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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:"World"
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Search: subject_exact:"Credit default swap"
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Credit derivative
40
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13
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10
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credit default swap
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Credit default swap
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Multivariate Verteilung
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Hamori, Shigeyuki
2
Tamakoshi, Go
2
Andrieş, Alin Marius
1
Balcilar, Mehmet
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Chen, Chih-Chun
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Choe, Geon Ho
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Choi, So Eun
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Feng, Qianqian
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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
Journal of banking & finance
13
International review of financial analysis
12
Journal of international money and finance
10
Journal of financial stability
9
Journal of international financial markets, institutions & money
9
Applied economics
8
Finance research letters
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International review of economics & finance : IREF
7
NBER Working Paper
7
NBER working paper series
7
Discussion paper / Centre for Economic Policy Research
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Time for a visible hand : lessons from the 2008 world financial crisis
6
ECB Working Paper
5
Economic modelling
5
Journal of empirical finance
5
Journal of risk finance : the convergence of financial products and insurance
5
Research in international business and finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / European Central Bank
5
BIS quarterly review : international banking and financial market developments
4
Energy economics
4
International journal of finance & economics : IJFE
4
Journal of financial economics
4
SpringerLink / Bücher
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The journal of futures markets
4
Working papers / Bank for International Settlements
4
CESifo working papers
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Discussion paper / Deutsche Bundesbank
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Discussion papers / CEPR
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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IMF working papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Investment management and financial innovations
3
Journal of financial services research : JFSR
3
Journal of risk management in financial institutions
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SAFE working paper
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The journal of asset management
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ECONIS (ZBW)
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1
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian
;
Sun, Xiaolei
;
Liu, Chang
;
Li, Jianping
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
Saved in:
3
The COVID-19 pandemic and sovereign bond risk
Andrieş, Alin Marius
;
Ongena, Steven
;
Sprincean, Nicu
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013187640
Saved in:
4
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
5
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
Saved in:
6
Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
Saved in:
7
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:
8
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:
9
Mispricing and arbitrage in CDS auctions
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011399779
Saved in:
10
Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 104-113
Persistent link: https://www.econbiz.de/10010460893
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