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~isPartOf:"International review of financial analysis"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"World"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Theorie
Volatilität
World
Credit derivative
37
Kreditderivat
37
Credit risk
23
Kreditrisiko
23
Welt
12
Country risk
11
Länderrisiko
11
Derivat
9
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Credit default swaps
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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
Benbouzid, Nadia
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Bouri, Elie
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Byström, Hans N. E.
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Chan, Wing Hong
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Guo, Biao
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Han, Chulwoo
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Headley, Adrian
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Ho, Kung-Cheng
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Huang, Wei-Qiang
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Jutamas Wongkantarakorn
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Kalimipalli, Madhu
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Klüppelberg, Claudia
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Lambe, Brendan John
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Li, Jianping
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Lončarski, Igor
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1
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International review of financial analysis
Journal of banking & finance
32
International journal of theoretical and applied finance
25
The journal of credit risk : published quarterly by Incisive Media
19
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
15
Economic modelling
13
Journal of international money and finance
13
NBER Working Paper
13
NBER working paper series
13
The journal of fixed income
13
Journal of financial economics
12
Journal of international financial markets, institutions & money
12
Discussion paper / Centre for Economic Policy Research
11
Journal of financial stability
11
Research in international business and finance
11
The review of financial studies
11
Applied economics
10
Journal of empirical finance
10
The journal of futures markets
10
Working paper / National Bureau of Economic Research, Inc.
10
International review of economics & finance : IREF
9
Research paper series / Swiss Finance Institute
9
Journal of financial and quantitative analysis : JFQA
8
Working paper series / European Central Bank
8
ECB Working Paper
7
Energy economics
7
Finance and economics discussion series
7
Review of derivatives research
7
The Oxford handbook of credit derivatives
7
The journal of corporate finance : contracting, governance and organization
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Bundesbank Discussion Paper
6
Discussion paper
6
Journal of economic dynamics & control
6
Journal of financial services research : JFSR
6
Quantitative finance
6
SFB 649 discussion paper
6
SpringerLink / Bücher
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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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
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:
9
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:
10
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:
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