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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Finanzmarkt"
~subject:"Swap"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
13
The journal of fixed income
11
International review of financial analysis
8
Journal of banking & finance
8
Journal of financial economics
8
Journal of international financial markets, institutions & money
7
European financial management : the journal of the European Financial Management Association
6
International review of economics & finance : IREF
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
Review of quantitative finance and accounting
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The journal of futures markets
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Applied economics
5
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Centre for Economic Policy Research
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Finance and economics discussion series
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Financial stability review : FSR
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Global finance journal
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Insurance / Mathematics & economics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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Journal of international money and finance
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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SpringerLink / Bücher
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The European journal of finance
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The journal of corporate finance : contracting, governance and organization
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The journal of credit risk : published quarterly by Incisive Media
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The journal of financial market infrastructures
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Working paper
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Credit risk : models, derivatives, and management
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Department of Economics discussion paper series / University of Oxford
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Economics letters
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Essays on the market structure and pricing of credit derivatives
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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:
2
Mispricing and arbitrage in CDS auctions
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011399779
Saved in:
3
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:
4
CDS auctions and recovery rates: an appraisal
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 97-102
Persistent link: https://www.econbiz.de/10009725345
Saved in:
5
The determinants of CDS bid-ask spreads
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10003771461
Saved in:
6
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:
7
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:
8
Recent advances in default swap valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
9
Valuing credit default swaps I : no counterparty default risk
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
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