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~isPartOf:"Review of finance : journal of the European Finance Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CDS"
~subject:"Corporate bond"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Review of finance : journal of the European Finance Association
Working paper / National Bureau of Economic Research, Inc.
Journal of banking & finance
14
Journal of financial economics
7
SFB 649 discussion paper
7
Research paper series / Swiss Finance Institute
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Credit default swaps and bank regulatory capital
Shan, Chenyu
;
Tang, Dragon Yongjun
;
Yan, Hong
;
Zhou, Xing
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
1
,
pp. 121-152
Persistent link: https://www.econbiz.de/10012434688
Saved in:
2
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
3
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
4
Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz
;
Yıldızhan, Çelim
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
Saved in:
5
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
-
2014
Persistent link: https://www.econbiz.de/10010440778
Saved in:
6
Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10002022642
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