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~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~subject:"Credit default swaps"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit default swaps
Volatilität
Credit derivative
44
Kreditderivat
44
Credit risk
25
Kreditrisiko
25
Volatility
16
Welt
16
World
16
Country risk
14
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Derivative
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Risikoprämie
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Hammoudeh, Shawkat
4
Shahzad, Syed Jawad Hussain
3
Xu, Yaofei
3
Yan, Cheng
3
Bouri, Elie
2
DeBoyrie, Maria Eugenia
2
Naifar, Nader
2
Pavlova, Ivelina
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Roubaud, David
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Shi, Yukun
2
Stasinakis, Charalampos
2
Wagner, Niklas F.
2
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1
Breitenfellner, Bastian
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
Dodd, Olga
1
Fonseca, José da
1
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1
Guo, Biao
1
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1
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1
Jutamas Wongkantarakorn
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Klüppelberg, Claudia
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Liu, Tengdong
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Massaporn Cheuathonghua
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McAleer, Michael
1
Murray, Benjamin
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Müller, Gernot
1
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Energy economics
International review of financial analysis
Journal of banking & finance
18
Finance research letters
12
Journal of financial economics
10
Journal of financial stability
9
The journal of corporate finance : contracting, governance and organization
9
Journal of empirical finance
8
Applied economics
7
International journal of theoretical and applied finance
7
Journal of international money and finance
7
Journal of financial intermediation
6
Review of quantitative finance and accounting
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
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International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
5
Journal of risk finance : the convergence of financial products and insurance
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Quantitative finance
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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Working paper / Department of Economics, Lund University
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Department of Economics discussion paper series / University of Oxford
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Economic modelling
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Economics letters
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Finance and economics discussion series
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Journal of economic behavior & organization : JEBO
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Journal of monetary economics
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Mathematics and financial economics
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The European journal of finance
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Applied mathematical finance
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Asia-Pacific journal of financial studies
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Comparative economic research : Central and Eastern Europe
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ECONIS (ZBW)
22
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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
Evaluating corporate credit risks in emerging markets
Dodd, Olga
;
Kalimipalli, Madhu
;
Chan, Wing Hong
- In:
International review of financial analysis
73
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803607
Saved in:
7
Bank credit risk events and peers' equity value
Fuertes, Ana María
;
Robles, Maria-Dolores
- In:
International review of financial analysis
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012804022
Saved in:
8
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:
9
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:
10
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
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