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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Swap"
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Credit derivative
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3
White, Alan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International review of economics & finance : IREF
International journal of theoretical and applied finance
13
The journal of fixed income
9
International review of financial analysis
8
Journal of banking & finance
7
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of futures markets
6
Applied economics
5
European financial management : the journal of the European Financial Management Association
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
Finance and economics discussion series
4
Global finance journal
4
Insurance / Mathematics & economics
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial markets
4
Research in international business and finance
4
Review of derivatives research
4
Review of finance : journal of the European Finance Association
4
Review of quantitative finance and accounting
4
SpringerLink / Bücher
4
The European journal of finance
4
The journal of corporate finance : contracting, governance and organization
4
Credit risk : models, derivatives, and management
3
Department of Economics discussion paper series / University of Oxford
3
Economics letters
3
Essays on the market structure and pricing of credit derivatives
3
HKIMR working paper
3
Investment management and financial innovations
3
Journal of banking regulation
3
Journal of empirical finance
3
Journal of financial services research : JFSR
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Journal of international money and finance
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Journal of mathematical finance
3
Journal of risk finance : the convergence of financial products and insurance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Staff reports / Federal Reserve Bank of New York
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The North American journal of economics and finance : a journal of financial economics studies
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1
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
2
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
3
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
4
Two new equity default swaps with idiosyncratic risk
Yang, Zhaojun
;
Zhang, Chunhong
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 254-273
Persistent link: https://www.econbiz.de/10011542095
Saved in:
5
The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen
;
Rubio, Gonzalo
;
Serrano, Pedro
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
Saved in:
6
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013
Hui, Cho H.
;
Fong, Tom
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 174-190
Persistent link: https://www.econbiz.de/10011573573
Saved in:
7
The reaction of European credit default swap spreads to the US credit rating downgrade
Blau, Benjamin
;
Roseman, Brian S.
- In:
International review of economics & finance : IREF
34
(
2014
),
pp. 131-141
Persistent link: https://www.econbiz.de/10010533161
Saved in:
8
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
9
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
10
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
Saved in:
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