5
H index
3
i10 index
152
Citations
Central European University | 5 H index 3 i10 index 152 Citations RESEARCH PRODUCTION: 4 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Adam Zawadowski. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052. Full description at Econpapers || Download paper |
| 2025 | Modeling optimal strategies in CDS markets: The role of creditor-issuer dynamics. (2025). Kong, Mingyuan ; Banerjee, Suman. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002571. Full description at Econpapers || Download paper |
| 2025 | The benefits of downside risk reduction through coinsurance. (2025). Norden, Lars ; Goedde-Menke, Michael ; Rose, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003527. Full description at Econpapers || Download paper |
| 2024 | Sovereign debt and credit default swaps. (2024). Sultanum, Bruno ; Gordon, Grey ; Chaumont, Gaston ; Tobin, Elliot. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s002219962400045x. Full description at Econpapers || Download paper |
| 2025 | Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2025). Crosignani, Matteo ; Banerjee, Ryan ; Acharya, Viral V ; Eisert, Tim ; Spigt, Rene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000923. Full description at Econpapers || Download paper |
| 2025 | Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x. Full description at Econpapers || Download paper |
| 2024 | Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01. Full description at Econpapers || Download paper |
| 2024 | Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Short-term market reaction after extreme price changes of liquid stocks In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2002 | Price drops, fluctuations, and correlation in a multi-agent model of stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2003 | Correlations and response: absence of detailed balance on the stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2004 | Large price changes on small scales In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
| 2016 | The anatomy of the CDS market In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 76 |
| 2017 | The anatomy of the CDS market.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
| 2016 | Learning in crowded markets In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 42 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team