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The Collapse of Silicon Valley Bank and Credit Default Swap Spreads of Global Banks

https://doi.org/10.2139/ssrn.4798774
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/bf01053812openalex-extracted
Bank contagion: A review of the theory and evidence
inferredcites →https://doi.org/10.1016/j.frl.2023.103934openalex-extracted
Responses of US equity market sectors to the Silicon Valley Bank implosion
inferredcites →https://doi.org/10.1016/j.frl.2023.103948openalex-extracted
The impact of the SVB collapse on global financial markets: Substantial but narrow
inferredcites →https://doi.org/10.1016/j.frl.2023.104013openalex-extracted
Repercussions of the Silicon Valley Bank collapse on global stock markets
inferredcites →https://doi.org/10.1016/j.intfin.2024.101942openalex-extracted
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective
inferredcites →https://doi.org/10.1016/j.jbankfin.2004.06.010openalex-extracted
The relationship between credit default swap spreads, bond yields, and credit rating announcements
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.01.028openalex-extracted
The impact of credit rating announcements on credit default swap spreads
inferredcites →https://doi.org/10.1016/j.jfineco.2006.05.003openalex-extracted
Insider trading in credit derivatives☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.01.002openalex-extracted
The subprime credit crisis and contagion in financial markets
inferredcites →https://doi.org/10.1016/j.jfineco.2011.10.010openalex-extracted
Endogenous liquidity in credit derivatives
inferredcites →https://doi.org/10.1016/j.jfineco.2018.07.011openalex-extracted
When do CDS spreads lead? Rating events, private entities, and firm-specific information flows
inferredcites →https://doi.org/10.1016/j.jfs.2013.04.001openalex-extracted
Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.08.009openalex-extracted
Pricing default swaps: Empirical evidence
inferredcites →https://doi.org/10.1016/j.jimonfin.2012.02.002openalex-extracted
How the Subprime Crisis went global: Evidence from bank credit default swap spreads
inferredcites →https://doi.org/10.1016/j.jimonfin.2019.03.001openalex-extracted
Credit default swaps as indicators of bank financial distress
inferredcites →https://doi.org/10.1016/j.mulfin.2018.10.002openalex-extracted
The Dodd-Frank Act and Basel III: Market-based risk implications for global systemically important banks (G-SIBs)
inferredcites →https://doi.org/10.1016/j.ribaf.2023.102036openalex-extracted
Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets
inferredcites →https://doi.org/10.1017/s002210901100007xopenalex-extracted
Liquidity and Arbitrage in the Market for Credit Risk
inferredcites →https://doi.org/10.1057/s41261-021-00176-yopenalex-extracted
Limiting too-big-to-fail: market reactions to policy announcements and actions
inferredcites →https://doi.org/10.1108/jfep-01-2020-0013openalex-extracted
Chinese banking failure: the case of Baoshang Bank and its implications
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00798.xopenalex-extracted
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
inferredcites →https://doi.org/10.1353/mcb.2006.0032openalex-extracted
Equity and Bond Market Signals as Leading Indicators of Bank Fragility
inferredcites →https://doi.org/10.2139/ssrn.1458042openalex-extracted
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
inferredcites →https://doi.org/10.2139/ssrn.318359openalex-extracted
Equity and Bond Market Signals as Leading Indicators of Bank Fragility
inferredcites →https://doi.org/10.2866/33823openalex-snapshot
How useful is market information for the identification of G-SIBs?
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