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Applied Economics Volume 47, 2015 - Issue 24
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Original Articles

Firm credit risk in normal times and during the crisis: are banks less risky?

Burkhard RaunigCentral Bank of Austria, Otto-Wagner-Platz 3, A-1090Vienna, AustriaCorrespondence[email protected]
Pages 2455-2469 | Published online: 09 Feb 2015

Citations (9)

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Syed Jawad Hussain Shahzad, Román Ferrer, Shawkat Hammoudeh & Rania Jammazi. (2018) Industry-level determinants of the linkage between credit and stock markets. Applied Economics 50:49, pages 5277-5301.
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Articles from other publishers (8)

Aman. (2019) Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. Journal of Risk and Financial Management 12:4, pages 158.
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Mariya Gubareva. (2019) Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017. Studies in Economics and Finance 37:1, pages 18-27.
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Syed Jawad Hussain ShahzadSafwan Mohd NorNur Azura SanusiRonald Ravinesh Kumar. (2017) The Determinants of Credit Risk: Analysis of US Industry-level Indices. Global Business Review 19:5, pages 1152-1165.
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Khaled Guesmi, Abderrazak Dhaoui, Stéphane Goutte & Ilyes Abid. (2018) On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting. Journal of International Financial Markets, Institutions and Money 56, pages 233-254.
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Syed Jawad Hussain Shahzad, Safwan Mohd Nor, Nur Azura Sanusi & Ronald Ravinesh Kumar. (2017) The lead-lag relationship between US industry-level credit and stock markets. Journal of Economic Studies 44:4, pages 518-539.
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Syed Jawad Hussain Shahzad, Safwan Mohd Nor, Ronald Ravinesh Kumar & Walid Mensi. (2017) Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. Physica A: Statistical Mechanics and its Applications 466, pages 310-324.
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Syed Jawad Hussain Shahzad, Safwan Mohd Nor, Shawkat Hammoudeh & Muhammad Shahbaz. (2017) Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. International Review of Economics & Finance 47, pages 46-61.
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Syed Jawad Hussain Shahzad, Safwan Mohd Nor, Roman Ferrer & Shawkat Hammoudeh. (2017) Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. Economic Modelling 60, pages 211-230.
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