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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of derivatives research"
~subject:"Kreditderivat"
~subject:"Optionspreistheorie"
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Kreditderivat
Optionspreistheorie
Credit derivative
30
Credit risk
24
Kreditrisiko
24
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10
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10
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10
Insolvency
9
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credit default swaps
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Danis, András
2
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Aramonte, Sirio
1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
37
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
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
ECB Working Paper
23
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
19
Economic modelling
19
IMF working papers
19
Working paper series / European Central Bank
18
Discussion paper
17
International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
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
Finance and economics discussion series
16
Review of quantitative finance and accounting
16
Swiss Finance Institute Research Paper
16
Research in international business and finance
14
The European journal of finance
14
SpringerLink / Bücher
13
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
Dark knights : the rise in firm intervention by credit default swap investors
Danis, András
;
Gamba, Andrea
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
Saved in:
2
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
3
CDS trading initiation, information asymmetry, and dividend payout
Landsman, Wayne R.
;
Li, Chao Kevin
;
Zhao, Jianxin Donny
- In:
Management science : journal of the Institute for …
69
(
2023
)
1
,
pp. 684-701
Persistent link: https://www.econbiz.de/10014289710
Saved in:
4
Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
Saved in:
5
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
6
Credit shock propagation along supply chains : evidence from the CDS market
Agca, Senay
;
Babich, Volodymyr
;
Birge, John R.
;
Wu, Jing
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6506-6538
Persistent link: https://www.econbiz.de/10013373022
Saved in:
7
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
8
Financial innovation and financial intermediation : evidence from credit default swaps
Butler, Alexander W.
;
Gao, Xiang
;
Uzmanoglu, Cihan
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3150-3173
Persistent link: https://www.econbiz.de/10012581326
Saved in:
9
Corporate payout policy and credit risk : evidence from credit default swap markets
Sun, Chengzhu
;
Wang, Shujing
;
Zhang, Chu
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5755-5775
Persistent link: https://www.econbiz.de/10012650160
Saved in:
10
Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen
;
Seuken, Sven
;
Battiston, Stefano
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
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