Reference health
Exploring the CDS-Bond Basis
1 of 62 checkable references need attention · checked 2026-08-26
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
67 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2329288
The 61 checked references that resolve
resolves10.2139/ssrn.375563
Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?
resolves10.1111/j.1540-6261.2005.00798.x
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
resolves10.5089/9781451844559.001
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
resolves10.1111/j.1540-6261.1995.tb05167.x
Pricing Derivatives on Financial Securities Subject to Credit Risk
resolves10.1016/s0304-4076(01)00098-7
Unit root tests in panel data: asymptotic and finite-sample properties
resolves10.2139/ssrn.1705103
The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective
resolves10.2139/ssrn.1705085
The Belgian Industrial Confidence Indicator: Leading Indicator of Economic Activity in the Euro Area?
resolves10.2139/ssrn.1703477
A Guided Tour of the World of Rational Expectations Models and Optimal Policies
resolves10.2139/ssrn.1692685
Finance, Uncertainty and Investment: Assessing the Gains and Losses of a Generalized Non Linear Structural Approach Using Belgian Panel Data
resolves10.2139/ssrn.1691994
Structural Modelling of Investment and Financial Constraints: Where Do We Stand?
resolves10.2139/ssrn.1691989
Financing Constraints, Fixed Capital and R&D Investment Decisions of Belgian Firms
resolves10.2139/ssrn.1691655
The Labour Market and Fiscal Impact of Labour Reductions: The Case of Reduction of Employers' Social Security Contributions Under a Wage Norm Regime with Automatic Price Indexing of Wages
resolves10.2139/ssrn.1691645
Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System
resolves10.2139/ssrn.1691644
How Frequently Do Prices Change? Evidence Based on the Micro Data Underlying the Belgian CPI
resolves10.2139/ssrn.1691598
The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium
resolves10.2139/ssrn.1691594
Financial Consolidation and Liquidity: Prudential Regulation And/Or Competition Policy?
resolves10.2139/ssrn.1691479
Macroeconomic and Monetary Policy-Making at the EC, from the Rome Treaties to the Hague Summit
resolves10.2139/ssrn.1691477
Liberalisation of Network Industries: Is the Electricity Sector an Exception to the Rule?
resolves10.2139/ssrn.1691472
Asymetric Growth and Inflation Developments in the Acceding Countries: A New Assessment
resolves10.2139/ssrn.1691470
Price-Setting Behaviour in Belgium: What Can Be Learned from an Ad Hoc Survey ?
resolves10.2139/ssrn.1691469
Time-Dependent versus State-Dependent Pricing: A Panel Data Approach to the Determinants of Belgian Consumer Price Changes
resolves10.2139/ssrn.1690504
Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
resolves10.2139/ssrn.802085
Is There a Difference between Solicited and Unsolicited Bank Ratings and, If so, Why?
resolves10.2139/ssrn.1690444
A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts
resolves10.2139/ssrn.795307
A Multi-Factor Model for the Valuation and Risk Management of Demand Deposits
resolves10.2139/ssrn.1689543
Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting
resolves10.2139/ssrn.1689542
Economic Importance of the Belgian Ports: Flemish Maritime Ports and Liège Port Complex - Report 2004
resolves10.2139/ssrn.1689520
The Response of Firms' Investment and Financing to Adverse Cash Flow Shocks: The Role of Bank Relationships
resolves10.2139/ssrn.1688965
Simulation, Estimation and Welfare Implications of Monetary Policies in a 3-Country NOEM Model
resolves10.2139/ssrn.1688962
Inflation Persistence and Price-Setting Behaviour in the Euro Area: A Summary of the Inflation Persistence Network Evidence
resolves10.2139/ssrn.1688938
Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment
resolves10.2139/ssrn.2005169
Fiscal Sustainability Indicators and Policy Design in the Face of Ageing
The 67 references without a DOI — listed, not checked
no DOI — not checkedRunning the Basis: a Brief Overview of Cash Market and CDS Spreads
no DOI — not checkedCDS Market Roundup: a Tale of Uneven Growth?
no DOI — not checkedCredit Derivatives: a Primer
no DOI — not checkedBank for International Settlements Monetary and Economic Department
no DOI — not checkedref7
no DOI — not checkedTrading the CDS-Bond Basis
no DOI — not checkedref12
no DOI — not checkedFinancing and Financial Investment in the Euro Area
no DOI — not checkedref16
no DOI — not checkedFlow of Funds Accounts of the United States
no DOI — not checkedCDS: Mechanism, Pricing and Application
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedBond Index Rules and definitions
no DOI — not checkedref22
no DOI — not checkedref24
no DOI — not checkedref25
no DOI — not checkedISDA Publishes Year-End
no DOI — not checkedref29
no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedSynthetic CDOs and Credit Default Swaps
no DOI — not checkedref34
no DOI — not checkedThe Bias in Z-spreads
no DOI — not checkedref36
no DOI — not checkedThe Comovement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis
no DOI — not checkedExplaining the Bond-Implied CDS Spread and the Basis of a Corporate Bond
no DOI — not checkedTrading the Basis
no DOI — not checkedBack to Basis
no DOI — not checkedCorporate Bonds and Credit Default Swaps -A Simple and Robust Method to compare bonds to CDS
no DOI — not checkedCredit Default Swap Primer
no DOI — not checkedref45
no DOI — not checkedCredit Default Swap Primer
no DOI — not checkedref48
no DOI — not checkedThe use of robust estimators as measures of core inflation
no DOI — not checkedKnowledge, technology and economic growth: an OECD perspective
no DOI — not checkedEconomic growth and the labour market: Europe's challenge
no DOI — not checkedref53
no DOI — not checkedref55
no DOI — not checkedref56
no DOI — not checkedref59
no DOI — not checkedref61
no DOI — not checkedref62
no DOI — not checkedref63
no DOI — not checkedref67
no DOI — not checkedref68
no DOI — not checkedref71
no DOI — not checkedref72
no DOI — not checkedref74
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no DOI — not checkedref76
no DOI — not checkedref81
no DOI — not checkedref87
no DOI — not checkedref88
no DOI — not checkedref89
no DOI — not checkedref94
no DOI — not checkedref95
no DOI — not checkedref97
no DOI — not checkedref102
no DOI — not checkedFinancial intermediation theory and implications for the sources of value in structured finance markets
no DOI — not checkedref104
no DOI — not checkedref106
no DOI — not checkedref107
no DOI — not checkedref108
no DOI — not checkedref111
no DOI — not checkedThe production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model
no DOI — not checkedResearch series
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