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~isPartOf:"Journal of financial economics"
~subject:"Finanzmarktregulierung"
~subject:"Theory"
~subject:"Zinsderivat"
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Finanzmarktregulierung
Theory
Zinsderivat
Swap
17
Theorie
8
Credit risk
7
Kreditrisiko
7
Credit derivative
6
Kreditderivat
6
Credit default swaps
5
Derivat
5
Derivative
5
Yield curve
5
Zinsstruktur
5
Interest rate derivative
4
Option pricing theory
4
Optionspreistheorie
4
Credit insurance
3
Insolvency
3
Insolvenz
3
Kreditversicherung
3
Liquidity
3
Bank liquidity
2
Bankenliquidität
2
CDS
2
Financial market regulation
2
Interest rate
2
Interest rate swaps
2
Liquidität
2
OTC market
2
OTC-Handel
2
Risikoprämie
2
Risk premium
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Volatility
2
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2
Zins
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11
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11
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English
11
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Tang, Dragon Yongjun
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Augustin, P.
1
Cenedese, Gino
1
Chernov, Mikhail
1
Danis, András
1
Filipović, Damir
1
Gamba, Andrea
1
Leippold, Markus
1
Li, Jay Yin
1
Longstaff, Francis A.
1
Minton, Bernadette A.
1
Onur, Esen
1
Ranaldo, Angelo
1
Reiffen, David A.
1
Riggs, Lynn
1
Santa-Clara, Pedro
1
Schmid, L.
1
Schwartz, Eduardo S.
1
Song, Dongho
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Trolle, Anders B.
1
Vasios, Michalis
1
Wang, Sarah Qian
1
Zhu, Haoxiang
1
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Journal of financial economics
International journal of theoretical and applied finance
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Journal of banking & finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Applied mathematical finance
13
Review of derivatives research
11
The journal of computational finance
10
International review of financial analysis
9
The journal of futures markets
9
Journal of securities operations & custody
8
The journal of fixed income
8
Working papers / The Levy Economics Institute
8
Finance and stochastics
7
The journal of finance : the journal of the American Finance Association
7
Bank of England Working Paper
6
Economics letters
6
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
6
Discussion paper / The Pensions Institute, Cass Business School, City University
5
European financial management : the journal of the European Financial Management Association
5
Global finance journal
5
Journal of international money and finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER working paper series
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Vahlens Kurzlehrbücher
5
Working paper / National Bureau of Economic Research, Inc.
5
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
5
Computational economics
4
European journal of operational research : EJOR
4
Europäische Hochschulschriften / 5
4
HKIMR working paper
4
International review of economics & finance : IREF
4
Staff working papers / Bank of England
4
The European journal of finance
4
The journal of credit risk : published quarterly by Incisive Media
4
The journal of real estate finance and economics
4
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
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ECONIS (ZBW)
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1
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
2
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
3
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
4
The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
Saved in:
5
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
6
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
7
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
8
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
9
Factor dependence of Bermudan swaptions : factor or fiction?
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10001608806
Saved in:
10
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
1
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