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~isPartOf:"Journal of financial stability"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit derivative
33
Kreditderivat
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Credit risk
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Kreditrisiko
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Financial crisis
12
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10
Länderrisiko
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Credit default swaps
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Öffentliche Anleihe
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Credit default swap
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CDS
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Zhang, Sanjian
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Arping, Stefan
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Kanagaretnam, Kiridaran
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Kim, Suk-Joong
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Salem, Leith
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Journal of financial stability
International journal of theoretical and applied finance
24
The journal of structured finance
23
Journal of banking & finance
22
The review of financial studies
21
The journal of credit risk : published quarterly by Incisive Media
18
The journal of fixed income
18
International review of financial analysis
13
Journal of financial and quantitative analysis : JFQA
13
The journal of futures markets
13
Working paper / National Bureau of Economic Research, Inc.
13
Finance and economics discussion series
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Economic modelling
10
Finance research letters
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Discussion paper / Centre for Economic Policy Research
9
Journal of financial economics
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NBER working paper series
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Research paper series / Swiss Finance Institute
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NBER Working Paper
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Energy economics
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Research in international business and finance
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Review of derivatives research
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SFB 649 discussion paper
7
The North American journal of economics and finance : a journal of financial economics studies
7
The Oxford handbook of credit derivatives
7
European financial management : the journal of the European Financial Management Association
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Staff reports / Federal Reserve Bank of New York
6
Swiss Finance Institute Research Paper
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The journal of corporate finance : contracting, governance and organization
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper
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Working paper / Department of Economics, Lund University
6
Applied economics
5
Applied financial economics
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Computational economics
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of international money and finance
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1
Political uncertainty and a firm's credit risk : evidence from the international CDS market
Liu, Jinyu
;
Zhong, Rui
- In:
Journal of financial stability
30
(
2017
),
pp. 53-66
Persistent link: https://www.econbiz.de/10011825590
Saved in:
2
CDS pricing and accounting disclosures : evidence from U.S. bank holding corporations around the recent financial crisis
Kanagaretnam, Kiridaran
;
Zhang, Gaiyan
;
Zhang, Sanjian
- In:
Journal of financial stability
22
(
2016
),
pp. 33-44
Persistent link: https://www.econbiz.de/10011703775
Saved in:
3
The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China
Kim, Suk-Joong
;
Salem, Leith
;
Wu, Eliza
- In:
Journal of financial stability
18
(
2015
),
pp. 208-224
Persistent link: https://www.econbiz.de/10011574167
Saved in:
4
Credit protection and lending relationships
Arping, Stefan
- In:
Journal of financial stability
10
(
2014
),
pp. 7-19
Persistent link: https://www.econbiz.de/10010255512
Saved in:
5
Information efficiency of the US credit default swap market : evidence from earnings surprises
Zhang, Gaiyan
;
Zhang, Sanjian
- In:
Journal of financial stability
9
(
2013
)
4
,
pp. 720-730
Persistent link: https://www.econbiz.de/10010424067
Saved in:
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