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~isPartOf:"Economic modelling"
~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"Journal of financial services research : JFSR"
~subject:"Credit risk"
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Search: subject_exact:"Credit default swap"
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Credit risk
Credit derivative
27
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27
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Credit default swap
10
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8
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credit default swap
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Li, Shenghong
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Ambrosini, Giuseppe
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Bai, Qing
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Chen, Si
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Cyree, Ken B.
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Economic modelling
International Journal of Theoretical and Applied Finance (IJTAF)
Journal of financial services research : JFSR
Journal of banking & finance
41
International journal of theoretical and applied finance
27
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
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Journal of empirical finance
16
The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Finance and economics discussion series
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The European journal of finance
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Research in international business and finance
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Review of derivatives research
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International review of economics & finance : IREF
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Review of finance : journal of the European Finance Association
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The journal of corporate finance : contracting, governance and organization
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Economics letters
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European financial management : the journal of the European Financial Management Association
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SFB 649 discussion paper
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
Valuation of collateralized debt obligations : an equilibrium model
Hu, May
;
Park, Jason
- In:
Economic modelling
82
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
Saved in:
5
Credit value adjustment with market-implied recovery
François, Pascal
;
Jiang, Weiyu
- In:
Journal of financial services research : JFSR
56
(
2019
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10012303112
Saved in:
6
Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Inaba, Kei-Ichiro
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 111-143
Persistent link: https://www.econbiz.de/10012024963
Saved in:
7
Optimal portfolios with credit default swaps
Ambrosini, Giuseppe
;
Menoncin, Francesco
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
Saved in:
8
The effects of industry specific and local economic factors on credit default swap spreads : evidence from REITs
Bai, Qing
;
Zhu, Lu
- In:
Journal of financial services research : JFSR
54
(
2018
)
3
,
pp. 293-321
Persistent link: https://www.econbiz.de/10012026526
Saved in:
9
Assessing sovereign default risk : a bottom-up approach
Liu, Feng
;
Kalotay, Egon
;
Trück, Stefan
- In:
Economic modelling
70
(
2018
),
pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
Saved in:
10
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
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