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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial stability"
~isPartOf:"Research in international business and finance"
~type_genre:"Article in journal"
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Search: subject_exact:"Credit spread option"
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Credit derivative
77
Kreditderivat
77
Credit risk
61
Kreditrisiko
61
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26
Theory
26
Derivat
22
Derivative
22
Swap
19
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Option pricing theory
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77
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English
77
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Brigo, Damiano
4
Benbouzid, Nadia
3
Jeanblanc, Monique
3
Mallick, Sushanta Kumar
3
Peltonen, Tuomo
3
Scheicher, Martin
3
Zhang, Gaiyan
3
Ap Gwilym, Owain
2
Bielecki, Tomasz R.
2
Crépey, S.
2
Moratis, Georgios
2
Pancotto, Livia
2
Pede, Nicola
2
Sousa, Ricardo M.
2
Zenios, Stauros Andrea
2
Zhang, Sanjian
2
Zhu, Lu
2
Abbassi, Puriya
1
Abid, Fathi
1
Armstrong, Anthony
1
Arnold, Ivo J. M.
1
Arping, Stefan
1
Bai, Xuelian
1
Bajaj, Vimmy
1
Ballester, Laura
1
Banerjee, Tamal
1
Battiston, Stefano
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Blommestein, Hans J.
1
Boonlert Jitmaneeroj
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Bouri, Elie
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Bratis, Theodoros
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Brownlees, Christian
1
Capriotti, Luca
1
Cetina, Jill
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Consiglio, Andrea
1
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1
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International journal of theoretical and applied finance
Journal of financial stability
Research in international business and finance
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
37
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
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
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
Review of quantitative finance and accounting
16
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
Journal of risk finance : the convergence of financial products and insurance
11
The journal of corporate finance : contracting, governance and organization
11
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
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)
77
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1
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10
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77
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1
The impact of COVID-19 on sovereign contagion
Drakos, Anastasios
;
Moratis, Georgios
- In:
Journal of financial stability
70
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490462
Saved in:
2
Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh
;
Milidonis, Andreas
;
Zenios, Stauros Andrea
- In:
Journal of financial stability
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
Saved in:
3
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund
Pancotto, Livia
;
Ap Gwilym, Owain
;
Molyneux, Philip
- In:
Journal of financial stability
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014455508
Saved in:
4
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
5
European systemic credit risk transmission using Bayesian networks
Ballester, Laura
;
López, Jesúa
;
Pavia, José Manuel
- In:
Research in international business and finance
65
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
Saved in:
6
What is mine is yours : sovereign risk transmission during the European debt crisis
Greenwood-Nimmo, Matthew
;
Viet Hoang Nguyen
;
Shin, Yongcheol
- In:
Journal of financial stability
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014289936
Saved in:
7
Bank credit risk and macro-prudential policies : role of counter-cyclical capital buffer
Benbouzid, Nadia
;
Kumar, Abhishek
;
Mallick, Sushanta Kumar
- In:
Journal of financial stability
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014371878
Saved in:
8
Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Zhang, Wenlong
;
Zhang, Gaiyan
;
Helwege, Jean
- In:
Journal of financial stability
58
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
Saved in:
9
Linkage dynamics of sovereign credit risk and financial markets : a bibliometric analysis
Bajaj, Vimmy
;
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Research in international business and finance
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013410769
Saved in:
10
Sovereign risk spillovers : a network approach
Le, Chau
;
Dickinson, David G.
;
Hoang Anh Le
- In:
Journal of financial stability
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013455968
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