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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Risk premium"
~subject:"Öffentliche Anleihe"
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Search: subject_exact:"Credit derivative"
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Risk premium
Öffentliche Anleihe
Credit derivative
37
Kreditderivat
37
Credit risk
13
Kreditrisiko
13
Welt
13
World
13
Country risk
10
Länderrisiko
10
Risikoprämie
10
Theorie
9
Theory
9
Financial crisis
8
Finanzkrise
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Swap
8
Börsenkurs
7
Derivat
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Derivative
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Estimation
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Public debt
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Schätzung
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USA
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United States
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Yield curve
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Zinsstruktur
6
Öffentliche Schulden
6
Credit rating
5
Eurozone
5
Kreditwürdigkeit
5
Bubbles
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Credit default swap
4
Credit default swaps
4
EU countries
4
EU-Staaten
4
Euro area
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Public bond
4
Spekulationsblase
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Spillover effect
4
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7
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11
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Arakelyan, Armen
1
Avdjiev, Stefan
1
Bai, Jennie
1
Ballester, Laura
1
Binici, Mahir
1
Blommestein, Hans J.
1
Bogdanova, Bilyana
1
Bolton, Patrick
1
Eijffinger, Sylvester C. W.
1
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1
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1
Jiang, Wei
1
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1
Kim, Kwanho
1
Miao, Evan Weicheng
1
Pan, Wei-Fong
1
Qian, Zongxin
1
Rubio, Gonzalo
1
Schnabel, Isabel
1
Schäfer, Alexander
1
Serrano, Pedro
1
Ters, Kristyna
1
Urban, Jörg
1
Wang, Xinjie
1
Weder, Beatrice
1
Wei, Shang-jin
1
Xiao, Yaqing
1
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1
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1
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Discussion paper / Centre for Economic Policy Research
International review of economics & finance : IREF
Journal of banking & finance
25
Journal of international money and finance
15
Journal of empirical finance
13
Journal of international financial markets, institutions & money
13
International review of financial analysis
12
Journal of financial stability
11
NBER Working Paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
NBER working paper series
10
Research in international business and finance
10
Finance research letters
9
The journal of fixed income
9
Economic modelling
8
Working paper / National Bureau of Economic Research, Inc.
8
ECB Working Paper
7
Research paper series / Swiss Finance Institute
7
Review of finance : journal of the European Finance Association
7
Working paper series / European Central Bank
7
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6
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Working papers / Bank for International Settlements
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Finance and economics discussion series
5
Journal of risk and financial management : JRFM
5
SFB 649 discussion paper
5
Swiss Finance Institute Research Paper
5
The journal of credit risk : published quarterly by Incisive Media
5
Applied economics letters
4
BIS working papers
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Discussion paper
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Discussion paper / Deutsche Bundesbank
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Financial stability review : FSR
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Journal of East Asian economic integration
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ECONIS (ZBW)
11
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1
The effect of economic and political uncertainty on sovereign CDS spreads
Pan, Wei-Fong
;
Wang, Xinjie
;
Xiao, Yaqing
;
Xu, Weike
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10014446419
Saved in:
2
Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura
;
González-Urteaga, Ana
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 643-663
Persistent link: https://www.econbiz.de/10012672072
Saved in:
3
Market price effects of agency sovereign debt announcements : importance of prior credit states
Binici, Mahir
;
Hutchison, Michael M.
;
Miao, Evan Weicheng
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 769-787
Persistent link: https://www.econbiz.de/10012487452
Saved in:
4
Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe
Ters, Kristyna
;
Urban, Jörg
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 123-142
Persistent link: https://www.econbiz.de/10012033352
Saved in:
5
Liquidity basis between credit default swaps and corporate bonds markets
Kim, Kwanho
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 98-115
Persistent link: https://www.econbiz.de/10011747092
Saved in:
6
CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
-
2017
Persistent link: https://www.econbiz.de/10011817175
Saved in:
7
Two new equity default swaps with idiosyncratic risk
Yang, Zhaojun
;
Zhang, Chunhong
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 254-273
Persistent link: https://www.econbiz.de/10011542095
Saved in:
8
The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen
;
Rubio, Gonzalo
;
Serrano, Pedro
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
Saved in:
9
Financial sector reform after the crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
-
2013
Persistent link: https://www.econbiz.de/10009767417
Saved in:
10
Animal spirits in the euro area sovereign CDS market
Blommestein, Hans J.
;
Eijffinger, Sylvester C. W.
; …
-
2012
Persistent link: https://www.econbiz.de/10009621898
Saved in:
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