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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Risk premium"
~subject:"Theorie"
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Search: subject_exact:"Credit derivative"
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Risk premium
Theorie
Credit derivative
24
Kreditderivat
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Credit risk
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10
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8
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Akdoğan, Kurmaş
1
Anginer, Deniz
1
Berndt, Antje
1
Camba-Méndez, Gonzalo
1
Chen, Ren-Raw
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Review of finance : journal of the European Finance Association
Journal of banking & finance
30
International journal of theoretical and applied finance
22
The journal of credit risk : published quarterly by Incisive Media
18
The journal of fixed income
16
NBER Working Paper
15
NBER working paper series
15
Journal of empirical finance
13
Journal of financial economics
12
Discussion paper / Centre for Economic Policy Research
11
Economic modelling
11
Journal of international financial markets, institutions & money
11
Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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SFB 649 discussion paper
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The European journal of finance
8
The review of financial studies
8
Review of quantitative finance and accounting
7
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The Oxford handbook of credit derivatives
7
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International review of economics & finance : IREF
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6
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Quantitative finance
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
12
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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
Credit default swaps and bank regulatory capital
Shan, Chenyu
;
Tang, Dragon Yongjun
;
Yan, Hong
;
Zhou, Xing
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
1
,
pp. 121-152
Persistent link: https://www.econbiz.de/10012434688
Saved in:
3
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:
4
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:
5
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:
6
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:
7
An empirical study of CDS premium on the Korean sovereign bond : some effect of the CTD option
Park, Keehwan
;
Lee, Sangki
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 848-864
Persistent link: https://www.econbiz.de/10011764608
Saved in:
8
Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure
;
Fouquau, Julien
;
Portes, Richard
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011778601
Saved in:
9
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
Saved in:
10
Pricing sovereign credit risk of Poland : evidence from the CDS market
Camba-Méndez, Gonzalo
;
Kostrzewa, Konrad
;
Marszal, Anna
; …
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2687-2705
Persistent link: https://www.econbiz.de/10011675567
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