The Correlation Structure of the CDS Market: An Empirical Investigation, Lara Cathcart (Imperial College Business School), Lina El-Jahel (Imperial College Business School) and Leo Evans (Imperial College Business School)

Delta-Hedging Correlation Risk?, Areski Cousin (Université de Lyon & CRIS Consortium, France), Stéphane Crépey (Université d’Évry Val d’Essonne & CRIS Consortium, France) and Yu Hang Kan (Columbia University, New York)

Hull-White or Jarrow-Turnbull? The Same Credit Engine, Gilles Desvilles (CNAM Paris)

Market Pricing of Euro Area Sovereign CDS, Alessandro Fontana (Ca’ Foscari University of Venice) and Martin Scheicher (European Central Bank, Frankfurt am Main)

An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model, Andreas Milidonis (University of Cyprus)

Estimating Market-Implied Recovery Rates from Credit Default Swap Premia, Timo S. Schläfer (Karlsruhe Institute of Technology) and Marliese Uhrig-Homburg (Karlsruhe Institute of Technology)

Rollover Risk and Corporate Bond Spreads, Patricio Valenzuela (European University Institute, Florence)