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~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"CDS"
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Search: subject_exact:"Credit default swap"
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CDS
Credit derivative
86
Kreditderivat
86
Credit risk
57
Kreditrisiko
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Risikoprämie
29
Risk premium
29
Financial crisis
26
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Amiram, Dan
1
Ballestra, Luca Vincenzo
1
Ben-Zion, Uri
1
Caporin, Massimiliano
1
Chen, Ren-Raw
1
Clark, Brian
1
Corò, Filippo
1
Cottrell, Simon
1
Delpachitra, Sarath B.
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International Journal of Theoretical and Applied Finance (IJTAF)
Journal of banking & finance
Journal of empirical finance
Journal of financial economics
6
Journal of financial stability
5
Research paper series / Swiss Finance Institute
5
Economics letters
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Swiss Finance Institute Research Paper
4
Applied economics
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CESifo working papers
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Global business review
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International review of financial analysis
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Journal of international money and finance
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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Economic modelling
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Finance research letters
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International journal of monetary economics and finance
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International journal of theoretical and applied finance
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Journal of monetary economics
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Research in international business and finance
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Review of derivatives research
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SAFE working paper
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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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Working paper / Department of Economics, Lund University
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Accounting horizons : a quarterly publication of the American Accounting Association
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Annual review of financial economics
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Argumenta oeconomica
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Borradores de economía
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CFS Working Paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
2
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
3
What determines wholesale funding costs of the global systemically important banks?
Cottrell, Simon
;
Yu, Xiao
;
Delpachitra, Sarath B.
;
Ma, …
- In:
Journal of banking & finance
132
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013270312
Saved in:
4
Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Journal of empirical finance
57
(
2020
),
pp. 107-124
Persistent link: https://www.econbiz.de/10012430444
Saved in:
5
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
6
The determinants of CDS spreads
Galil, Koresh
;
Shapir, Offer Moshe
;
Amiram, Dan
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 271-282
Persistent link: https://www.econbiz.de/10010408463
Saved in:
7
An analysis of euro area sovereign CDS and their relation with government bonds
Fontana, Alessandro
;
Scheicher, Martin
- In:
Journal of banking & finance
62
(
2016
),
pp. 126-140
Persistent link: https://www.econbiz.de/10011634088
Saved in:
8
How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
Mamatzakis, Emmanuel C.
;
Tsionas, Efthymios G.
- In:
Journal of banking & finance
61
(
2015
),
pp. 106-116
Persistent link: https://www.econbiz.de/10011545149
Saved in:
9
The liquidity premium in CDS transaction prices : do frictions matter?
Gehde-Trapp, Monika
;
Gündüz, Yalın
;
Nasev, Julia
- In:
Journal of banking & finance
61
(
2015
),
pp. 184-205
Persistent link: https://www.econbiz.de/10011545180
Saved in:
10
The impact of credit rating announcements on credit default swap spreads
Finnerty, John D.
;
Miller, Cameron D.
;
Chen, Ren-Raw
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2011-2030
Persistent link: https://www.econbiz.de/10009741897
Saved in:
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