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subject:"Credit derivative"
~isPartOf:"NBER Working Paper"
~isPartOf:"Review of derivatives research"
~type_genre:"Article in journal"
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Search: subject_exact:"Collateralized debt obligations"
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Credit derivative
Kreditderivat
13
Credit risk
10
Kreditrisiko
10
Theorie
6
Theory
6
Derivat
4
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
Swap
4
Asset-Backed Securities
3
Asset-backed securities
3
Credit default swaps
3
Estimation
3
Insolvency
3
Insolvenz
3
Multivariate Verteilung
3
Multivariate distribution
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
CDS
2
Correlation
2
Credit derivatives
2
EU countries
2
EU-Staaten
2
Europa
2
Europe
2
Financial crisis
2
Finanzkrise
2
Korrelation
2
Liquidity
2
Liquidität
2
Option pricing theory
2
Optionspreistheorie
2
Risikomaß
2
Risk measure
2
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Article
13
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Article in journal
Aufsatz in Zeitschrift
13
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English
13
Author
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Cousin, Areski
1
Crépey, Stéphane
1
Gündüz, Yalın
1
Herbertsson, Alexander
1
Hippert, Benjamin
1
Höcht, Stephan
1
Itkin, Andrey
1
Jönsson, Henrik
1
Kan, Yu Hang
1
Kim, Sung Ik
1
Kim, Young Shin
1
Kliber, Agata
1
Koziol, Christian
1
Koziol, Philipp
1
Lesplingart, Clothilde
1
Lipton, Alexander
1
Majois, Christophe
1
Meine, Christian
1
Pelster, Matthias
1
Petitjean, Mikael
1
Schoutens, Wim
1
Schön, Thomas
1
Supper, Hendrik
1
Uhde, André
1
Uhrig-Homburg, Marliese
1
Vilsmeier, Johannes
1
Weiß, Gregor
1
Wengerek, Sascha Tobias
1
Zagst, Rudi
1
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NBER Working Paper
Review of derivatives research
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
37
Journal of financial stability
33
Finance research letters
31
Journal of international financial markets, institutions & money
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
The review of financial studies
26
The journal of futures markets
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Review of finance : journal of the European Finance Association
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Review of quantitative finance and accounting
16
Research in international business and finance
14
The European journal of finance
14
Economics letters
12
The journal of finance : the journal of the American Finance Association
12
European financial management : the journal of the European Financial Management Association
11
Financial stability review : FSR
11
Journal of risk finance : the convergence of financial products and insurance
11
The journal of corporate finance : contracting, governance and organization
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of financial intermediation
10
Quantitative finance
10
Applied financial economics
9
Journal of financial markets
9
Journal of risk
9
Applied economics letters
8
Insurance / Mathematics & economics
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ECONIS (ZBW)
13
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1
Portfolio benefits of adding corporate credit default swap indices : evidence from North America and Europe
Hippert, Benjamin
;
Uhde, André
;
Wengerek, Sascha Tobias
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 203-259
Persistent link: https://www.econbiz.de/10012311669
Saved in:
2
The determinants of CDS spreads : evidence from the model space
Pelster, Matthias
;
Vilsmeier, Johannes
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 63-118
Persistent link: https://www.econbiz.de/10012055732
Saved in:
3
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
4
Structural default model with mutual obligations
Itkin, Andrey
;
Lipton, Alexander
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 15-46
Persistent link: https://www.econbiz.de/10011930552
Saved in:
5
The leverage effect puzzle : the case of European sovereign credit default swap market
Kliber, Agata
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10011927969
Saved in:
6
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
7
Do CDS spreads move with commonality in liquidity?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
Saved in:
8
Does modeling framework matter? : a comparative study of structural and reduced-form models
Gündüz, Yalın
;
Uhrig-Homburg, Marliese
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 39-78
Persistent link: https://www.econbiz.de/10010519295
Saved in:
9
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
10
Liquidity and CDS premiums on European companies around the Subprime crisis
Lesplingart, Clothilde
;
Majois, Christophe
;
Petitjean, …
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 217-256
Persistent link: https://www.econbiz.de/10009709684
Saved in:
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