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Search: subject_exact:"Credit default swap"
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Credit derivative
7
Kreditderivat
7
Credit risk
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Kreditrisiko
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Swap
4
Estimation
3
Risikoprämie
3
Risk premium
3
Schätzung
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Theorie
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Credit default swaps
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Credit derivatives
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Derivat
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Derivative
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2D structural default model
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Asset-Backed Securities
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Asset-backed securities
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Ausreißer
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Bayes-Statistik
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Bayesian inference
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Bayesian model averaging
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Betriebliche Liquidität
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Bid-ask spread
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CDS
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CDS and First-to-Default swap prices
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Capital structure
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Collateral
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Collateralized debt obligations
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Corporate credit default swap indices
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Corporate liquidity
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Correlated defaults
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Correlation
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Crash aversion
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Credit default swap
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Credit insurance
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EU countries
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Hippert, Benjamin
1
Itkin, Andrey
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Kim, Sung Ik
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Kim, Young Shin
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Kliber, Agata
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Koziol, Christian
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Koziol, Philipp
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Lipton, Alexander
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Meine, Christian
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Pelster, Matthias
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Schön, Thomas
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Supper, Hendrik
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Uhde, André
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Vilsmeier, Johannes
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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
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Energy economics
6
Global finance journal
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
The leverage effect puzzle : the case of European sovereign credit default swap market
Kliber, Agata
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10011927969
Saved in:
6
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
7
Do CDS spreads move with commonality in liquidity?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
Saved in:
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