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Search: subject_exact:"Credit default swap"
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Credit derivative
9
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Constantinou, Nick
2
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1
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Journal of risk
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
34
Journal of financial stability
33
Finance research letters
31
Journal of international financial markets, institutions & money
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
The review of financial studies
26
The journal of futures markets
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
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Applied economics
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Economic modelling
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International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Review of finance : journal of the European Finance Association
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Review of quantitative finance and accounting
16
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
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Economics letters
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The journal of finance : the journal of the American Finance Association
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European financial management : the journal of the European Financial Management Association
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Financial stability review : FSR
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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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Journal of financial intermediation
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Journal of risk finance : the convergence of financial products and insurance
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Quantitative finance
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International Journal of Theoretical and Applied Finance (IJTAF)
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ECONIS (ZBW)
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1
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
2
A reduced-form contingent convertible bond model with deterministic conversion intensity
Cheridito, Patrick
;
Xu, Zhikai
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011298892
Saved in:
3
The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny
;
Constantinou, Nick
;
Wing Lon Ng
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 71-99
Persistent link: https://www.econbiz.de/10013262935
Saved in:
4
The relationship between credit default swap spreads and equity prices
Marzano, Michele
;
Dunn, Gary
;
Constantinou, Nick
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010476254
Saved in:
5
The valuation of credit default swaps including investor-counterplay-reference entity default correlation
Meissner, Gunter
;
Mesarch, Dallyn
;
Olkov, Alexey
- In:
Journal of risk
16
(
2013
)
2
,
pp. 61-79
Persistent link: https://www.econbiz.de/10010237928
Saved in:
6
Dynamic linkages in credit risk : modeling the time-varying correlation between the money and derivatives markets over the crisis period
Wu, Weiou
;
McMillan, David G.
- In:
Journal of risk
16
(
2013
)
2
,
pp. 51-59
Persistent link: https://www.econbiz.de/10010237929
Saved in:
7
The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
Hamerle, Alfred
;
Liebig, Thilo
;
Schropp, Hans-Jochen
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10013262916
Saved in:
8
Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst
;
Gehrig, Thomas
;
Madan, Dilip B.
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
Saved in:
9
A value-at-risk analysis of credit default swaps
Raunig, Burkhard
;
Scheicher, Martin
- In:
Journal of risk
13
(
2010/11
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009233507
Saved in:
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