//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Review of derivatives research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit default swap"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
13
Kreditderivat
13
Credit risk
8
Kreditrisiko
8
Volatility
7
Volatilität
7
Risikoprämie
6
Risk premium
6
Oil price
4
Swap
4
Welt
4
World
4
Ölpreis
4
Country risk
3
Derivat
3
Derivative
3
Estimation
3
Länderrisiko
3
Schätzung
3
Theorie
3
Theory
3
Yield curve
3
Zinsstruktur
3
Credit default swaps
2
Credit derivatives
2
Cross-quantilogram
2
Emerging economies
2
Oil market
2
Oil volatility
2
Public bond
2
Risk
2
Schwellenländer
2
Sovereign CDS spreads
2
Öffentliche Anleihe
2
Ölmarkt
2
2D structural default model
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset-Backed Securities
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Hammoudeh, Shawkat
3
Shahzad, Syed Jawad Hussain
3
Naifar, Nader
2
Roubaud, David
2
Balcilar, Mehmet
1
Bouri, Elie
1
Chuffart, Thomas
1
Fonseca, José da
1
Hippert, Benjamin
1
Hooper, Emma
1
Ignatieva, Ekaterina
1
Itkin, Andrey
1
Kim, Sung Ik
1
Kim, Young Shin
1
Kliber, Agata
1
Koziol, Christian
1
Koziol, Philipp
1
Lipton, Alexander
1
Meine, Christian
1
Pelster, Matthias
1
Raza, Naveed
1
Schön, Thomas
1
Supper, Hendrik
1
Toparli, Elif Akay
1
Uhde, André
1
Vilsmeier, Johannes
1
Weiß, Gregor
1
Wengerek, Sascha Tobias
1
Ziveyi, Jonathan
1
more ...
less ...
Published in...
All
Energy economics
Review of derivatives research
Journal of banking & finance
31
Finance research letters
27
Journal of financial stability
27
International review of financial analysis
24
Journal of financial economics
22
Discussion paper / Centre for Economic Policy Research
20
Journal of international financial markets, institutions & money
19
Journal of international money and finance
19
Journal of empirical finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
Working paper / National Bureau of Economic Research, Inc.
16
Review of quantitative finance and accounting
15
International review of economics & finance : IREF
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Review of finance : journal of the European Finance Association
14
Applied economics
13
Research in international business and finance
13
The European journal of finance
11
The journal of credit risk : published quarterly by Incisive Media
11
Economic modelling
10
Economics letters
10
International journal of theoretical and applied finance
10
Discussion papers / CEPR
9
International Journal of Theoretical and Applied Finance (IJTAF)
9
Quantitative finance
9
SpringerLink / Bücher
9
The journal of corporate finance : contracting, governance and organization
9
The journal of futures markets
9
The journal of structured finance
9
Journal of financial markets
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Computational economics
7
International journal of finance & economics : IJFE
7
International journal of financial engineering
7
Journal of financial intermediation
7
Global finance journal
6
Journal of financial and quantitative analysis : JFQA
6
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
2
An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela
Chuffart, Thomas
;
Hooper, Emma
- In:
Energy economics
80
(
2019
),
pp. 904-916
Persistent link: https://www.econbiz.de/10012173747
Saved in:
3
Portfolio benefits of adding corporate credit default swap indices : evidence from North America and Europe
Hippert, Benjamin
;
Uhde, André
;
Wengerek, Sascha Tobias
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 203-259
Persistent link: https://www.econbiz.de/10012311669
Saved in:
4
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
5
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
6
The determinants of CDS spreads : evidence from the model space
Pelster, Matthias
;
Vilsmeier, Johannes
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 63-118
Persistent link: https://www.econbiz.de/10012055732
Saved in:
7
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
8
Structural default model with mutual obligations
Itkin, Andrey
;
Lipton, Alexander
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 15-46
Persistent link: https://www.econbiz.de/10011930552
Saved in:
9
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
10
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Fonseca, José da
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Energy economics
56
(
2016
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011664232
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->