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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial intermediation"
~isPartOf:"Journal of financial stability"
~subject:"Kreditderivat"
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Search: subject:"Credit Default Swaps"
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Kreditderivat
Credit derivative
23
Credit risk
19
Kreditrisiko
19
Credit default swaps
16
Swap
8
Derivat
7
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7
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7
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credit default swaps
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Zhang, Gaiyan
2
Acharya, Viral V.
1
Arping, Stefan
1
Bai, Xuelian
1
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1
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Brigo, Damiano
1
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Itkin, A.
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International journal of theoretical and applied finance
Journal of financial intermediation
Journal of financial stability
Journal of banking & finance
14
Journal of financial economics
11
Finance research letters
9
Journal of empirical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Discussion paper
8
The European journal of finance
8
The journal of corporate finance : contracting, governance and organization
8
IWH-Diskussionspapiere
7
International review of financial analysis
7
Review of quantitative finance and accounting
7
The journal of credit risk : published quarterly by Incisive Media
7
Applied economics
6
Journal of international financial markets, institutions & money
6
Department of Economics discussion paper series / University of Oxford
5
Discussion papers / CEPR
5
Journal of international money and finance
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Journal of risk finance : the convergence of financial products and insurance
5
Finance and economics discussion series
4
International review of economics & finance : IREF
4
Journal of financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Quantitative finance
4
Research in international business and finance
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Review of finance : journal of the European Finance Association
4
SFB 649 discussion paper
4
Discussion paper / Tinbergen Institute
3
Economics letters
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FEDS Working Paper
3
Investment management and financial innovations
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Journal of accounting & economics
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Journal of banking regulation
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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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Research paper series / Swiss Finance Institute
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Review of derivatives research
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ECONIS (ZBW)
23
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1
Credit
default
swaps
and debt specialization
Clark, Brian
;
Donato, James
;
Francis, Bill B.
- In:
Journal of financial intermediation
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014304595
Saved in:
2
What is mine is yours : sovereign risk transmission during the European debt crisis
Greenwood-Nimmo, Matthew
;
Viet Hoang Nguyen
;
Shin, Yongcheol
- In:
Journal of financial stability
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014289936
Saved in:
3
Cross country linkages and transmission of sovereign risk : evidence from China's
credit
default
swaps
Zhang, Wenlong
;
Zhang, Gaiyan
;
Helwege, Jean
- In:
Journal of financial stability
58
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
Saved in:
4
Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.
;
Gündüz, Yalın
;
Johnson, Tim
- In:
Journal of financial intermediation
50
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013348118
Saved in:
5
Credit
default
swaps
and corporate bond trading
Czech, Robert
- In:
Journal of financial intermediation
48
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012801608
Saved in:
6
Credit
default
swaps
in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
7
New model for pricing quanto
credit
default
swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
8
Multi-currency
credit
default
swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
9
Time to buy or just buying time? : lessons from October 2008 for the cross-border bailout of banks
King, Michael R.
- In:
Journal of financial stability
41
(
2019
),
pp. 55-72
Persistent link: https://www.econbiz.de/10012259833
Saved in:
10
Half-full or half-empty? : financial institutions, CDS use, and corporate credit risk
Caglio, Cecilia
;
Darst, R. Matthew
;
Parolin, Eric
- In:
Journal of financial intermediation
40
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012269750
Saved in:
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