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~isPartOf:"Quantitative finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Textbook"
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Search: subject_exact:"Collateralized debt obligations"
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Credit derivative
21
Kreditderivat
21
Credit risk
14
Kreditrisiko
14
Credit default swaps
7
Welt
7
World
7
Derivat
6
Derivative
6
Theorie
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Country risk
5
Länderrisiko
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Risikoprämie
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CDS
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Portfolio selection
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Risikomanagement
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Swap
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Credit default swap
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Credit market
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Anagnostou, I.
1
Arakelian, Veni
1
Bianchi, Michele Leonardo
1
Braga-Alves, Marcus V.
1
Chamizo, Álvaro
1
Chen, Dianfa
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Chen, Li-Hsueh
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Chen, Yi-Hsuan
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Claußen, Arndt
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DeBoyrie, Maria Eugenia
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Dellaportas, Petros
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Deng, Jun
1
Feng, Jianfen
1
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1
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1
Guo, Biao
1
Hammoudeh, Shawkat
1
Hofer, Markus
1
Härdle, Wolfgang
1
Hübel, Benjamin
1
Imbierowicz, Björn
1
Ismailescu, Iuliana
1
Kandhai, D.
1
Kandhai, Drona
1
Kero, Afroditi
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Kiesel, Florian
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Liu, Pei
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Parhizgari, Ali M.
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Pavlova, Ivelina
1
Pereira, Flavio
1
Realdon, Marco
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Rösch, Daniel
1
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Quantitative finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
66
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
International journal of theoretical and applied finance
31
Journal of international financial markets, institutions & money
31
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
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Applied economics
19
Economic modelling
19
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
Economics letters
13
Review of derivatives research
13
The journal of finance : the journal of the American Finance Association
12
European financial management : the journal of the European Financial Management Association
11
Financial stability review : FSR
11
Journal of risk finance : the convergence of financial products and insurance
11
The journal of corporate finance : contracting, governance and organization
11
Journal of financial intermediation
10
Applied financial economics
9
Journal of financial markets
9
Journal of risk
9
Working paper series
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Applied economics letters
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ECONIS (ZBW)
21
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1
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
2
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
3
Does fiscal sentiment matter for sovereign risk?
Montes, Gabriel Caldas
;
Nicolay, Rodolfo Tomás da Fonseca
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 18-30
Persistent link: https://www.econbiz.de/10014248725
Saved in:
4
Powerful CEOs and their legacy : evidence from credit risk around CEO turnovers
Braga-Alves, Marcus V.
;
Ismailescu, Iuliana
;
Sen, Kaustav
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 345-358
Persistent link: https://www.econbiz.de/10013334895
Saved in:
5
Do markets value ESG risks in sovereign credit curves?
Hübel, Benjamin
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 134-148
Persistent link: https://www.econbiz.de/10013336084
Saved in:
6
Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro
;
Novales, Alfonso
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
Saved in:
7
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
8
Digital economy era : the role of the telecommunications sector in frequency-dependent default risk connectedness
Shi, Shimeng
;
Liu, Pei
;
Xin, Jiayuan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2085-2100
Persistent link: https://www.econbiz.de/10012313586
Saved in:
9
A set-valued Markov chain approach to credit default
Chen, Dianfa
;
Deng, Jun
;
Feng, Jianfen
;
Zou, Bin
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012194914
Saved in:
10
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
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