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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Derivat"
~subject:"USA"
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Journal of financial and quantitative analysis : JFQA
The journal of structured finance
22
International journal of theoretical and applied finance
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Journal of banking & finance
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The review of financial studies
16
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The journal of futures markets
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1
Credit default swaps and lender incentives in bank debt renegotiations
Chakraborty, Indraneel
;
Chava, Sudheer
;
Ganduri, Rohan
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 1911-1942
Persistent link: https://www.econbiz.de/10014365145
Saved in:
2
Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1734-1767
Persistent link: https://www.econbiz.de/10014309627
Saved in:
3
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
4
What drives the commonality between credit default swap spread changes?
Anderson, Mike
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 243-275
Persistent link: https://www.econbiz.de/10011667731
Saved in:
5
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
6
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
Saved in:
7
The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane
;
Jacobs, Kris
;
Pan, Xuhui
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
Saved in:
8
How does the market value toxic assets?
Longstaff, Francis A.
;
Myers, Brett W.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10010487158
Saved in:
9
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
10
The determinants of credit default swap premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
Saved in:
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