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isPartOf:"FINRISK Working Paper Series"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivat"
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Acharya, Viral V.
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Aragon, George O.
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Chen, Yangyang
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Johnson, Tim
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Kan, Yu Hang
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FINRISK Working Paper Series
Journal of financial economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
20
International review of financial analysis
8
Applied mathematical finance
7
Review of derivatives research
7
International review of economics & finance : IREF
6
The journal of computational finance
6
The journal of fixed income
6
Journal of banking & finance
5
The journal of futures markets
5
The journal of investment compliance
5
Vahlens Kurzlehrbücher
5
Wiley finance series
5
Economics letters
4
European journal of operational research : EJOR
4
Finance research letters
4
Insurance / Mathematics & economics
4
Journal of financial markets
4
Journal of mathematical finance
4
Quantitative finance
4
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
Staff working papers / Bank of England
4
Bank of England Working Paper
3
Department of Economics discussion paper series / University of Oxford
3
ERIM report series research in management
3
Energy economics
3
Essays on the market structure and pricing of credit derivatives
3
Finance and economics discussion series
3
Finance and stochastics
3
Global finance journal
3
HKIMR working paper
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of financial market infrastructures
3
Working paper / National Bureau of Economic Research, Inc.
3
Accounting horizons : a quarterly publication of the American Accounting Association
2
Annual review of financial economics
2
Applied economics letters
2
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ECONIS (ZBW)
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1
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
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2
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
3
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
4
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
5
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
6
Insider trading in credit derivatives
Acharya, Viral V.
;
Johnson, Tim
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 110-141
Persistent link: https://www.econbiz.de/10003454985
Saved in:
7
Recent advances in default swap valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
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