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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~subject:"CDS spreads"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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CDS spreads
Volatilität
Credit derivative
41
Kreditderivat
41
Credit risk
36
Kreditrisiko
36
Theorie
25
Theory
25
Derivat
17
Derivative
17
Swap
17
Credit default swaps
10
Insolvency
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Insolvenz
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Stochastic process
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Stochastischer Prozess
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Financial services
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Finanzdienstleistung
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Option pricing theory
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Optionspreistheorie
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Volatility
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Kreditversicherung
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Yield curve
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Hedging
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Multivariate Verteilung
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Multivariate distribution
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Markov chain
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Markov-Kette
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Risikoprämie
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counterparty risk
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credit default swap
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credit default swaps
4
Asset-Backed Securities
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Asset-backed securities
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Brigo, Damiano
2
Chang, Yuanchen
1
Chege Maina, Samuel
1
Chen, Chao-Jung
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cousot, Laurent
1
Fok, Robert C. W.
1
Forte, Santiago
1
Heider, Pascal
1
Hellmich, Martin
1
Ivanov, Ivan T.
1
Kassberger, Stefan
1
Kita, Arben
1
Lovreta, Lidija
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Nikitopoulos, Christina Sklibosios
1
Santos, João A. C.
1
Schmidt, Wolfgang M.
1
Tortorice, Daniel L.
1
Vo, Thu
1
Wu, Wei-Shao
1
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International journal of theoretical and applied finance
The journal of corporate finance : contracting, governance and organization
International review of financial analysis
11
Energy economics
7
Finance research letters
7
Journal of international money and finance
7
Journal of banking & finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
6
Economic modelling
4
International review of economics & finance : IREF
4
Research paper series / Swiss Finance Institute
4
Working paper
4
Working paper / Department of Economics, Lund University
4
Applied economics
3
International journal of finance & economics : IJFE
3
Journal of economic dynamics & control
3
Research in international business and finance
3
Working papers / Bank for International Settlements
3
Applied mathematical finance
2
Comparative economic research : Central and Eastern Europe
2
DNB working paper
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
European financial management : the journal of the European Financial Management Association
2
Finance a úvěr
2
Finance and economics discussion series
2
IMF working papers
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of East Asian economic integration
2
Journal of derivatives & hedge funds
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of risk management in financial institutions
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Swiss Finance Institute Research Paper
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The accounting review : a publication of the American Accounting Association
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ECONIS (ZBW)
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1
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
2
Credit default swaps and corporate performance smoothing
Wu, Wei-Shao
;
Fok, Robert C. W.
;
Chang, Yuanchen
;
Chen, …
- In:
The journal of corporate finance : contracting, …
75
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013383535
Saved in:
3
Same firm, two volatilities : how variance risk is priced in credit and equity markets
Kita, Arben
;
Tortorice, Daniel L.
- In:
The journal of corporate finance : contracting, …
69
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012629725
Saved in:
4
The transformation of banking : tying loan interest rates to borrowers' CDS spreads
Ivanov, Ivan T.
;
Santos, João A. C.
;
Vo, Thu
- In:
The journal of corporate finance : contracting, …
38
(
2016
),
pp. 150-165
Persistent link: https://www.econbiz.de/10011508861
Saved in:
5
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
6
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
7
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
8
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
9
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
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