//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~isPartOf:"SpringerLink / Bücher"
~subject:"Volatilität"
~subject:"World"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CDS (Credit Default Swap)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
World
Credit derivative
46
Kreditderivat
46
Kreditrisiko
29
Credit risk
28
Welt
16
Country risk
12
Länderrisiko
12
Swap
11
Derivat
10
Derivative
10
Volatility
9
Estimation
8
Risikoprämie
8
Risk premium
8
Schätzung
8
Theorie
8
Theory
8
Yield curve
8
Zinsstruktur
8
Börsenkurs
7
Credit default swaps
7
Spillover effect
7
Spillover-Effekt
7
Financial crisis
6
Finanzkrise
6
Public bond
6
Share price
6
Öffentliche Anleihe
6
Option pricing theory
5
Optionspreistheorie
5
Sovereign CDS
5
Aktienmarkt
4
Corporate bond
4
EU countries
4
EU-Staaten
4
Emerging economies
4
Implied volatility
4
Insolvency
4
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
17
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Hochschulschrift
1
Language
All
English
21
Author
All
Xu, Yaofei
3
Yan, Cheng
3
DeBoyrie, Maria Eugenia
2
Hamori, Shigeyuki
2
Pavlova, Ivelina
2
Shi, Yukun
2
Stasinakis, Charalampos
2
Yang, Lu
2
Anand, Arsh
1
Andritzky, Jochen
1
Benbouzid, Nadia
1
Bouri, Elie
1
Byström, Hans N. E.
1
Chen, Ding
1
Chen, Wang
1
Culp, Christopher L.
1
Dai, Xingyu
1
Guo, Biao
1
Ho, Kung-Cheng
1
Huang, Wei-Qiang
1
Jutamas Wongkantarakorn
1
Klüppelberg, Claudia
1
Lambe, Brendan John
1
Leonida, Leone
1
Li, Jianping
1
Li, Jingyu
1
Li, Matthew C.
1
Liu, Mengmeng
1
Liu, Peipei
1
Lončarski, Igor
1
Lu, Yang
1
Mallick, Sushanta Kumar
1
Mason, Andrew
1
Massaporn Cheuathonghua
1
Müller, Gernot
1
Reimer, Kristina
1
Schläfer, Timo
1
Schreiber, Irene
1
Shi, Yunkun
1
Skinner, Frank S.
1
more ...
less ...
Published in...
All
International review of financial analysis
SpringerLink / Bücher
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Journal of international money and finance
12
Journal of financial stability
10
Journal of international financial markets, institutions & money
10
Applied economics
9
Economic modelling
8
The journal of futures markets
8
Energy economics
7
International journal of theoretical and applied finance
7
International review of economics & finance : IREF
7
NBER Working Paper
7
NBER working paper series
7
Research in international business and finance
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
Journal of empirical finance
5
Journal of risk finance : the convergence of financial products and insurance
5
Research paper series / Swiss Finance Institute
5
The review of financial studies
5
Working paper / Department of Economics, Lund University
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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
IMF working papers
4
International journal of finance & economics : IJFE
4
Journal of East Asian economic integration
4
Journal of financial economics
4
Journal of risk management in financial institutions
4
Swiss Finance Institute Research Paper
4
The journal of asset management
4
The journal of corporate finance : contracting, governance and organization
4
The journal of fixed income
4
Working paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling the global sovereign credit network under climate change
Yang, Lu
;
Hamori, Shigeyuki
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457729
Saved in:
2
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Huang, Wei-Qiang
;
Liu, Peipei
- In:
International review of financial analysis
90
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467568
Saved in:
3
Sustainability and sovereign credit risk
Anand, Arsh
;
Vanpée, Rosanne
;
Lončarski, Igor
- In:
International review of financial analysis
86
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014248645
Saved in:
4
Conditional sovereign CDS in market basket risk scenario : a dynamic vine-copula analysis
Wang, Qunwei
;
Liu, Mengmeng
;
Xiao, Ling
;
Dai, Xingyu
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366159
Saved in:
5
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
6
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
7
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
8
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
9
Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Chen, Wang
;
Ho, Kung-Cheng
;
Lu, Yang
- In:
International review of financial analysis
72
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012437342
Saved in:
10
Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->