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~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Credit derivative"
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Credit derivative
Risikoprämie
104
Risk premium
104
CAPM
35
Theorie
29
Theory
29
Estimation
28
Schätzung
28
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Anginer, Deniz
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Economic modelling
Review of finance : journal of the European Finance Association
Journal of banking & finance
19
Journal of international financial markets, institutions & money
11
Journal of empirical finance
10
Journal of international money and finance
9
Journal of financial stability
8
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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Financial sector reform after the subprime crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 77-125
Persistent link: https://www.econbiz.de/10011590255
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12
Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume
;
Peltonen, Tuomo
- In:
Economic modelling
49
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
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13
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
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