//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit default swap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Credit derivative
49
Kreditderivat
49
Kreditrisiko
41
Theorie
28
Theory
28
Derivat
19
Derivative
19
Swap
15
Stochastic process
13
Stochastischer Prozess
13
Financial services
11
Finanzdienstleistung
11
Yield curve
11
Zinsstruktur
11
credit default swap
11
Credit default swap
9
Insolvency
9
Insolvenz
9
Option pricing theory
9
Optionspreistheorie
9
Risikoprämie
8
Risk premium
8
Volatility
8
Volatilität
8
Credit insurance
7
Kreditversicherung
7
Multivariate Verteilung
7
Multivariate distribution
7
Welt
7
World
7
Country risk
6
Financial crisis
6
Finanzkrise
6
Länderrisiko
6
Statistical distribution
6
Statistische Verteilung
6
Asset-Backed Securities
5
Asset-backed securities
5
Collateral
5
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Brigo, Damiano
4
Jeanblanc, Monique
3
Bielecki, Tomasz R.
2
Crépey, S.
2
Li, Shenghong
2
Naifar, Nader
2
Pede, Nicola
2
Abid, Fathi
1
Banerjee, Tamal
1
Bao, Qunfang
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chen, Jianli
1
Chen, Si
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Cousot, Laurent
1
Diener, Nicolas
1
Dong, Yinghui
1
Ehrhardt, Matthias
1
Feng, Shibi
1
Ferrara, Gerardo
1
Ferrer, Román
1
Frey, Rüdiger
1
Gapeev, Pavel V.
1
Garcia, João
1
Gatfaoui, Hayette
1
Ghosh, Mrinal K.
1
Günther, Michael
1
Hammoudeh, Shawkat
1
Hao, Xiangchao
1
Heider, Pascal
1
Hellmich, Martin
1
Hu, May
1
Huang, Wen-Li
1
Ibhagui, Oyakhilome
1
Itkin, A.
1
Iyer, Srikanth K.
1
Jarrow, Robert A.
1
more ...
less ...
Published in...
All
Economic modelling
International Journal of Theoretical and Applied Finance (IJTAF)
International journal of theoretical and applied finance
Journal of banking & finance
41
Journal of financial stability
24
The journal of fixed income
24
International review of financial analysis
23
Journal of international financial markets, institutions & money
23
The journal of credit risk : published quarterly by Incisive Media
22
Journal of financial economics
21
Finance research letters
19
Research paper series / Swiss Finance Institute
17
Journal of empirical finance
16
The journal of futures markets
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
14
Journal of international money and finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Review of quantitative finance and accounting
14
Discussion paper
13
Finance and economics discussion series
12
The European journal of finance
12
Research in international business and finance
10
Review of derivatives research
10
Working paper series / European Central Bank
10
ECB Working Paper
9
International review of economics & finance : IREF
9
Review of finance : journal of the European Finance Association
9
The journal of corporate finance : contracting, governance and organization
9
Discussion paper / Tinbergen Institute
8
Economics letters
8
European financial management : the journal of the European Financial Management Association
8
Journal of financial services research : JFSR
8
Quantitative finance
8
SFB 649 discussion paper
8
Swiss Finance Institute Research Paper
8
The journal of structured finance
8
Working paper series
8
Discussion papers / CEPR
7
FEDS Working Paper
7
International journal of financial engineering
7
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
2
The COVID-19 pandemic, consumption and sovereign credit risk : cross-country evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348245
Saved in:
3
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
4
Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
Saved in:
5
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
6
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
7
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
8
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
9
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->