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isPartOf:"The journal of real estate finance and economics"
~isPartOf:"European financial management : the journal of the European Financial Management Association"
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The journal of real estate finance and economics
European financial management : the journal of the European Financial Management Association
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
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The journal of financial crises
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
18
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The journal of computational finance
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15
Review of derivatives research
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The journal of finance : the journal of the American Finance Association
13
European journal of operational research : EJOR
12
Journal of international money and finance
12
Finance research letters
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of investment compliance
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The review of financial studies
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Discussion papers / CEPR
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Economics letters
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International journal of financial engineering
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Journal of financial services research : JFSR
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1
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
Saved in:
2
Price discovery limits in the credit default swap market in the financial crisis
Pavlov, Andrey D.
;
Schwartz, Eduardo
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012428390
Saved in:
3
Determinants of mortgage interest rates : treasuries versus swaps
Sirmans, C. Stace
;
Smith, Stanley D.
;
Sirmans, G. Stacy
- In:
The journal of real estate finance and economics
50
(
2015
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10010486912
Saved in:
4
Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping
;
Li, Ze-Zheng
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
Saved in:
5
Are all credit default swap databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 677-713
Persistent link: https://www.econbiz.de/10010503546
Saved in:
6
Pricing inefficiencies in private real estate markets using total return swaps
Lizieri, Colin
;
Marcato, Gianluca
;
Ogden, Paul
;
Baum, Andrew
- In:
The journal of real estate finance and economics
45
(
2012
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10009685389
Saved in:
7
Heterogeneous agents and the indifference pricing of property index linked swaps
Pu, Ming
;
Fan, Gang-zhi
;
Ong, Seow-eng
- In:
The journal of real estate finance and economics
44
(
2012
)
4
,
pp. 543-569
Persistent link: https://www.econbiz.de/10009581815
Saved in:
8
Market and model credit default swap spreads : mind the gap!
Bedendo, Mascia
;
Cathcart, Lara
;
Jahel, Lina el
- In:
European financial management : the journal of the …
17
(
2011
)
4
,
pp. 655-678
Persistent link: https://www.econbiz.de/10009388310
Saved in:
9
Property derivatives for managing European real-estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
16
(
2010
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
Saved in:
10
The co-movement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars
;
Weber, Martin
- In:
European financial management : the journal of the …
15
(
2009
)
3
,
pp. 529-562
Persistent link: https://www.econbiz.de/10003841055
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