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~isPartOf:"Journal of empirical finance"
~subject:"Credit derivative"
~subject:"Currency derivative"
~subject:"Risikoprämie"
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Credit derivative
Currency derivative
Risikoprämie
Swap
5
Kreditderivat
3
Theorie
3
Theory
3
Credit default swaps
2
Credit risk
2
EU countries
2
EU-Staaten
2
Kreditrisiko
2
Risk premium
2
Arbitrage
1
Basis trade
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Cointegration
1
Convergence
1
Convexity
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Country risk
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Credit default swap (CDS)
1
Deep out-of-the-money put option
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Derivat
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Derivative
1
Devisenmarkt
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Estimation
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Exchange rate
1
Exchange rate risk
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Financial crisis
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Finanzkrise
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Forecasting model
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Foreign exchange
1
Foreign exchange market
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Interest rate derivative
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Intraday data
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Jump risk
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Kointegration
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Limits to arbitrage
1
Länderrisiko
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Markov chain
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Markov switching model
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Ammann, Manuel
1
Buesser, Ralf
1
Calice, Giovanni
1
Chalamandaris, George
1
Chan, Ka Kei
1
Kolokolova, Olga
1
Lin, Ming-Tsung
1
Mio, RongHui
1
Pagratis, Spyros
1
Poon, Ser-Huang
1
Vašíček, Bořek
1
Štěrba, Filip
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Journal of empirical finance
International journal of theoretical and applied finance
16
Journal of banking & finance
13
International review of financial analysis
11
Journal of international financial markets, institutions & money
10
The journal of fixed income
10
International review of economics & finance : IREF
9
Journal of financial economics
9
The journal of futures markets
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Staff working papers / Bank of England
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Finance research letters
6
Journal of financial and quantitative analysis : JFQA
6
The European journal of finance
6
European financial management : the journal of the European Financial Management Association
5
Review of finance : journal of the European Finance Association
5
Staff reports / Federal Reserve Bank of New York
5
The journal of financial crises
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The review of financial studies
5
Applied economics letters
4
Economics letters
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Finance and economics discussion series
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Global finance journal
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HKIMR working paper
4
Insurance / Mathematics & economics
4
Journal of financial markets
4
Journal of international money and finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research in international business and finance
4
Research paper series / Swiss Finance Institute
4
Review of derivatives research
4
Review of quantitative finance and accounting
4
Swiss Finance Institute Research Paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of corporate finance : contracting, governance and organization
4
Working papers / Bank for International Settlements
4
Working papers on finance
4
BIZ-Quartalsbericht
3
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ECONIS (ZBW)
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Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Limits to arbitrage and CDS-bond dynamics around the financial crisis
Chalamandaris, George
;
Pagratis, Spyros
- In:
Journal of empirical finance
54
(
2019
),
pp. 213-235
Persistent link: https://www.econbiz.de/10012174829
Saved in:
3
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni
;
Mio, RongHui
;
Štěrba, Filip
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
Saved in:
4
Variance risk premiums in foreign exchange markets
Ammann, Manuel
;
Buesser, Ralf
- In:
Journal of empirical finance
23
(
2013
),
pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
Saved in:
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