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~isPartOf:"Applied economics"
~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Swap"
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Search: subject_exact:"Credit default swap"
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Credit derivative
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10
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credit default swap
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International sovereign debt
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Fonseca, José da
2
Boussada, Haifa
1
DeBoyrie, Maria Eugenia
1
Doshi, Hitesh
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Elkamhi, Redouane
1
Hao, Jong-Yu Paula
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Hilscher, Jens
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Ignatieva, Ekaterina
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Mozumdar, Abon
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Ornthanalai, Chayawat
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Pollet, Joshua M.
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Prigent, Jean-Luc
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Soumare, Ibrahima
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Uzmanoglu, Cihan
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Applied economics
International Journal of Theoretical and Applied Finance (IJTAF)
Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
13
The journal of fixed income
9
International review of financial analysis
8
Journal of banking & finance
7
International review of economics & finance : IREF
6
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The journal of futures markets
6
European financial management : the journal of the European Financial Management Association
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
Finance and economics discussion series
4
Global finance journal
4
Insurance / Mathematics & economics
4
Journal of financial markets
4
Research in international business and finance
4
Review of derivatives research
4
Review of finance : journal of the European Finance Association
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The journal of corporate finance : contracting, governance and organization
4
Credit risk : models, derivatives, and management
3
Department of Economics discussion paper series / University of Oxford
3
Economics letters
3
Essays on the market structure and pricing of credit derivatives
3
HKIMR working paper
3
Investment management and financial innovations
3
Journal of banking regulation
3
Journal of empirical finance
3
Journal of financial services research : JFSR
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Journal of international money and finance
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Journal of mathematical finance
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Journal of risk finance : the convergence of financial products and insurance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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1
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa
;
Prigent, Jean-Luc
;
Soumare, Ibrahima
- In:
Applied economics
55
(
2023
)
1
,
pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
Saved in:
2
Credit default swaps and CEO compensation : a long-term perspective
Hao, Jong-Yu Paula
;
Yur-Austin, Jasmine
;
Zhu, Lu
- In:
Applied economics
52
(
2020
)
35
,
pp. 3770-3787
Persistent link: https://www.econbiz.de/10012258980
Saved in:
3
Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Applied economics
50
(
2018
)
36
,
pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
Saved in:
4
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
Saved in:
5
Credit default swaps and firm value
Narayanan, Rajesh
;
Uzmanoglu, Cihan
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1227-1259
Persistent link: https://www.econbiz.de/10011930411
Saved in:
6
Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 563-575
Persistent link: https://www.econbiz.de/10011412954
Saved in:
7
A joint analysis of market indexes in credit default swap, volatility and stock markets
Fonseca, José da
;
Wang, Peiming
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
Saved in:
8
Are credit default swaps a sideshow? : evidence that information flows from equity to CDS markets
Hilscher, Jens
;
Pollet, Joshua M.
;
Wilson, Mungo
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 543-567
Persistent link: https://www.econbiz.de/10011391417
Saved in:
9
Corporate hedging and speculative incentives : implications for swap market default risk
Mozumdar, Abon
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
2
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
Saved in:
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