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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~subject:"Risikoprämie"
~subject:"Swap"
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Risikoprämie
Swap
Credit derivative
28
Kreditderivat
28
Credit risk
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23
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9
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credit default swaps
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Danis, András
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Aramonte, Sirio
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Battiston, Stefano
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of corporate finance : contracting, governance and organization
Journal of banking & finance
25
The journal of fixed income
17
International journal of theoretical and applied finance
15
International review of financial analysis
15
Journal of international financial markets, institutions & money
14
Finance research letters
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Journal of empirical finance
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Journal of international money and finance
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ECB Working Paper
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International review of economics & finance : IREF
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Review of finance : journal of the European Finance Association
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Journal of financial stability
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Review of quantitative finance and accounting
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Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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SFB 649 discussion paper
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The European journal of finance
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The journal of credit risk : published quarterly by Incisive Media
6
Working paper / National Bureau of Economic Research, Inc.
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Working paper series / European Central Bank
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European financial management : the journal of the European Financial Management Association
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Global finance journal
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Journal of economic dynamics & control
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ECONIS (ZBW)
14
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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
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
3
Credit default swaps and corporate debt structure
Chen, Yangyang
;
Saffar, Walid
;
Shan, Chenyu
;
Wang, …
- In:
The journal of corporate finance : contracting, …
83
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014513164
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
Credit default swaps and corporate performance smoothing
Wu, Wei-Shao
;
Fok, Robert C. W.
;
Chang, Yuanchen
;
Chen, …
- In:
The journal of corporate finance : contracting, …
75
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013383535
Saved in:
6
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:
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
Same firm, two volatilities : how variance risk is priced in credit and equity markets
Kita, Arben
;
Tortorice, Daniel L.
- In:
The journal of corporate finance : contracting, …
69
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012629725
Saved in:
9
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
Saved in:
10
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
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