//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of financial analysis"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CDS (Credit Default Swap)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Credit derivative
74
Kreditderivat
74
Credit risk
52
Kreditrisiko
52
Derivat
26
Derivative
26
Theorie
25
Theory
25
Swap
21
Volatility
21
Welt
18
World
18
Country risk
15
Länderrisiko
15
Yield curve
15
Zinsstruktur
15
Option pricing theory
13
Optionspreistheorie
13
Risikoprämie
12
Risk premium
12
Insolvency
11
Insolvenz
11
Stochastic process
10
Stochastischer Prozess
10
Credit default swaps
9
Credit insurance
8
Financial services
8
Finanzdienstleistung
8
Kreditversicherung
8
Public bond
8
Öffentliche Anleihe
8
Financial crisis
7
Finanzkrise
7
Spillover effect
7
Spillover-Effekt
7
Börsenkurs
6
Multivariate Verteilung
6
Multivariate distribution
6
Share price
6
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Hammoudeh, Shawkat
4
Shahzad, Syed Jawad Hussain
3
Xu, Yaofei
3
Yan, Cheng
3
Bouri, Elie
2
Brigo, Damiano
2
DeBoyrie, Maria Eugenia
2
Naifar, Nader
2
Pavlova, Ivelina
2
Roubaud, David
2
Shi, Yukun
2
Stasinakis, Charalampos
2
Balcilar, Mehmet
1
Byström, Hans N. E.
1
Chang, Chia-Lin
1
Chege Maina, Samuel
1
Chen, Ding
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Chuffart, Thomas
1
Cousot, Laurent
1
Fonseca, José da
1
Guo, Biao
1
Heider, Pascal
1
Hellmich, Martin
1
Hooper, Emma
1
Huang, Wei-Qiang
1
Ignatieva, Ekaterina
1
Jutamas Wongkantarakorn
1
Kassberger, Stefan
1
Klüppelberg, Claudia
1
Li, Jianping
1
Li, Jingyu
1
Liu, Peipei
1
Liu, Tengdong
1
Massaporn Cheuathonghua
1
McAleer, Michael
1
Müller, Gernot
1
Nikitopoulos, Christina Sklibosios
1
Raza, Naveed
1
more ...
less ...
Published in...
All
Energy economics
International journal of theoretical and applied finance
International review of financial analysis
Finance research letters
6
The journal of futures markets
6
Journal of banking & finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper / Department of Economics, Lund University
4
Applied economics
3
Economic modelling
3
Journal of international money and finance
3
Research in international business and finance
3
Research paper series / Swiss Finance Institute
3
The journal of corporate finance : contracting, governance and organization
3
Working paper
3
Applied mathematical finance
2
Comparative economic research : Central and Eastern Europe
2
Finance a úvěr
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of East Asian economic integration
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
Quantitative finance
2
Swiss Finance Institute Research Paper
2
The journal of fixed income
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of financial studies
2
Working paper series / Centre for Practical Quantitative Finance
2
50 years of money and finance : lessons and challenges ; SUERF 50th anniversary volume
1
Applied economics letters
1
Argumenta oeconomica
1
Asia-Pacific journal of financial studies
1
BIS working papers
1
Borradores de economía
1
Borsa Istanbul Review
1
CAMA Working Paper
1
CAMA working paper series
1
Credit risk : models, derivatives, and management
1
DIW Berlin Discussion Paper
1
DNB working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Huang, Wei-Qiang
;
Liu, Peipei
- In:
International review of financial analysis
90
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467568
Saved in:
2
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
5
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
6
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
7
Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
8
An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela
Chuffart, Thomas
;
Hooper, Emma
- In:
Energy economics
80
(
2019
),
pp. 904-916
Persistent link: https://www.econbiz.de/10012173747
Saved in:
9
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
10
Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->