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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Credit derivative
40
Kreditderivat
40
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Hull, John
4
White, Alan
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3
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Montes, Gabriel Caldas
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
34
Journal of financial stability
33
Finance research letters
31
Journal of international financial markets, institutions & money
31
International journal of theoretical and applied finance
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Journal of financial economics
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The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
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The review of financial studies
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The journal of futures markets
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Journal of empirical finance
21
Applied economics
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Economic modelling
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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Research in international business and finance
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The European journal of finance
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Review of derivatives research
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Economics letters
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The journal of finance : the journal of the American Finance Association
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European financial management : the journal of the European Financial Management Association
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Financial stability review : FSR
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The journal of corporate finance : contracting, governance and organization
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial intermediation
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Journal of risk finance : the convergence of financial products and insurance
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Quantitative finance
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Applied financial economics
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Journal of financial markets
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Journal of risk
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Applied economics letters
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ECONIS (ZBW)
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Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014247017
Saved in:
3
Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian
;
Sun, Xiaolei
;
Liu, Chang
;
Li, Jianping
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
Saved in:
4
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
5
The COVID-19 pandemic and sovereign bond risk
Andrieş, Alin Marius
;
Ongena, Steven
;
Sprincean, Nicu
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013187640
Saved in:
6
Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas
;
Souza, Ivan
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
Saved in:
7
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
8
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
Saved in:
9
Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
Saved in:
10
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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