//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"The review of financial studies"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit spread option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
70
Kreditderivat
70
Credit risk
43
Kreditrisiko
43
Theorie
32
Theory
32
Derivat
20
Derivative
20
Swap
18
USA
16
United States
16
Yield curve
13
Zinsstruktur
13
Risikoprämie
11
Risk premium
11
Stochastic process
10
Stochastischer Prozess
10
Volatility
10
Volatilität
10
Welt
10
World
10
Insolvency
9
Insolvenz
9
Option pricing theory
9
Optionspreistheorie
9
Country risk
8
Credit insurance
8
Kreditversicherung
8
Länderrisiko
8
Financial services
7
Finanzdienstleistung
7
Public bond
7
Öffentliche Anleihe
7
Hedging
6
Markov chain
6
Markov-Kette
6
Multivariate Verteilung
6
Multivariate distribution
6
CAPM
5
Collateral
5
more ...
less ...
Online availability
All
Undetermined
31
Free
3
Type of publication
All
Article
70
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
70
Language
All
English
70
Author
All
Brigo, Damiano
4
Griffin, John M.
3
Jeanblanc, Monique
3
Oehmke, Martin
3
Augustin, Patrick
2
Bielecki, Tomasz R.
2
Crépey, S.
2
Nickerson, Jordan
2
Pede, Nicola
2
Saretto, Alessio
2
Subrahmanyam, Marti G.
2
Tang, Dragon Yongjun
2
Zawadowski, Adam
2
Abid, Fathi
1
Armstrong, Anthony
1
Arnold, Ivo J. M.
1
Bajaj, Vimmy
1
Ballester, Laura
1
Banerjee, Tamal
1
Bao, Jack
1
Bartram, Söhnke M.
1
Benbouzid, Nadia
1
Benzoni, Luca
1
Bolton, Patrick
1
Boonlert Jitmaneeroj
1
Bouri, Elie
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chen, Hui
1
Chernov, Mikhail
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Colin-Dufresne, Pierre
1
Conrad, Jennifer S.
1
Consiglio, Andrea
1
Cousot, Laurent
1
Cui, Rui
1
Davidoff, Thomas
1
Diener, Nicolas
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Research in international business and finance
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
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
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
9
Applied economics letters
8
Insurance / Mathematics & economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
70
Showing
1
-
10
of
70
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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
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:
7
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:
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
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->