Kreditrisikohandel mit CDS: Existenz. Liquidität, Informationseffizienz und Banken als Handelsobjekt

• Applicant: Professor Dr. Martin Weber
• Subject Area: Accounting and Finance
• Term: from 2003 to 2010
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 5470460

• Final Report Year: 2010

Final Report Abstract

No abstract available

Publications

• (2004): Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements, Journal of Banking and Finance, 28, 2813-2843
  Norden, L., Weber, M.
  (See online at https://doi.org/10.1016/j.jbankfin.2004.06.011)
• (2004): Kreditderivate: Zwischen Kapitalmarkt und bankbetrieblicher Verwendung, Dissertation, Universität Mannheim
  Norden, L.
  
• (2008): Credit derivatives and loan pricing, Journal of Banking and Finance, 32, 2560-2569
  Norden, L., Wagner, W.
  (See online at https://doi.org/10.1016/j.jbankfin.2008.05.006)
• (2008): Credit derivatives, corporate news, and credit ratings, WFA 2009 San Diego Meetings
  Norden, L.
  
• (2009): The Co-movement of credit default swap, bond and stock markets: an empirical analysis. European Financial Management, 15, 529-562
  Norden, L., Weber, M.
  (See online at https://doi.org/10.1111/j.1468-036X.2007.00427.x)