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~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Swap"
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Search: subject_exact:"Credit default swap"
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International Journal of Theoretical and Applied Finance (IJTAF)
The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
13
The journal of fixed income
9
International review of financial analysis
8
Journal of banking & finance
7
International review of economics & finance : IREF
6
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of futures markets
6
Applied economics
5
European financial management : the journal of the European Financial Management Association
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
Finance and economics discussion series
4
Global finance journal
4
Insurance / Mathematics & economics
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial markets
4
Research in international business and finance
4
Review of derivatives research
4
Review of finance : journal of the European Finance Association
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The journal of corporate finance : contracting, governance and organization
4
Credit risk : models, derivatives, and management
3
Department of Economics discussion paper series / University of Oxford
3
Economics letters
3
Essays on the market structure and pricing of credit derivatives
3
HKIMR working paper
3
Investment management and financial innovations
3
Journal of banking regulation
3
Journal of empirical finance
3
Journal of financial services research : JFSR
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Journal of international money and finance
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Journal of risk finance : the convergence of financial products and insurance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
2
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
3
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
4
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
5
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
6
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
7
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
Saved in:
8
Recent advances in default swap valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
9
Valuing credit default swaps I : no counterparty default risk
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
Saved in:
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