Financial decisions involving credit default swaps over the business cycle

DOI10.1016/J.JEDC.2024.104830MaRDI QIDQ6567093zbMATH OpenFDO

Authors Liu Gan, Zhaojun Yang

Publication date 4 July 2024

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

business cyclescredit default swapsrisk-takingdebt renegotiationCDS hedging

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Controlled diffusion processes
• Credit default swaps and risk-shifting
• Financing asset sales and business cycles
• Taxation, agency conflicts, and the choice between callable and convertible debt

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