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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit derivative
63
Kreditderivat
63
Credit risk
45
Kreditrisiko
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Credit default swaps
18
Financial crisis
18
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13
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Scheicher, Martin
4
Zhang, Gaiyan
4
Peltonen, Tuomo
3
Subrahmanyam, Marti G.
3
Zhong, Zhaodong
3
Ap Gwilym, Owain
2
Augustin, Patrick
2
Benbouzid, Nadia
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Loon, Yee Cheng
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Mallick, Sushanta Kumar
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Amiram, Dan
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Journal of financial economics
Journal of financial stability
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
37
Finance research letters
31
Journal of international financial markets, institutions & money
31
International journal of theoretical and applied finance
30
NBER working paper series
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
NBER Working Paper
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The journal of futures markets
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Discussion paper / Centre for Economic Policy Research
20
Applied economics
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Economic modelling
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IMF working papers
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Working paper series / European Central Bank
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Discussion paper
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
17
Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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ECB Working Paper
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Research in international business and finance
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The European journal of finance
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Review of derivatives research
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Staff reports / Federal Reserve Bank of New York
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Discussion paper / Tinbergen Institute
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Economics letters
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ECONIS (ZBW)
63
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1
The impact of COVID-19 on sovereign contagion
Drakos, Anastasios
;
Moratis, Georgios
- In:
Journal of financial stability
70
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490462
Saved in:
2
Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh
;
Milidonis, Andreas
;
Zenios, Stauros Andrea
- In:
Journal of financial stability
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
Saved in:
3
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund
Pancotto, Livia
;
Ap Gwilym, Owain
;
Molyneux, Philip
- In:
Journal of financial stability
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014455508
Saved in:
4
What is mine is yours : sovereign risk transmission during the European debt crisis
Greenwood-Nimmo, Matthew
;
Viet Hoang Nguyen
;
Shin, Yongcheol
- In:
Journal of financial stability
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014289936
Saved in:
5
Bank credit risk and macro-prudential policies : role of counter-cyclical capital buffer
Benbouzid, Nadia
;
Kumar, Abhishek
;
Mallick, Sushanta Kumar
- In:
Journal of financial stability
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014371878
Saved in:
6
Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Zhang, Wenlong
;
Zhang, Gaiyan
;
Helwege, Jean
- In:
Journal of financial stability
58
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
Saved in:
7
On the information content of credit ratings and market-based measures of default risk
Gredil, Oleg R.
;
Kapadia, Nishad
;
Lee, Jung H.
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 172-204
Persistent link: https://www.econbiz.de/10013482171
Saved in:
8
Sovereign risk spillovers : a network approach
Le, Chau
;
Dickinson, David G.
;
Hoang Anh Le
- In:
Journal of financial stability
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013455968
Saved in:
9
Ripples into waves : trade networks, economic activity, and asset prices
Chang, Jeffery
;
Du, Huancheng
;
Lou, Dong
;
Polk, Christopher
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 217-238
Persistent link: https://www.econbiz.de/10013473735
Saved in:
10
In sickness and in debt : the COVID-19 impact on sovereign credit risk
Augustin, Patrick
;
Sokolovski, Valeri
;
Subrahmanyam, …
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1251-1274
Persistent link: https://www.econbiz.de/10013402171
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