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isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit derivative
47
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47
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Danis, András
2
Morkoetter, Stefan
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Yeh, Andy Jia-yuh
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The journal of credit risk : published quarterly by Incisive Media
Management science : journal of the Institute for Operations Research and the Management Sciences
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
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Journal of international financial markets, institutions & money
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International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECB Working Paper
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ECONIS (ZBW)
47
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1
Dark knights : the rise in firm intervention by credit default swap investors
Danis, András
;
Gamba, Andrea
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
Saved in:
2
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
3
CDS trading initiation, information asymmetry, and dividend payout
Landsman, Wayne R.
;
Li, Chao Kevin
;
Zhao, Jianxin Donny
- In:
Management science : journal of the Institute for …
69
(
2023
)
1
,
pp. 684-701
Persistent link: https://www.econbiz.de/10014289710
Saved in:
4
Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh
;
Baesens, Bart
;
Vanpée, Rosanne
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 105-154
Persistent link: https://www.econbiz.de/10014488699
Saved in:
5
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
6
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
7
Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
Saved in:
8
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
9
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
10
Credit shock propagation along supply chains : evidence from the CDS market
Agca, Senay
;
Babich, Volodymyr
;
Birge, John R.
;
Wu, Jing
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6506-6538
Persistent link: https://www.econbiz.de/10013373022
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