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Credit derivative
8
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IMF Staff Country Reports
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International journal of theoretical and applied finance
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The journal of structured finance
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Time for a visible hand : lessons from the 2008 world financial crisis
7
Göttinger Wirtschaftsinformatik
6
Discussion paper / Centre for Economic Policy Research
5
Housing finance international
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Journal of international financial markets, institutions & money
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Municipal finance journal : the state and local financing and municipal securities advisor
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Taschenbücher für Geld, Bank und Börse : GBB
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The handbook of credit portfolio management
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African trade development: issues at the dawn of a new millennium : proceedings of three meetings of Afreximbank's advisory group on trade finance and export development in Africa
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Finance research letters
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The definitive guide to CDOs : market, application, valuation and hedging
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Die unternehmerische Zukunft liegt im Credit Management
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The journal of credit risk : published quarterly by Incisive Media
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The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
Saved in:
2
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
3
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
4
Pricing basket default swaps in a tractable shot-noise model
Herbertsson, Alexander
;
Jang, Jiwook
;
Schmidt, Thorsten
-
2009
Persistent link: https://www.econbiz.de/10003828944
Saved in:
5
Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571927
Saved in:
6
Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571937
Saved in:
7
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
8
Good and bad credit contagion : evidence from credit default swaps
Jorion, Philippe
;
Zhang, Gaiyan
- In:
Journal of financial economics
84
(
2007
)
3
,
pp. 860-883
Persistent link: https://www.econbiz.de/10003471593
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