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~isPartOf:"Economic modelling"
~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Theorie"
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Search: subject_exact:"Credit default swap"
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Theorie
Credit derivative
42
Kreditderivat
42
Credit risk
29
Kreditrisiko
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Financial crisis
16
Finanzkrise
16
Welt
15
World
15
Risikoprämie
14
Risk premium
14
Country risk
12
Länderrisiko
12
Theory
10
Credit default swap
9
Yield curve
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Zinsstruktur
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Public bond
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Public debt
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Volatility
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Öffentliche Anleihe
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Financial services
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credit default swap
7
Derivat
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Derivative
6
Estimation
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Multivariate Verteilung
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Multivariate distribution
6
Schätzung
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Ansteckungseffekt
5
CDS
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Contagion effect
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5
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Li, Shenghong
2
Bao, Qunfang
1
Caporin, Massimiliano
1
Chen, Jianli
1
Chen, Si
1
Dong, Yinghui
1
Gatfaoui, Hayette
1
Hu, May
1
Koivusalo, Alexander F. R.
1
Liu, Zhen
1
Naifar, Nader
1
Okhrin, Ostap
1
Park, Jason
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Schäfer, Rudi
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Sun, Bo-Yi
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Wang, Guojing
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Economic modelling
International Journal of Theoretical and Applied Finance (IJTAF)
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
21
The journal of credit risk : published quarterly by Incisive Media
16
Journal of banking & finance
15
The journal of fixed income
9
Journal of financial economics
8
NBER Working Paper
8
NBER working paper series
8
Discussion paper / Centre for Economic Policy Research
7
The Oxford handbook of credit derivatives
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Finance and economics discussion series
6
Journal of empirical finance
6
Review of derivatives research
6
Bundesbank Discussion Paper
5
Journal of economic dynamics & control
5
Journal of financial and quantitative analysis : JFQA
5
The European journal of finance
5
Working papers in economics
5
Annals of finance
4
Computational economics
4
Discussion paper
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FEDS Working Paper
4
Finance research letters
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International review of financial analysis
4
Journal of financial services research : JFSR
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Quantitative finance
4
Research in international business and finance
4
Research paper series / Swiss Finance Institute
4
SFB 649 discussion paper
4
SpringerLink / Bücher
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The journal of corporate finance : contracting, governance and organization
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Working paper series / European Central Bank
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ECB Working Paper
3
European financial management : the journal of the European Financial Management Association
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European journal of operational research : EJOR
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Finance and stochastics
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ECONIS (ZBW)
10
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1
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:
2
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
3
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
4
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:
5
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
6
Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
Dong, Yinghui
;
Wang, Guojing
- In:
Economic modelling
40
(
2014
),
pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
Saved in:
7
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
8
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
9
Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
Bao, Qunfang
;
Chen, Si
;
Li, Shenghong
- In:
Economic modelling
29
(
2012
)
2
,
pp. 471-477
Persistent link: https://www.econbiz.de/10009536792
Saved in:
10
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Saved in:
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