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~isPartOf:"International review of financial analysis"
~isPartOf:"Investment management and financial innovations"
~subject:"ARCH-Modell"
~subject:"Kreditderivat"
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ARCH-Modell
Kreditderivat
Credit derivative
10
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8
Kreditrisiko
8
Credit default swaps
7
Financial crisis
5
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5
Swap
4
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3
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3
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2
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credit default swaps
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Oliveira, Maria Alberta
2
Santos, Carlos
2
Wagner, Niklas F.
2
Breitenfellner, Bastian
1
Chan, Wing Hong
1
Chiu, Chih-Chieh
1
Dodd, Olga
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Fuertes, Ana María
1
Höchstötter, Markus
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Robles, Maria-Dolores
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Schreiber, Irene
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Svec, Jiri
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International review of financial analysis
Investment management and financial innovations
Journal of banking & finance
14
Journal of financial economics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Finance research letters
9
Journal of empirical finance
9
Journal of financial stability
9
Discussion paper
8
The European journal of finance
8
The journal of corporate finance : contracting, governance and organization
8
IWH-Diskussionspapiere
7
International journal of theoretical and applied finance
7
Journal of financial intermediation
7
Journal of international financial markets, institutions & money
7
Review of quantitative finance and accounting
7
The journal of credit risk : published quarterly by Incisive Media
7
Applied economics
6
Department of Economics discussion paper series / University of Oxford
5
Discussion papers / CEPR
5
Journal of international money and finance
5
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
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Quantitative finance
4
Research in international business and finance
4
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
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Journal of accounting & economics
3
Journal of banking regulation
3
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)
10
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1
Evaluating corporate credit risks in emerging markets
Dodd, Olga
;
Kalimipalli, Madhu
;
Chan, Wing Hong
- In:
International review of financial analysis
73
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803607
Saved in:
2
Bank credit risk events and peers' equity value
Fuertes, Ana María
;
Robles, Maria-Dolores
- In:
International review of financial analysis
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012804022
Saved in:
3
Determinants of
credit
default
swaps
implied ratings during the crisis : was sovereign risk mispriced?
Oliveira, Maria Alberta
;
Santos, Carlos
- In:
Investment management and financial innovations
15
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012055473
Saved in:
4
Wealth transfer, signaling and leverage in M&A
Murray, Benjamin
;
Svec, Jiri
;
Wright, Danika
- In:
International review of financial analysis
52
(
2017
),
pp. 203-212
Persistent link: https://www.econbiz.de/10011868740
Saved in:
5
Does economic policy uncertainty drive CDS spreads?
Wisniewski, Tomasz Piotr
;
Lambe, Brendan John
- In:
International review of financial analysis
42
(
2015
),
pp. 447-458
Persistent link: https://www.econbiz.de/10011573602
Saved in:
6
Market exuberance in sovereign
credit
default
swaps
: assessing the EU regulatory framework and trading profit opportunities
Oliveira, Maria Alberta
;
Santos, Carlos
- In:
Investment management and financial innovations
12
(
2015
)
4
,
pp. 70-80
Persistent link: https://www.econbiz.de/10011575014
Saved in:
7
Analysis of loss given default
Höchstötter, Markus
;
Nazemi, Abdolreza
- In:
Investment management and financial innovations
10
(
2013
)
4
,
pp. 70-79
Persistent link: https://www.econbiz.de/10010258444
Saved in:
8
Hedging stock sector risk with
credit
default
swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
9
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
10
Explaining aggregate credit default swap spreads
Breitenfellner, Bastian
;
Wagner, Niklas F.
- In:
International review of financial analysis
22
(
2012
),
pp. 18-29
Persistent link: https://www.econbiz.de/10010219703
Saved in:
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