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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Risk premium"
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Risk premium
Credit derivative
18
Kreditderivat
18
Risikoprämie
9
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8
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8
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7
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7
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Anginer, Deniz
1
Berndt, Antje
1
Camba-Méndez, Gonzalo
1
Christoffersen, Peter F.
1
Delatte, Anne-Laure
1
Douglas, Rohan
1
Duffie, Darrell
1
Ferguson, Mark
1
Fouquau, Julien
1
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1
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1
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1
Jin, Xisong
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1
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1
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1
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1
Monfort, Alain
1
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1
Park, Keehwan
1
Portes, Richard
1
Renne, Jean-Paul
1
Schnabel, Isabel
1
Schäfer, Alexander
1
Serwa, Dobromił
1
Weder, Beatrice
1
Ye, Xiaoxia
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Review of finance : journal of the European Finance Association
Journal of banking & finance
8
Journal of financial stability
8
Finance research letters
7
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
International review of economics & finance : IREF
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Economic modelling
5
Journal of financial economics
5
Review of quantitative finance and accounting
5
Discussion paper / Centre for Economic Policy Research
4
International review of financial analysis
4
Energy economics
3
Journal of monetary economics
3
Research paper series / Swiss Finance Institute
3
Review of derivatives research
3
Swiss Finance Institute Research Paper
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics
2
Discussion papers / CEPR
2
Economics letters
2
Emerging markets review
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of multinational financial management
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
The journal of asset management
2
The journal of corporate finance : contracting, governance and organization
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of risk finance : JRF
2
Accounting and finance
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Annals of finance
1
Applied mathematical finance
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ECONIS (ZBW)
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
3
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
4
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
5
Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz
;
Yıldızhan, Çelim
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
Saved in:
6
An empirical study of CDS premium on the Korean sovereign bond : some effect of the CTD option
Park, Keehwan
;
Lee, Sangki
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 848-864
Persistent link: https://www.econbiz.de/10011764608
Saved in:
7
Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure
;
Fouquau, Julien
;
Portes, Richard
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011778601
Saved in:
8
Financial sector reform after the subprime crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 77-125
Persistent link: https://www.econbiz.de/10011590255
Saved in:
9
Pricing sovereign credit risk of Poland : evidence from the CDS market
Camba-Méndez, Gonzalo
;
Kostrzewa, Konrad
;
Marszal, Anna
; …
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2687-2705
Persistent link: https://www.econbiz.de/10011675567
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