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~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Derivat"
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Search: subject_exact:"Credit derivative"
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Derivat
Credit derivative
14
Kreditderivat
14
Credit risk
12
Kreditrisiko
12
Theorie
5
Theory
5
Yield curve
5
Zinsstruktur
5
Derivative
4
Financial crisis
4
Finanzkrise
4
Swap
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financial crisis
4
Credit default swaps
3
Risikoprämie
3
Risk premium
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credit default swaps
3
Arbitrage
2
Bank risk
2
Bankrisiko
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Cointegration
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EU countries
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EU-Staaten
2
Estimation
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Financial services
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Finanzdienstleistung
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Kointegration
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Leerverkauf
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Schätzung
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Short selling
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credit risk
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Anlageverhalten
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Asset-Backed Securities
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Asset-backed securities
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Bankenkrise
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Boonlert Jitmaneeroj
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Coakley, Jerry
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Lin, Ming-Tsung
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Lovreta, Lidija
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Mayordomo, Sergio
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Mladenović, Zorica
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Peña Sánchez de Rivera, Juan Ignacio
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The European journal of finance
International journal of theoretical and applied finance
16
Journal of banking & finance
13
The journal of credit risk : published quarterly by Incisive Media
10
International review of financial analysis
9
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
International review of economics & finance : IREF
6
Journal of financial markets
6
The journal of futures markets
6
Finance and stochastics
5
Journal of mathematical finance
5
SpringerLink / Bücher
5
The journal of fixed income
5
Wiley finance
5
Williams College Economics Department working paper series
5
Department of Economics discussion paper series / University of Oxford
4
Discussion paper
4
Finance research letters
4
Journal of empirical finance
4
Journal of financial intermediation
4
Journal of financial services research : JFSR
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quantitative finance
4
Review of derivatives research
4
Review of quantitative finance and accounting
4
The Oxford handbook of credit derivatives
4
Credit derivatives : the definitive guide
3
Economic modelling
3
Essays on the market structure and pricing of credit derivatives
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Financial stability review : FSR
3
Gabler Edition Wissenschaft
3
Global finance journal
3
International journal of financial research
3
Journal of economics and finance
3
Journal of financial stability
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
2
Credit default swaps and the UK 2008-09 short sales ban
Coakley, Jerry
;
Boonlert Jitmaneeroj
;
Wood, Andrew
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1328-1349
Persistent link: https://www.econbiz.de/10012207099
Saved in:
3
Do the stock and CDS markets price credit risk equally in the long-run?
Lovreta, Lidija
;
Mladenović, Zorica
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1699-1726
Persistent link: https://www.econbiz.de/10012259098
Saved in:
4
The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
17
(
2011
)
9/10
,
pp. 851-881
Persistent link: https://www.econbiz.de/10009529136
Saved in:
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