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person:"Zhou, Hao"
~person:"Helwege, Jean"
~person:"Zhu, Haibin"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Credit derivative"
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Credit derivative
13
Kreditderivat
13
Credit risk
10
Kreditrisiko
10
Risikoprämie
6
Risk premium
6
Swap
4
Börsenkurs
3
Credit insurance
3
Derivat
3
Derivative
3
Estimation
3
Kreditversicherung
3
Schätzung
3
Share price
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Yield curve
3
Zinsstruktur
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Anleihe
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Ansteckungseffekt
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Bank risk
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Bankenkrise
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Banking crisis
2
Bankrisiko
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Bond
2
Bond market
2
Contagion effect
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Corporate bond
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Correlation
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Credit default swap
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Credit default swaps
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Financial crisis
2
Finanzkrise
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Market liquidity
2
Marktliquidität
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Portfolio selection
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Portfolio-Management
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Rentenmarkt
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Systemic risk
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Systemrisiko
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Aufsatz in Zeitschrift
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Zhou, Hao
Helwege, Jean
Zhu, Haibin
Hammoudeh, Shawkat
18
Fabozzi, Frank J.
13
Tang, Dragon Yongjun
12
Kiesel, Florian
11
Shahzad, Syed Jawad Hussain
11
Zhang, Gaiyan
11
Augustin, Patrick
10
Naifar, Nader
10
Schiereck, Dirk
10
Silva, Paulo Pereira da
10
Gex, Mathieu
9
Scheicher, Martin
9
Zhong, Zhaodong
9
Apergēs, Nikolaos
8
Calice, Giovanni
8
Capponi, Agostino
8
Wang, Xinjie
8
Zhu, Lu
8
Chen, Ren-Raw
7
Coudert, Virginie
7
Hamori, Shigeyuki
7
Hull, John
7
Li, Jianping
7
Lovreta, Lidija
7
Mayordomo, Sergio
7
Park, Yuen Jung
7
Pavlova, Ivelina
7
Subrahmanyam, Marti G.
7
Sun, Xiaolei
7
White, Alan
7
Adelson, Mark
6
Benbouzid, Nadia
6
Bouri, Elie
6
Brigo, Damiano
6
Cathcart, Lara
6
DeBoyrie, Maria Eugenia
6
Giacometti, Rosella
6
Hu, Nan
6
Jacobs, Kris
6
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Journal of banking & finance
4
Journal of financial stability
2
The journal of fixed income
2
The review of financial studies
2
BIZ-Quartalsbericht
1
Journal of financial services research : JFSR
1
The quarterly journal of finance
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ECONIS (ZBW)
13
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1
Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Zhang, Wenlong
;
Zhang, Gaiyan
;
Helwege, Jean
- In:
Journal of financial stability
58
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
Saved in:
2
The systemic risk of European banks during the financial and sovereign debt crises
Black, Lamont
;
Correa, Ricardo
;
Huang, Xin
;
Zhou, Hao
- In:
Journal of banking & finance
63
(
2016
),
pp. 107-125
Persistent link: https://www.econbiz.de/10011634180
Saved in:
3
Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca
;
Colin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
7
,
pp. 1960-2008
Persistent link: https://www.econbiz.de/10011376098
Saved in:
4
Effects of liquidity on the non-default component of corporate yield spreads : evidence from intraday transactions data
Han, Song
;
Zhou, Hao
- In:
The quarterly journal of finance
6
(
2016
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011531498
Saved in:
5
The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock
;
Zhu, Haibin
- In:
Journal of banking & finance
40
(
2014
),
pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
Saved in:
6
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Saved in:
7
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
- In:
Journal of financial stability
8
(
2012
)
3
,
pp. 193-205
Persistent link: https://www.econbiz.de/10009655810
Saved in:
8
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
Saved in:
9
A framework for assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2036-2049
Persistent link: https://www.econbiz.de/10003892198
Saved in:
10
Credit default swap auctions and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
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