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~isPartOf:"Journal of banking & finance"
~subject:"Volatilität"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Volatilität
Zinsstruktur
Credit derivative
65
Kreditderivat
65
Credit risk
41
Kreditrisiko
41
Financial crisis
19
Finanzkrise
19
Risikoprämie
19
Risk premium
19
Theorie
15
Theory
15
Credit default swaps
13
Derivat
13
Derivative
13
Welt
13
World
13
Public bond
11
Yield curve
11
Öffentliche Anleihe
11
CDS
10
Insolvency
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Insolvenz
10
Country risk
9
Credit insurance
9
Credit rating
9
Kreditversicherung
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Kreditwürdigkeit
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EU countries
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EU-Staaten
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Share price
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Systemic risk
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Systemrisiko
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Öffentliche Schulden
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Credit default swap
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Financial services
7
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Peña Sánchez de Rivera, Juan Ignacio
2
Amiram, Dan
1
Badaoui, Saad
1
Ben-Zion, Uri
1
Cathcart, Lara
1
Cottrell, Simon
1
Delpachitra, Sarath B.
1
Dionne, Georges
1
Forte, Santiago
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Galil, Koresh
1
Gauthier, Geneviève
1
Gemmill, Gordon
1
Groba, Jonatan
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Gräler, Benedikt
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Hammami, Khemais
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Hyun, Jung-Soon
1
Hüttner, Amelie
1
Jahel, Lina el
1
Lafuente, Juan Angel
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Leccadito, Arturo
1
Lee, Hwang Hee
1
Lovreta, Lidija
1
Ma, Yihong
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Marra, Miriam
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Maurice, Mathieu
1
Rodríguez-Moreno, María
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Scherer, Matthias
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Serrano, Pedro
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Shapir, Offer Moshe
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Shim, Ilhyock
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Silaghi, Florina
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Simonato, Jean-Guy
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Tang, Dragon Yongjun
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Tunaru, Radu
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Urga, Giovanni
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Wang, Hao
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Yan, Hong
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Yu, Xiao
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Journal of banking & finance
International review of financial analysis
16
International journal of theoretical and applied finance
10
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of fixed income
9
Economic modelling
8
Journal of international money and finance
8
The journal of futures markets
8
Energy economics
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
International review of economics & finance : IREF
6
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
The European journal of finance
5
The review of financial studies
5
Applied economics
4
Journal of financial stability
4
Journal of mathematical finance
4
The journal of corporate finance : contracting, governance and organization
4
Economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
International journal of finance & economics : IJFE
3
Journal of economic dynamics & control
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Applied mathematical finance
2
Asia-Pacific journal of financial studies
2
Comparative economic research : Central and Eastern Europe
2
European financial management : the journal of the European Financial Management Association
2
Finance a úvěr
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of economics and finance
2
Journal of East Asian economic integration
2
Journal of econometrics
2
Journal of financial econometrics
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Journal of financial markets
2
Journal of monetary economics
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ECONIS (ZBW)
15
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1
What determines wholesale funding costs of the global systemically important banks?
Cottrell, Simon
;
Yu, Xiao
;
Delpachitra, Sarath B.
;
Ma, …
- In:
Journal of banking & finance
132
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013270312
Saved in:
2
The surface of implied firm's asset volatility
Lovreta, Lidija
;
Silaghi, Florina
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225265
Saved in:
3
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
4
Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon
;
Marra, Miriam
- In:
Journal of banking & finance
106
(
2019
),
pp. 93-109
Persistent link: https://www.econbiz.de/10012224244
Saved in:
5
The asymmetric effect of equity volatility on credit default swap spreads
Lee, Hwang Hee
;
Hyun, Jung-Soon
- In:
Journal of banking & finance
98
(
2019
),
pp. 125-136
Persistent link: https://www.econbiz.de/10012162246
Saved in:
6
Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo
;
Tunaru, Radu
;
Urga, Giovanni
- In:
Journal of banking & finance
58
(
2015
),
pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
Saved in:
7
The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock
;
Zhu, Haibin
- In:
Journal of banking & finance
40
(
2014
),
pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
Saved in:
8
The determinants of CDS spreads
Galil, Koresh
;
Shapir, Offer Moshe
;
Amiram, Dan
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 271-282
Persistent link: https://www.econbiz.de/10010408463
Saved in:
9
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Saved in:
10
Systemic risk measures : the simpler the better?
Rodríguez-Moreno, María
;
Peña Sánchez de Rivera, …
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1817-1831
Persistent link: https://www.econbiz.de/10009741912
Saved in:
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