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isPartOf:"Journal of risk"
~isPartOf:"Applied economics"
~subject:"Credit risk"
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Search: subject_exact:"Collateralized debt obligations"
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Credit risk
Credit derivative
28
Kreditderivat
28
Kreditrisiko
20
Welt
8
World
8
Country risk
7
Financial crisis
7
Finanzkrise
7
Länderrisiko
7
Börsenkurs
5
International sovereign debt
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Internationale Staatsschulden
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Public bond
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Risikoprämie
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Risk premium
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Share price
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Swap
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Öffentliche Anleihe
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Credit default swaps
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Derivat
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Derivative
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Estimation
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Schätzung
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Volatility
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Aktienmarkt
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Fonseca, José da
2
Hammoudeh, Shawkat
2
Shahzad, Syed Jawad Hussain
2
Agiakloglou, Christos N.
1
Alves, Carlos
1
Arvanitis, Stavros E.
1
Bekiros, Stelios
1
Bouri, Elie
1
Carr, Peter
1
Castellanos, Jenny
1
Cheridito, Patrick
1
Constantinou, Nick
1
DeBoyrie, Maria Eugenia
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Deligiannakis, Emmanouil
1
Eberlein, Ernst
1
Fenech, Jean-pierre
1
Ferrer, Román
1
Gao, Qiuming
1
Gehrig, Thomas
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Ghamami, Samim
1
Hamerle, Alfred
1
Hao, Jong-Yu Paula
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Hernandez, Jose Arreola
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Hu, Conghui
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Ignatieva, Ekaterina
1
Jammazi, Rania
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Kiesel, Florian
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Liebig, Thilo
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Madan, Dilip B.
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Nandha, Mohan
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Psillaki, Maria
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Raunig, Burkhard
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Roubaud, David
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Schiereck, Dirk
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Schropp, Hans-Jochen
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Journal of risk
Applied economics
Journal of banking & finance
42
International journal of theoretical and applied finance
28
Journal of financial stability
24
The journal of fixed income
24
International review of financial analysis
23
Journal of international financial markets, institutions & money
23
The journal of credit risk : published quarterly by Incisive Media
22
Journal of financial economics
21
Finance research letters
19
Research paper series / Swiss Finance Institute
17
Journal of empirical finance
16
The journal of futures markets
16
The North American journal of economics and finance : a journal of financial economics studies
15
Economic modelling
14
Journal of international money and finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Review of quantitative finance and accounting
14
Discussion paper
13
Finance and economics discussion series
12
The European journal of finance
12
Research in international business and finance
10
Review of derivatives research
10
Working paper series / European Central Bank
10
ECB Working Paper
9
Economics letters
9
International review of economics & finance : IREF
9
Review of finance : journal of the European Finance Association
9
The journal of corporate finance : contracting, governance and organization
9
Discussion paper / Tinbergen Institute
8
European financial management : the journal of the European Financial Management Association
8
Journal of financial services research : JFSR
8
Quantitative finance
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SFB 649 discussion paper
8
Swiss Finance Institute Research Paper
8
The journal of structured finance
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Working paper series
8
Discussion papers / CEPR
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FEDS Working Paper
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International journal of financial engineering
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ECONIS (ZBW)
20
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1
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:
2
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
Saved in:
3
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:
4
The conditional stock market response to banks' distressed asset sales on CDS availability
Kiesel, Florian
;
Manz, Florian
;
Schiereck, Dirk
- In:
Applied economics
52
(
2020
)
56
,
pp. 6123-6135
Persistent link: https://www.econbiz.de/10012308467
Saved in:
5
Spillover across Eurozone credit market sectors and determinants
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
Applied economics
51
(
2019
)
59
,
pp. 6333-6349
Persistent link: https://www.econbiz.de/10012197344
Saved in:
6
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:
7
Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Hammoudeh, …
- In:
Applied economics
50
(
2018
)
49
,
pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
Saved in:
8
The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.
;
Arvanitis, Stavros E.
; …
- In:
Applied economics
49
(
2017
)
38
,
pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
Saved in:
9
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
10
A joint analysis of market indexes in credit default swap, volatility and stock markets
Fonseca, José da
;
Wang, Peiming
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
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