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subject:"Kreditderivat"
~person:"Ivanov, Stanislav"
~person:"Zhu, Haibin"
~type_genre:"Article in journal"
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Kreditderivat
Credit derivative
4
Credit risk
4
Kreditrisiko
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Swap
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Risikoprämie
2
Risk premium
2
2001-2003
1
Anleihe
1
Asia
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Asien
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Bond
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Bond liquidity
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Bond market
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Bond spreads
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Börsengang
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CDS index
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Coronavirus
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Corporate bond
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Covid-19
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Credit default swaps
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Derivat
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Derivative
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Financial crisis
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Finanzkrise
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Impact assessment
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Initial public offering
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Market liquidity
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Marktliquidität
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Multivariate Verteilung
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Article in journal
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English
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Ivanov, Stanislav
Zhu, Haibin
Tang, Dragon Yongjun
5
Hull, John
4
White, Alan
4
Zhu, Lu
4
Callen, Jeffrey L.
3
Cathcart, Lara
3
Danis, András
3
Hu, May
3
Jahel, Lina el
3
Liang, Jin
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Lin, Ming-Tsung
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Realdon, Marco
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Segal, Dan
3
Serrano, Pedro
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Wang, Sarah Qian
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Yan, Hong
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Yang, Zhaojun
3
Arakelyan, Armen
2
Batten, Jonathan A.
2
Battiston, Stefano
2
Bedendo, Mascia
2
Bhat, Gauri
2
Brigo, Damiano
2
Calice, Giovanni
2
Chan, Ka Kei
2
Chen, Ren-Raw
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Chen, Yangyang
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Chiu, Chih-Chieh
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Choe, Geon Ho
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Clark, Brian
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Donato, James
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Ehrhardt, Matthias
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Fabozzi, Frank J.
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Fonseca, José da
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Francis, Bill B.
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Gamba, Andrea
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Hao, Ruili
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The journal of financial market infrastructures
2
Journal of banking & finance
1
The review of financial studies
1
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ECONIS (ZBW)
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Credit default swap market retrospective: observations from the 2008-9 financial crisis and the onset of the Covid-19 pandemic
Ivanov, Stanislav
;
Jordan, Richard
;
Springle, Ian
- In:
The journal of financial market infrastructures
9
(
2021
)
3
,
pp. 53-72
Persistent link: https://www.econbiz.de/10013269960
Saved in:
2
Initial margin estimations for credit default swap portfolios
Ivanov, Stanislav
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 22-49
Persistent link: https://www.econbiz.de/10011729219
Saved in:
3
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:
4
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:
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