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~isPartOf:"International review of financial analysis"
~subject:"Kreditrisiko"
~subject:"Theorie"
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Search: subject_exact:"Kreditderivat"
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Kreditrisiko
Theorie
Credit derivative
37
Kreditderivat
37
Credit risk
23
Welt
12
World
12
Country risk
11
Länderrisiko
11
Derivat
9
Derivative
9
Volatility
9
Volatilität
9
Swap
8
Credit default swaps
7
Risikoprämie
7
Risk premium
7
Yield curve
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Zinsstruktur
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Financial crisis
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Finanzkrise
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Spillover effect
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Estimation
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Public bond
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Schätzung
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Sovereign CDS
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Öffentliche Anleihe
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EU countries
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EU-Staaten
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Emerging economies
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Implied volatility
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Insolvency
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Insolvenz
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Option pricing theory
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Optionspreistheorie
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23
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Avino, Davide
2
Batten, Jonathan A.
2
Skinner, Frank S.
2
Stasinakis, Charalampos
2
Wagner, Niklas F.
2
Xu, Yaofei
2
Yan, Cheng
2
Anand, Arsh
1
Apergēs, Nikolaos
1
Benbouzid, Nadia
1
Breitenfellner, Bastian
1
Byström, Hans N. E.
1
Calice, Giovanni
1
Chan, Wing Hong
1
Chau, Frankie
1
Chiu, Chih-Chieh
1
Dodd, Olga
1
Fuertes, Ana María
1
Han, Chulwoo
1
Headley, Adrian
1
Ioannidis, Christos
1
Kalimipalli, Madhu
1
Klüppelberg, Claudia
1
Lambe, Brendan John
1
Lau, Chi Keung
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1
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1
Müller, Gernot
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Ratner, Mitchell
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Robles, Maria-Dolores
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1
Shi, Shimeng
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International review of financial analysis
Journal of banking & finance
44
International journal of theoretical and applied finance
28
The journal of credit risk : published quarterly by Incisive Media
26
The journal of fixed income
26
Journal of financial stability
24
Journal of international financial markets, institutions & money
23
Journal of financial economics
22
Finance research letters
20
Research paper series / Swiss Finance Institute
18
The journal of futures markets
18
Journal of empirical finance
17
ECB Working Paper
16
Journal of international money and finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics
14
Discussion paper
14
Economic modelling
14
Finance and economics discussion series
14
Review of quantitative finance and accounting
14
The European journal of finance
14
NBER Working Paper
13
NBER working paper series
13
The review of financial studies
13
Working paper / National Bureau of Economic Research, Inc.
13
Working paper series / European Central Bank
12
Review of derivatives research
11
SpringerLink / Bücher
11
Discussion paper / Centre for Economic Policy Research
10
International review of economics & finance : IREF
10
Research in international business and finance
10
The journal of corporate finance : contracting, governance and organization
10
Discussion paper / Tinbergen Institute
9
FEDS Working Paper
9
Journal of financial and quantitative analysis : JFQA
9
Quantitative finance
9
Review of finance : journal of the European Finance Association
9
SFB 649 discussion paper
9
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
23
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1
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:
2
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:
3
An empirical evaluation of alternative fundamental models of credit spreads
Murphy, Austin
;
Headley, Adrian
- In:
International review of financial analysis
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013411160
Saved in:
4
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:
5
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:
6
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:
7
Dynamics and determinants of credit risk discovery : evidence from CDS and stock markets
Chau, Frankie
;
Han, Chulwoo
;
Shi, Shimeng
- In:
International review of financial analysis
55
(
2018
),
pp. 156-169
Persistent link: https://www.econbiz.de/10012006182
Saved in:
8
The non-monotonic impact of bank size on their default swap spreads : cross-country evidence
Benbouzid, Nadia
;
Leonida, Leone
;
Mallick, Sushanta Kumar
- In:
International review of financial analysis
55
(
2018
),
pp. 226-240
Persistent link: https://www.econbiz.de/10012006193
Saved in:
9
Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
Saved in:
10
Media sentiment and CDS spread spillovers : evidence from the GIIPS countries
Apergēs, Nikolaos
;
Lau, Chi Keung
;
Yarovaya, Larisa
- In:
International review of financial analysis
47
(
2016
),
pp. 50-59
Persistent link: https://www.econbiz.de/10011624044
Saved in:
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