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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Applied economics"
~subject:"Option pricing theory"
~subject:"Welt"
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Option pricing theory
Welt
Credit derivative
49
Kreditderivat
49
Credit risk
41
Kreditrisiko
41
Theorie
22
Theory
22
Derivat
18
Derivative
18
Swap
18
Stochastic process
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World
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Finanzdienstleistung
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Optionspreistheorie
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Country risk
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Insolvency
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Volatilität
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Credit insurance
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Kreditversicherung
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Multivariate Verteilung
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Credit default swaps
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International sovereign debt
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Internationale Staatsschulden
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Brigo, Damiano
3
DeBoyrie, Maria Eugenia
2
Fonseca, José da
2
Pavlova, Ivelina
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Pede, Nicola
2
Agiakloglou, Christos N.
1
Aloui, Chaker
1
Armstrong, Anthony
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Banerjee, Tamal
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Boussada, Haifa
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Chege Maina, Samuel
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Chiarella, Carl
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Consiglio, Andrea
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Heider, Pascal
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Hkiri, Besma
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Ignatieva, Ekaterina
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Itkin, A.
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Iyer, Srikanth K.
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Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
Applied economics
International review of financial analysis
16
Journal of banking & finance
15
Journal of international money and finance
11
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
9
Journal of financial stability
9
Journal of international financial markets, institutions & money
9
International review of economics & finance : IREF
8
NBER Working Paper
8
NBER working paper series
8
Discussion paper / Centre for Economic Policy Research
6
Journal of empirical finance
6
The journal of futures markets
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Time for a visible hand : lessons from the 2008 world financial crisis
6
Working paper / National Bureau of Economic Research, Inc.
6
ECB Working Paper
5
Economic modelling
5
International journal of financial engineering
5
Journal of risk finance : the convergence of financial products and insurance
5
Research in international business and finance
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SpringerLink / Bücher
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Working paper series / European Central Bank
5
Working papers / Bank for International Settlements
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BIS quarterly review : international banking and financial market developments
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Energy economics
4
Insurance / Mathematics & economics
4
International journal of finance & economics : IJFE
4
Journal of financial economics
4
Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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CESifo working papers
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Discussion paper / Deutsche Bundesbank
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Discussion papers / CEPR
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Emerging markets review
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European journal of operational research : EJOR
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ECONIS (ZBW)
19
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1
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:
2
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:
3
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:
4
Analysing the link between environmental performance and sovereign credit risk
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
52
(
2020
)
54
,
pp. 5949-5966
Persistent link: https://www.econbiz.de/10012308384
Saved in:
5
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
6
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
7
Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Applied economics
50
(
2018
)
36
,
pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
Saved in:
8
Pricing sovereign contingent convertible debt
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970916
Saved in:
9
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
10
Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 563-575
Persistent link: https://www.econbiz.de/10011412954
Saved in:
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