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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The review of financial studies"
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Search: subject_exact:"Credit spread option"
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Credit derivative
92
Kreditderivat
92
Credit risk
56
Kreditrisiko
56
Theorie
31
Theory
31
Derivat
25
Derivative
25
Swap
25
Welt
20
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19
Country risk
17
Länderrisiko
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12
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Credit default swaps
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Stochastischer Prozess
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Öffentliche Schulden
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Öffentliche Anleihe
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8
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92
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Hammoudeh, Shawkat
6
Brigo, Damiano
4
Griffin, John M.
3
Jeanblanc, Monique
3
Oehmke, Martin
3
Shahzad, Syed Jawad Hussain
3
Aloui, Chaker
2
Augustin, Patrick
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Bielecki, Tomasz R.
2
Crépey, S.
2
DeBoyrie, Maria Eugenia
2
Fonseca, José da
2
Hkiri, Besma
2
Nickerson, Jordan
2
Pavlova, Ivelina
2
Pede, Nicola
2
Saretto, Alessio
2
Shahbaz, Muhammad
2
Subrahmanyam, Marti G.
2
Tang, Dragon Yongjun
2
Zawadowski, Adam
2
Zhang, Jinfan
2
Abid, Fathi
1
Agiakloglou, Christos N.
1
Alves, Carlos
1
Arakelyan, Armen
1
Armstrong, Anthony
1
Arvanitis, Stavros E.
1
Ballester, Laura
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1
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1
Binici, Mahir
1
Blau, Benjamin
1
Bolton, Patrick
1
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1
Boussada, Haifa
1
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International journal of theoretical and applied finance
Applied economics
International review of economics & finance : IREF
The review of financial studies
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
37
Journal of financial stability
33
Finance research letters
31
Journal of international financial markets, institutions & money
31
Journal of financial economics
30
NBER working paper series
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
NBER Working Paper
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The journal of futures markets
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Discussion paper / Centre for Economic Policy Research
20
Economic modelling
19
IMF working papers
19
Working paper series / European Central Bank
18
Discussion paper
17
Journal of financial and quantitative analysis : JFQA
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Review of finance : journal of the European Finance Association
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Review of quantitative finance and accounting
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
13
Discussion paper / Tinbergen Institute
12
Economics letters
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ECONIS (ZBW)
92
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1
Are CLO collateral and tranche ratings disconnected?
Griffin, John M.
;
Nickerson, Jordan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2319-2360
Persistent link: https://www.econbiz.de/10014320661
Saved in:
2
Credit default swaps around the world
Bartram, Söhnke M.
;
Conrad, Jennifer S.
;
Lee, Jongsub
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2464-2524
Persistent link: https://www.econbiz.de/10013188968
Saved in:
3
Credit ratings and market information
Piccolo, Alessio
;
Shapiro, Joel Andrew
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4425-4473
Persistent link: https://www.econbiz.de/10013400121
Saved in:
4
The effect of economic and political uncertainty on sovereign CDS spreads
Pan, Wei-Fong
;
Wang, Xinjie
;
Xiao, Yaqing
;
Xu, Weike
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10014446419
Saved in:
5
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
6
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa
;
Prigent, Jean-Luc
;
Soumare, Ibrahima
- In:
Applied economics
55
(
2023
)
1
,
pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
Saved in:
7
OTC intermediaries
Eisfeldt, Andrea L.
;
Herskovic, Bernard
;
Rajan, Sriram
; …
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 615-677
Persistent link: https://www.econbiz.de/10013547903
Saved in:
8
A theory of liquidity spillover between bond and CDS markets
Sambalaibat, Batchimeg
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2525-2569
Persistent link: https://www.econbiz.de/10013188969
Saved in:
9
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
10
Understanding country risk assessment : a historical review
Sun, Xiaolei
;
Feng, Qianqian
;
Li, Jianping
- In:
Applied economics
53
(
2021
)
37
,
pp. 4329-4341
Persistent link: https://www.econbiz.de/10012609758
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