Zhaodong Zhong : Citation Profile

Rutgers University-Newark

8

H index

6

i10 index

391

Citations

RESEARCH PRODUCTION:

24

Articles

4

Chapters

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 26
   Journals where Zhaodong Zhong has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 8 (2.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh1107
   Updated: 2026-02-21    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Wu, Yangru (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhaodong Zhong.

Is cited by:

Vasios, Michalis (11)

Ranaldo, Angelo (8)

Hau, Harald (8)

Timmer, Yannick (8)

GUPTA, RANGAN (7)

Pelizzon, Loriana (7)

Mayordomo, Sergio (6)

Cenedese, Gino (6)

Hoffmann, Peter (6)

Avino, Davide (6)

Langfield, Sam (6)

Cites to:

Duffie, Darrell (16)

Pedersen, Lasse (12)

Acharya, Viral (9)

Bessembinder, Hendrik (9)

Cao, Charles (8)

pan, jun (8)

Amihud, Yakov (8)

Grossman, Sanford (8)

Gündüz, Yalin (7)

Madhavan, Ananth (7)

Nagel, Stefan (7)

Main data

Where Zhaodong Zhong has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Financial Markets3
Journal of Banking & Finance3
Journal of Financial Research3
Review of Quantitative Finance and Accounting2

Recent works citing Zhaodong Zhong (2025 and 2024)

YearTitle of citing document
2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

Full description at Econpapers || Download paper

2025Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Ciocchetta, Federica ; Pietrosanti, Stefano ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25.

Full description at Econpapers || Download paper

2025The Rise of Climate Risks: Evidence from Firms Expected Default Frequencies. (2025). Ruggiero, Francesco ; Faralli, Matilde. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_062_25.

Full description at Econpapers || Download paper

2024Short seller monitoring and real earnings management. (2024). Tan, Yongxian ; Cai, Tianyu ; Guo, Lixiong. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:203-225.

Full description at Econpapers || Download paper

2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

Full description at Econpapers || Download paper

2025Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums. (2025). Imerman, Michael B ; Ye, Xiaoxia ; Zhao, Ran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000999.

Full description at Econpapers || Download paper

2025Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389.

Full description at Econpapers || Download paper

2024The quality of credit ratings amid geopolitical risk. (2024). Chakraborty, Madhumita ; Singhal, Himanshu ; Verma, Arushi. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004652.

Full description at Econpapers || Download paper

2024Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001496.

Full description at Econpapers || Download paper

2025CDS 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

2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

Full description at Econpapers || Download paper

2024The importance of green patents for CDS pricing: The role of environmental disclosures. (2024). Rahman, Sohanur. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006133.

Full description at Econpapers || Download paper

2025Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714.

Full description at Econpapers || Download paper

2025Climate policy uncertainty and analyst earnings forecasts: Evidence from the Chinese energy sector. (2025). Gong, XU ; Wen, Fenghua ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500047x.

Full description at Econpapers || Download paper

2025Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594.

Full description at Econpapers || Download paper

2024Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002801.

Full description at Econpapers || Download paper

2024Determinants of credit default swap spread changes: The sell-side perspective. (2024). Park, Haerang ; Joe, Denis Yongmin ; Oh, Byungmin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323008462.

Full description at Econpapers || Download paper

2024Time-varying co-movement of sovereign credit default swaps markets: Evidence from Asia-Pacific countries. (2024). Kim, Hyunseok ; Lee, Hyunchul. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401198x.

Full description at Econpapers || Download paper

2024Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054.

Full description at Econpapers || Download paper

2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

Full description at Econpapers || Download paper

2024The impact of margin requirements on voluntary clearing decisions. (2024). Sharma, Rajiv ; Onur, Esen ; Reiffen, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000107.

Full description at Econpapers || Download paper

2024The demand for central clearing: To clear or not to clear, that is the question!. (2024). Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto ; Pelizzon, Loriana ; Girardi, Giulio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000329.

Full description at Econpapers || Download paper

2024Firm-level political risk and equity issuance. (2024). Hasan, Shehub Bin ; Kabir, Muhammad ; Rahman, Dewan ; Haque, Anamul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000106.

Full description at Econpapers || Download paper

2024How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094.

Full description at Econpapers || Download paper

2024Firm-level political risk and credit markets. (2024). Nikolaev, Valeri ; Gad, Mahmoud ; van Lent, Laurence ; Tahoun, Ahmed. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000666.

Full description at Econpapers || Download paper

2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

Full description at Econpapers || Download paper

2025Expected idiosyncratic volatility. (2025). Bekaert, Geert ; Bergbrant, Mikael ; Kassa, Haimanot. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000315.

Full description at Econpapers || Download paper

2025Sideshow or center stage? Information transmission between CDS and equity markets. (2025). Rubesam, Alexandre ; Zimmermann, Paul. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000191.

Full description at Econpapers || Download paper

2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

Full description at Econpapers || Download paper

2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

Full description at Econpapers || Download paper

2024The mechanism of enterprise credit guarantee risk contagion considering ESG. (2024). Liu, Xuejuan ; Zhang, Jingyi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:221:y:2024:i:c:p:503-514.

Full description at Econpapers || Download paper

2024Sovereign wealth funds as anchor investors in IPOs: Evidence from India. (2024). Garg, Roshni ; Shukla, Abha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001550.

Full description at Econpapers || Download paper

2025Trade policy uncertainty and corporate innovation —Evidence from the US-China trade war. (2025). Xiao, YI ; Yang, Jingyun ; Wu, Wenruo ; Zhang, Jian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003421.

Full description at Econpapers || Download paper

2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

Full description at Econpapers || Download paper

2024The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272.

Full description at Econpapers || Download paper

2024Retail investors’ escaping from the bottom and clustering at the top of the trend in China. (2024). Wu, Xiang ; Zhang, Bing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:875-904.

Full description at Econpapers || Download paper

2024Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265.

Full description at Econpapers || Download paper

2024Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Lesame, Keagile ; Ngene, Geoffrey ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738.

Full description at Econpapers || Download paper

2024ESG and FinTech funding in the EU. (2024). Bekiros, Stelios ; Onorato, Grazia ; Salvi, Antonio ; Giakoumelou, Anastasia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000254.

Full description at Econpapers || Download paper

2025Accounting and corporate failure: the evolving role of accounting information in bankruptcy prediction. (2025). Correia, Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128340.

Full description at Econpapers || Download paper

2025All-to-All Trading in the U.S. Treasury Market. (2025). Vega, Clara ; Fleming, Michael ; Huh, Yesol ; Cox, Caren ; Windover, Carolyn ; Golay, Ellen Correia ; Chaboud, Alain P ; Lee, Kyle ; Keane, Frank M ; Schwarz, Krista B. In: Economic Policy Review. RePEc:fip:fednep:99623.

Full description at Econpapers || Download paper

2025Developing an Enhanced Proxy Benchmark for the Private Debt Market. (2025). Lee, Seung Kul ; Kim, Hohyun. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:115-:d:1686577.

Full description at Econpapers || Download paper

2024Application of Extended Normal Distribution in Option Price Sensitivities. (2024). Tripathy, Subhranshu Sekhar ; Nayak, Gangadhar ; Li, Chun-Ta ; Imoize, Agbotiname Lucky. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2346-:d:1444050.

Full description at Econpapers || Download paper

2024REITs’ Stock Return Volatility: Property Market Risk Versus Equity Market Risk. (2024). Zhu, Bing ; Li, Lingxiao. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09901-4.

Full description at Econpapers || Download paper

2024A two-factor structural model for valuing corporate securities. (2024). Cherif, Rim ; Ben-Abdellatif, Malek ; Ben-Ameur, Hatem ; Remillard, Bruno. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09203-2.

Full description at Econpapers || Download paper

2024How does credit market innovation affect the fiscal policy of state governments?. (2024). Chen, Sheng-Syan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01207-7.

Full description at Econpapers || Download paper

2024CEO optimism and the use of credit default swaps: evidence from the US life insurance industry. (2024). Lin, Tzu-Ting ; Wen, Min-Ming ; Cheng, Jiang ; Fung, Hung-Gay. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01254-8.

Full description at Econpapers || Download paper

2024Intermediation 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

2024Do 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

2024Contingent Claims and Hedging of Credit Risk with Equity Options. (2024). Salvador, Enrique ; Avino, Davide E. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:310-348..

Full description at Econpapers || Download paper

2024Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. (2024). Siddiqi, Arslan Ahmad ; Ahmad, Muhammad Munir ; Quddoos, Muhammad Umer ; Abbas, Naseem ; Rafique, Amir ; Liu, Linshan. In: PLOS ONE. RePEc:plo:pone00:0288310.

Full description at Econpapers || Download paper

2024Enterprise digital transformation’s impact on stock liquidity: A corporate governance perspective. (2024). Liu, Hui ; Zhu, Jia ; Cheng, Huijie. In: PLOS ONE. RePEc:plo:pone00:0293818.

Full description at Econpapers || Download paper

2024The influence of cultural friction on foreign divestment of multinational enterprises——the moderating role of formal institutional distance and political connections. (2024). Zhang, Yang ; Tian, Ming ; Xu, Zijing. In: PLOS ONE. RePEc:plo:pone00:0295443.

Full description at Econpapers || Download paper

2024The financial risk of real estate combined factor analysis with grey prediction in Liaoning Province. (2024). Yuan, Jian-Lin ; Jing, Nan. In: PLOS ONE. RePEc:plo:pone00:0301526.

Full description at Econpapers || Download paper

2025The link between DFA portfolio performance, AI financial management, GDP, government bonds growth and DFA trade volumes. (2025). Mikhaylov, Alexey ; Ishaq, Muhammad. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01940-8.

Full description at Econpapers || Download paper

2025Can Hedge Funds Predict Takeover Offers and Outcomes?—The Influence of Hedge Fund Ownership on Takeover Likelihood and Offer Success. (2025). Althammer, Wilhelm ; Schwetzler, Bernhard ; Uhlenkamp, Lisa M. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:77:y:2025:i:2:d:10.1007_s41471-025-00211-y.

Full description at Econpapers || Download paper

2024Causality between Economic Policy Uncertainty, Economic Growth and Stock Liquidity: Evidence from ASEAN markets. (2024). Pham, Hong Tuyet ; Phan, Huy Tam ; Phuoc, Tran. In: WSB Journal of Business and Finance. RePEc:vrs:wsbjbf:v:58:y:2024:i:1:p:133-150:n:1013.

Full description at Econpapers || Download paper

2025A Cross‐Cultural Perspective About the Ripple Effect of Corporate Social Responsibility on Internal Brand Commitment Through Corporate Reputation. (2025). Guilherme, Micaela ; Junasilva, Ana. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:32:y:2025:i:3:p:3711-3728.

Full description at Econpapers || Download paper

2024From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic. (2024). Nguyen, Duc Khuong ; Ji, Qiang ; Zhai, Pengxiang ; Wu, Fei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:551-580.

Full description at Econpapers || Download paper

2025The impact of dividend payout policies on real estate market diversification. (2025). Gronwald, Marc ; Ilbasmis, Metin ; Zhao, Yuan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1049-1073.

Full description at Econpapers || Download paper

2024Corporate credit default swap systematic factors. (2024). Lu, Qinye ; Lin, Mingtsung ; Chan, Ka Kei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1224-1256.

Full description at Econpapers || Download paper

Works by Zhaodong Zhong:

YearTitleTypeCited
2022Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article3
2022Does the Federal Open Market Committee cycle affect credit risk? In: Financial Management.
[Full Text][Citation analysis]		article10
2012SEASONED EQUITY ISSUERS’ R&D INVESTMENTS: SIGNALING OR OVEROPTIMISM In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2019THE ROLES OF INSTITUTIONAL INVESTORS IN THE FAILURE OF NEWLY PUBLIC STOCKS In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2020THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2025Market Liquidity in a Natural Experiment: Evidence from CDS Standard Coupons In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2022CDS trading and analyst optimism In: The British Accounting Review.
[Full Text][Citation analysis]		article4
2010The information content of option-implied volatility for credit default swap valuation In: Journal of Financial Markets.
[Full Text][Citation analysis]		article114
2013Investing in Chapter 11 stocks: Trading, value, and performance In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
2022Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3
2021Corporate social responsibility and the term structure of CDS spreads In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2019Price discrimination against retail Investors: Evidence from mini options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2021Trading behavior of retail investors in derivatives markets: Evidence from Mini options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2022Post-crisis regulations, market making, and liquidity in over-the-counter markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2014The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article106
2016Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports In: Journal of Financial Economics.
[Full Text][Citation analysis]		article51
2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
2013Time Variation in Diversification Benefits of Commodity, REITs, and TIPS In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article32
2016Migrate or not? The effects of regulation SHO on options trading activities In: Review of Derivatives Research.
[Full Text][Citation analysis]		article2
2020Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2021Assessing models of individual equity option prices In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article5
2018Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article9
2011Pricing Credit Default Swaps with Option-Implied Volatility In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2019Economic policy uncertainty, CDS spreads, and CDS liquidity provision In: Journal of Futures Markets.
[Full Text][Citation analysis]		article22
2020Alternative Methods for Determining Option Bounds: A Review and Comparison In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2024Alternative Methods for Determining Option Bounds: A Review and Comparison.(2024) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2024Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2024Developments in CDS Markets: A Review on Recent CDS Studies In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team