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subject:"Credit derivative"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Bank"
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Credit derivative
Bank
Kreditderivat
37
Theorie
10
Theory
10
Credit risk
9
Kreditrisiko
9
Swap
8
Welt
8
World
8
Börsenkurs
7
Share price
7
Insolvency
6
Insolvenz
6
Risikoprämie
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Risk premium
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Financial crisis
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Auktionstheorie
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Derivat
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Derivative
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4
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3
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3
Credit rating
3
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3
EU-Staaten
3
Estimation
3
Euro area
3
Impact assessment
3
Kreditwürdigkeit
3
Länderrisiko
3
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3
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3
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Undetermined
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Article
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37
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Hull, John
4
White, Alan
4
Sundaram, Rangarajan K.
3
Broer, Tobias
2
Chernov, Mikhail
2
Gupta, Sudip
2
Huang, Alex
2
Huizinga, Harry
2
Norden, Lars
2
Schnabel, Isabel
2
Schäfer, Alexander
2
Weber, Martin
2
Weder, Beatrice
2
Acharya, Viral V.
1
Ap Gwilym, Owain
1
Atkeson, Andrew
1
Avdjiev, Stefan
1
Bai, Jennie
1
Berg, Tobias
1
Blommestein, Hans J.
1
Bogdanova, Bilyana
1
Bolton, Patrick
1
Chen, Chih-Chun
1
Cheng, Wai-yan
1
De Fiore, Fiorella
1
Demirgüç-Kunt, Asli
1
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1
Eijffinger, Sylvester C. W.
1
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1
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1
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1
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1
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1
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1
Hu, Wen-Cheng
1
Ibhagui, Oyakhilome
1
Jiang, Wei
1
Kan, Yu Hang
1
Kartasheva, Anastasia
1
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1
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Discussion paper / Centre for Economic Policy Research
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
34
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
IMF working papers
22
Journal of empirical finance
22
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
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Research in international business and finance
15
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
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Discussion paper / Tinbergen Institute
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Economics letters
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ECONIS (ZBW)
37
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1
Interrelations among chross-currency basis swaps spreads: pre- and post-crisis analysis
Ibhagui, Oyakhilome
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 89-112
Persistent link: https://www.econbiz.de/10012306197
Saved in:
2
Money markets, collateral and monetary policy
Uhlig, Harald
;
De Fiore, Fiorella
;
Hoerova, Marie
-
2018
Persistent link: https://www.econbiz.de/10012098896
Saved in:
3
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:
4
Safe haven CDS premiums
Klingler, Sven
;
Lando, David
-
2018
Persistent link: https://www.econbiz.de/10011884451
Saved in:
5
Credit ratings and market information
Piccolo, Alessio
;
Shapiro, Joel Andrew
-
2017
Persistent link: https://www.econbiz.de/10011670140
Saved in:
6
CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
-
2017
Persistent link: https://www.econbiz.de/10011817175
Saved in:
7
Bail-in expectations for European banks : actions speaks louder than words
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
-
2016
Persistent link: https://www.econbiz.de/10011437568
Saved in:
8
A comedy of errors : misguided policy, mis-sold mortages and more
Miller, Marcus
;
Zhang, Lei
;
Rastapana, Songklod
-
2016
Persistent link: https://www.econbiz.de/10011550873
Saved in:
9
Securitisation bubbles : structured finance with disagreement about default correlations
Broer, Tobias
-
2016
Persistent link: https://www.econbiz.de/10011482168
Saved in:
10
A macrofinance view of U.S. sovereign CDS premiums
Chernov, Mikhail
;
Schmid, Lukas
;
Schneider, Andrés
-
2016
Persistent link: https://www.econbiz.de/10011571216
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