JRFM | Free Full-Text | Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components
Basic CDS Index Analytics
Credit default swap market retrospective: observations from the 2008–9 financial crisis and the onset of the Covid-19 pandemic - Journal of Financial Market Infrastructures
Structure and Features of Credit Default Swaps (CDS) - CFA, FRM, and Actuarial Exams Study Notes
data - Reliability of CDS indices? - Quantitative Finance Stack Exchange
What does the CDS basis mean for credit investors? - Bond Vigilantes
Structure and Features of Credit Default Swaps (CDS) - CFA, FRM, and Actuarial Exams Study Notes
U.S. Credit Market Risk Gauge Spikes to Highest in Four Months - Bloomberg
The Effects of Entering and Exiting a Credit Default Swap Index - Liberty Street Economics
CDS in Python; Extracting Israel Probability of Default implied by Israel 5 Years CDS Spreads | by Roi Polanitzer | Medium
CDS market poised for strong volume in 2023 on weak corporate bond outlook | S&P Global Market Intelligence
Europe's junk CDS signal more credit pain ahead | Reuters
PDF] CDS SPREADS DETERMINANTS OF CONTRACTS INCLUDED IN MARKIT ITRAXX EUROPE SENIOR FINANCIALS INDEX | Semantic Scholar
The evolution of the 5-year average CDS spreads for European, European... | Download Scientific Diagram
Credit Risk in the Euro area | Publications
Emerging market credit stages comeback
Excess comovement in credit default swap markets: Evidence from the CDX indices - ScienceDirect