfeen ; Hossain, Miran ; Essaddam, Naceur.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01159-y.

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  9. Can credit default swaps exert an enduring monitoring influence on political integrity?. (2023). Chen, Sheng-Syan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01100-9.

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  10. Heterogeneous institutional investors, environmental information disclosure and debt financing pressure. (2023). Wang, Lei ; Qu, Jing ; Zhao, Jianyu.
    In: Journal of Management & Governance.
    RePEc:kap:jmgtgv:v:27:y:2023:i:1:d:10.1007_s10997-021-09609-2.

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  11. CDS Trading Initiation, Information Asymmetry, and Dividend Payout. (2023). Zhao, Jianxin Donny ; Li, Chao Kevin ; Landsman, Wayne R.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:1:p:684-701.

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  12. Credit default swaps and debt specialization. (2023). Donato, James ; Clark, Brian ; Francis, Bill B.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:54:y:2023:i:c:s1042957323000128.

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  13. Credit default swaps and corporate debt structure. (2023). Shan, Chenyu ; Saffar, Walid ; Chen, Yangyang ; Wang, Sarah Qian.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001438.

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  14. How does credit risk affect cost management strategies? Evidence on the initiation of credit default swap and sticky cost behavior. (2023). Yan, Yan ; Huang, Rong ; Dai, Jing.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000500.

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  15. Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision. (2023). Zadow, Frederick ; Jager, Maximilian.
    In: CRC TR 224 Discussion Paper Series.
    RePEc:bon:boncrc:crctr224_2023_445.

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  16. CDS market structure and bond spreads. (2022). Gunduz, Yalin ; Bilan, Andrada.
    In: Discussion Papers.
    RePEc:zbw:bubdps:242022.

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  17. Securitization and CDS in U.S. bank lending. (2022). di Tommaso, Caterina.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1120-1133.

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  18. CDS market structure and bond spreads. (2022). Gunduz, Yalin ; Bilan, Andrada.
    In: Working Papers.
    RePEc:snb:snbwpa:2022-09.

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  19. Credit Default Swaps around the World. (2022). Subrahmanyam, Marti G ; Lee, Jongsub ; Conrad, Jennifer ; Bartram, Shnke M.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:35:y:2022:i:5:p:2464-2524..

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  20. Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis. (2022). Sinka, Peter ; Zeitsch, Peter J.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10185-8.

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  21. Credit Default Swaps and Debt Overhang. (2022). Yu, Jin ; Wong, Tak-Yuen.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:3:p:2069-2097.

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  22. Informed trading in the CDS and OTM put option markets. (2022). Verhoeven, Peter ; Park, Jason ; Narayan, Paresh ; Hu, May.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:353-367.

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  23. Do multiple large shareholders affect corporate bond yield spreads? Evidence from China. (2022). Zhang, Weihua ; Song, DI ; Xie, Yan ; Wang, Xin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x2200035x.

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  24. The effect of lenders’ dual holding on loan contract design: Evidence from performance pricing provisions. (2022). Vu, Tram ; Do, Viet ; Lim, Jesslyn.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000620.

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  25. CDS, CEO compensation, and firm value. (2022). Upadhyay, Arun ; Jain, Pawan ; Amin, Abu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004335.

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  26. The bullwhip effect and credit default swap market: A study based on firm-specific bullwhip effect measure. (2022). Zhu, LU ; Liu, Ling ; Liang, Peng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003362.

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  27. Credit default swaps and corporate performance smoothing. (2022). Chen, Chao-Jung ; Chang, Yuanchen ; Robert, ; Wu, Wei-Shao.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000815.

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  28. CDS trading and analyst optimism. (2022). Zhong, Zhaodong ; Govindaraj, Suresh ; Li, Yubin ; Zhao, Chen.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:54:y:2022:i:4:s0890838922000385.

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  29. Impact of credit default swaps on firms’ operational efficiency. (2022). Qiu, Liangfei ; Fan, Yangyang ; Ding, Chao ; Jin, Yong ; Liu, Ruiqi.
    In: Production and Operations Management.
    RePEc:bla:popmgt:v:31:y:2022:i:9:p:3611-3631.

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  30. The role of credit default swaps in determining corporate payout policy. (2022). Oh, Frederick Dongchuhl ; Lee, Hwang Hee.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:2:p:635-661.

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  31. .

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  32. Identifying empty creditors with a shock and micro-data. (2021). Ongena, Steven ; O'Flynn, Kuchulain ; Gunduz, Yalin ; Degryse, Hans.
    In: Discussion Papers.
    RePEc:zbw:bubdps:452021.

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  33. CDS trading and nonrelationship lending dynamics. (2021). Williams, Christopher D ; Kang, Jung Koo ; Wittenberg-Moerman, Regina.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:26:y:2021:i:1:d:10.1007_s11142-020-09562-9.

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  34. Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps. (2021). Uzmanoglu, Cihan ; Gao, Xiang ; Butler, Alexander W.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:5:p:3150-3173.

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  35. Internal control reporting and cost of bond financing: Evidence from China. (2021). Ho, Kin-Yip ; Wu, Yue ; Wang, Kun Tracy.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:1323-1346.

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  36. Credit default swaps and corporate bond trading. (2021). Czech, Robert.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334.

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  37. Acquisitions and the cost of debt: Evidence from China. (2021). Sun, Aonan ; Wu, Yue ; Wang, Kun Tracy.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002507.

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  38. The impact of climate change on the cost of bank loans. (2021). Masum, Abdullah Al ; Javadi, Siamak.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001401.

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  39. Options trading and the cost of debt. (2021). Garcia, Sergio J ; Blanco, Ivan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001267.

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  40. Credit default swaps around the world. (2021). Bartram, Söhnke ; Subrahmanyam, Marti G ; Lee, Jongsub ; Conrad, Jennifer.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15668.

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  41. Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk. (2021). Zhu, Zhongyan ; Ou, Jitao ; Jiang, Wei.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:2:p:537-586.

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  42. Securitization of assets and risk transfer in a large emerging market: Evidence from Brazil. (2021). de Mendonça, Helder ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:73:y:2021:i:4:p:580-605.

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  43. The externalities of credit default swaps on stock return synchronicity. (2020). Zhu, LU ; Zhao, Ran.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:1:p:92-125.

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  44. Why do firms issue guaranteed bonds?. (2020). Huang, Jingzhi ; Yu, Tong ; Sun, Zhenzhen ; Chen, Fang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426618301699.

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  45. Credit default swaps and market information. (2020). Osano, Hiroshi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830257x.

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  46. Investment risk, CDS insurance, and firm financing. (2020). Matta, Rafael ; Campello, Murillo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:125:y:2020:i:c:s0014292120300568.

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  47. Determinants of CDS trading on major banks. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin.
    In: Working Papers Dissertations.
    RePEc:pdn:dispap:51.

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  48. Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?. (2019). Ornthanalai, Chayawat ; Ganduri, Rohan ; Chava, Sudheer.
    In: Review of Finance.
    RePEc:oup:revfin:v:23:y:2019:i:3:p:471-511..

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  49. The Interdependence of Debt and Innovation Sustainability: Evidence from the Onset of Credit Default Swaps. (2019). Zhang, Junrui ; Chen, Yixin.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:10:p:2946-:d:233797.

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  50. Mixed Signals: Investment Distortions with Adverse Selection. (2019). Refayet, Ehraz ; Darst, Matthew R.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-44.

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  51. Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk. (2019). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300142.

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  52. Financial market development and firm investment in tax avoidance: Evidence from credit default swap market. (2019). Ryou, Ji Woo ; Lobo, Gerald J ; Hong, Hyun A.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:13.

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  53. Do banks still monitor when there is a market for credit protection?. (2019). Shan, Chenyu ; Winton, Andrew ; Tang, Dragon Yongjun.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300369.

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  54. Credit default swaps and corporate bond trading. (2019). Czech, Robert.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0810.

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  55. Credit Cycles, Securitization, and Credit Default Swaps. (2019). Pena, Juan Ignacio .
    In: Papers.
    RePEc:arx:papers:1901.00177.

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  56. Shareholder bargaining power and the emergence of empty creditors. (2018). Efing, Matthias ; Colonnello, Stefano ; Zucchi, Francesca .
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:102016.

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  57. Central clearing and CDS market quality. (2018). Vieira, Carlos ; da Silva, Paulo Pereira.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:6:p:731-753.

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  58. Does CDS trading affect risk-taking incentives in managerial compensation?. (2018). Avino, Davide ; Song, Wei ; Leung, Woon Sau ; Chen, Jie.
    In: Working Papers.
    RePEc:swn:wpaper:2018-19.

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  59. Credit Risk Research: Review and Agenda. (2018). Zamore, Stephen ; Hobdari, Bersant ; Alon, Ilan ; Djan, Kwame Ohene.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:54:y:2018:i:4:p:811-835.

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  60. Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk. (2018). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-47.

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  61. Stock options and credit default swaps in risk management. (2018). Al-Own, Bassam ; Gao, Simon ; Minhat, Marizah .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:53:y:2018:i:c:p:200-214.

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  62. Debt market illiquidity and correlated default risk. (2018). Javadi, Siamak ; Mollagholamali, Mohsen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:266-273.

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  63. Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy. (2018). Kabukcuoglu, Zeynep ; Jeon, Kiyoung ; Aysun, Uluc.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:305-319.

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  64. Tax avoidance and cost of debt: The case for loan-specific risk mitigation and public debt financing. (2018). Isin, Adnan Anil.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:49:y:2018:i:c:p:344-378.

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  65. Credit default swaps and firms financing policies. (2018). Fuller, Kathleen P ; Uymaz, Yurtsev ; Yildiz, Serhat .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:48:y:2018:i:c:p:34-48.

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  66. Credit Insurance, Distress Resolution Costs, and Bond Spreads. (2018). Narayanan, Rajesh ; Uzmanoglu, Cihan.
    In: Financial Management.
    RePEc:bla:finmgt:v:47:y:2018:i:4:p:931-951.

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  67. El uso de forwards peso dólar en las empresas colombianas del sector real. (2018). Alfonso, Viviana Alejandra .
    In: Borradores de Economia.
    RePEc:bdr:borrec:1058.

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  68. Internal governance and creditor governance: Evidence from credit default swaps. (2017). Colonnello, Stefano.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:62017.

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  69. Do Empty Creditors Matter? Evidence from Distressed Exchange Offers. (2017). Danis, Andras.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:5:p:1285-1301.

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  70. The effects of credit default swap trading on information asymmetry in syndicated loans. (2017). Zhao, Jianxin ; Landsman, Wayne R ; Beaver, William H ; Amiram, Dan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:2:p:364-382.

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  71. Credit default swaps, exacting creditors and corporate liquidity management. (2017). Subrahmanyam, Marti G ; Wang, Sarah Qian ; Tang, Dragon Yongjun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:2:p:395-414.

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  72. Information in CDS spreads. (2017). Norden, Lars.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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  73. Credit derivatives and stock return synchronicity. (2017). Bai, Xuelian ; Zhu, LU ; Liu, Ling.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:79-90.

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  74. Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps. (2017). Beyhaghi, Mehdi ; Saunders, Anthony ; Massoud, Nadia.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:42:y:2017:i:c:p:335-355.

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  75. The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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  76. Empty creditors and strong shareholders: The real effects of credit risk trading. (2016). Efing, Matthias ; Colonnello, Stefano ; Zucchi, Francesca .
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-10-16.

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  77. The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy. (2016). Kabukcuoglu, Zeynep ; Aysun, Uluc ; Jeon, Kiyoung.
    In: Villanova School of Business Department of Economics and Statistics Working Paper Series.
    RePEc:vil:papers:27.

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  78. Credit Default Swaps, Exacting Creditors and Corporate Liquidity Management. (2016). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.
    In: Working Papers.
    RePEc:hkm:wpaper:202016.

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  79. Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default. (2016). Darst, Matthew ; Refayet, Ehraz.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-42.

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  80. The anatomy of the CDS market. (2016). Zawadowski, Adam ; Oehmke, Martin.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:66279.

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  81. Credit derivatives as a commitment device: Evidence from the cost of corporate debt. (2016). , .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:73:y:2016:i:c:p:67-83.

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  82. Active risk management and banking stability. (2016). Silva Buston, Consuelo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:s:p:s203-s215.

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  83. The transformation of banking: Tying loan interest rates to borrowers CDS spreads. (2016). santos, joao ; Ivanov, Ivan T ; Vo, Thu .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:38:y:2016:i:c:p:150-165.

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  84. The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy.. (2016). Aysun, Uluc.
    In: Working Papers.
    RePEc:cfl:wpaper:2016-01.

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  85. Credit default swaps and bank loan sales: evidence from bank syndicated lending. (2016). HASAN, IFTEKHAR ; Wu, Deming.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2016_009.

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  86. The Impact of Credit Default Swap Trading on Loan Syndication. (2015). Streitz, Daniel.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:490.

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  87. The Impact of Credit Default Swap Trading on Loan Syndication. (2015). Streitz, Daniel.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-012.

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  88. Synthetic or real? The equilibrium effects of credit default swaps on bond markets. (2015). Zawadowski, Adam ; Oehmke, Martin.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:84511.

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  89. Credit default swaps and the market for sovereign debt. (2015). Phillips, Blake ; Ismailescu, Iuliana.
    In: Journal of Banking & Finance.
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