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type:"article"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Municipal finance journal : the state and local financing and municipal securities advisor"
~isPartOf:"The journal of futures markets"
~type_genre:"Aufsatz in Zeitschrift"
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Credit insurance
15
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15
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11
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10
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6
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Aufsatz in Zeitschrift
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Brigo, Damiano
3
Abid, Fathi
1
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Benkert, Christoph
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Brune, Chris
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Byström, Hans N. E.
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Chan, Ka Kei
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International journal of theoretical and applied finance
Municipal finance journal : the state and local financing and municipal securities advisor
The journal of futures markets
Journal of banking & finance
9
The journal of structured finance
7
Journal of international financial markets, institutions & money
6
Housing finance international
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Finance research letters
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Financial stability review : FSR
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Ifo-Schnelldienst
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
The journal of fixed income
4
BIZ-Quartalsbericht
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Risiko-Manager
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The journal of credit risk : published quarterly by Incisive Media
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The review of financial studies
3
Verbraucher und Recht : VuR ; Zeitschrift für Wirtschafts- und Verbraucherrecht ; Anlegerschutz, Konsumentenkredit Versicherung, private Altersvorsorge, Verbraucherinsolvenz, Verbraucherschutz
3
BIS quarterly review : international banking and financial market developments
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Banks and bank systems : international research journal
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Innovations in securitisation : yearbook
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International journal of economics and finance
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International review of financial analysis
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Le crédit en Belgique : 1975 - 1986
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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The journal of finance : the journal of the American Finance Association
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Transactions of the International Congress of Actuaries
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ECONIS (ZBW)
15
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1
Corporate credit default swap systematic factors
Chan, Ka Kei
;
Lin, Ming-Tsung
;
Lu, Qinye
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1224-1256
Persistent link: https://www.econbiz.de/10014553983
Saved in:
2
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
3
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
4
Aging and its impact on municipal credit
Stowe, Stephen
;
Gillaspy, Tom
;
Tosun, Mehmet Serkan
; …
- In:
Municipal finance journal : the state and local …
33
(
2012
)
3
,
pp. 33-55
Persistent link: https://www.econbiz.de/10009771345
Saved in:
5
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
6
The subprime crisis, bond insurers' credit risk, and the interest cost of municipal bonds
Liu, Gao
- In:
Municipal finance journal : the state and local …
32
(
2011
)
3
,
pp. 37-58
Persistent link: https://www.econbiz.de/10009666161
Saved in:
7
The impact of default risk insurer's financial distress on insured municipal bonds
Brune, Chris
;
Liu, Pu
- In:
Municipal finance journal : the state and local …
32
(
2011
)
3
,
pp. 19-36
Persistent link: https://www.econbiz.de/10009666165
Saved in:
8
Municipal market struggles to maintain broad retail participation without bond insurance
Kwiatkoski, Paul
- In:
Municipal finance journal : the state and local …
29
(
2009
)
4
,
pp. 23-35
Persistent link: https://www.econbiz.de/10003848127
Saved in:
9
What happens when municipal bond insurance compains lose credit?
Denison, Dwight V.
- In:
Municipal finance journal : the state and local …
29
(
2009
)
4
,
pp. 37-47
Persistent link: https://www.econbiz.de/10003848129
Saved in:
10
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
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