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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
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Search: subject_exact:"Credit spread option"
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Credit derivative
66
Kreditderivat
66
Credit risk
50
Kreditrisiko
50
Derivat
24
Derivative
24
Swap
24
Theorie
24
Theory
24
Welt
17
World
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Country risk
15
Länderrisiko
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Financial crisis
12
Finanzkrise
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Risikoprämie
12
Risk premium
12
Yield curve
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Zinsstruktur
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Credit default swaps
10
Financial services
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Finanzdienstleistung
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Option pricing theory
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Optionspreistheorie
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Insolvency
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Credit default swap
8
Credit insurance
7
International sovereign debt
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Internationale Staatsschulden
7
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Multivariate Verteilung
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66
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66
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66
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Hammoudeh, Shawkat
6
Brigo, Damiano
4
Jeanblanc, Monique
3
Shahzad, Syed Jawad Hussain
3
Aloui, Chaker
2
Bielecki, Tomasz R.
2
Crépey, S.
2
DeBoyrie, Maria Eugenia
2
Fonseca, José da
2
Hkiri, Besma
2
Pavlova, Ivelina
2
Pede, Nicola
2
Shahbaz, Muhammad
2
Abid, Fathi
1
Agiakloglou, Christos N.
1
Alves, Carlos
1
Arakelyan, Armen
1
Armstrong, Anthony
1
Arvanitis, Stavros E.
1
Ballester, Laura
1
Banerjee, Tamal
1
Bekiros, Stelios
1
Binici, Mahir
1
Blau, Benjamin
1
Bouri, Elie
1
Boussada, Haifa
1
Capriotti, Luca
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Chege Maina, Samuel
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Chen, Carl R.
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Chiarella, Carl
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Chourdakis, Kyriakos
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Cialenco, Igor
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Consiglio, Andrea
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Deligiannakis, Emmanouil
1
Diener, Nicolas
1
Ehrhardt, Matthias
1
Fenech, Jean-pierre
1
Feng, Qianqian
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International journal of theoretical and applied finance
Applied economics
International review of economics & finance : IREF
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
34
Journal of financial stability
33
Finance research letters
31
Journal of international financial markets, institutions & money
31
Journal of financial economics
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
The review of financial studies
26
The journal of futures markets
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Economic modelling
19
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
Review of quantitative finance and accounting
16
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Economics letters
12
The journal of finance : the journal of the American Finance Association
12
European financial management : the journal of the European Financial Management Association
11
Financial stability review : FSR
11
The journal of corporate finance : contracting, governance and organization
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of financial intermediation
10
Journal of risk finance : the convergence of financial products and insurance
10
Quantitative finance
10
Applied financial economics
9
Journal of financial markets
9
Journal of risk
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Applied economics letters
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Insurance / Mathematics & economics
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ECONIS (ZBW)
66
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Investigating the behaviour of sovereign risk for Eurozone countries
Agiakloglou, Christos N.
;
Deligiannakis, Emmanouil
; …
- In:
Applied economics
53
(
2021
)
53
,
pp. 6204-6212
Persistent link: https://www.econbiz.de/10012650392
Saved in:
7
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
8
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
9
Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura
;
González-Urteaga, Ana
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 643-663
Persistent link: https://www.econbiz.de/10012672072
Saved in:
10
Credit default swaps and CEO compensation : a long-term perspective
Hao, Jong-Yu Paula
;
Yur-Austin, Jasmine
;
Zhu, Lu
- In:
Applied economics
52
(
2020
)
35
,
pp. 3770-3787
Persistent link: https://www.econbiz.de/10012258980
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