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~isPartOf:"Economic modelling"
~isPartOf:"Review of finance : journal of the European Finance Association"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Credit derivative"
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Search: subject:"Risikoprämie"
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Credit derivative
Risikoprämie
164
Risk premium
164
Zinsstruktur
50
Yield curve
49
Theorie
46
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46
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43
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39
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Berndt, Antje
2
Anginer, Deniz
1
Berg, Tobias
1
Calice, Giovanni
1
Camba-Méndez, Gonzalo
1
Christoffersen, Peter F.
1
Delatte, Anne-Laure
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economic modelling
Review of finance : journal of the European Finance Association
Working paper series / European Central Bank
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19
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11
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10
Journal of international money and finance
9
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ECONIS (ZBW)
19
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
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:
3
Pricing sovereign credit risk of an emerging market
Camba-Méndez, Gonzalo
;
Kostrzewa, Konrad
;
Marszal, Anna
; …
-
2016
Persistent link: https://www.econbiz.de/10011618591
Saved in:
4
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
5
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for european credit default swaps
Calice, Giovanni
;
Miao, Rong Hui
;
Štěrba, Filip
; …
-
2014
Persistent link: https://www.econbiz.de/10010441207
Saved in:
6
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:
7
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
8
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
9
Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz
;
Yıldızhan, Çelim
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
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
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