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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Allen, David E.
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Balcilar, Mehmet
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
24
The journal of structured finance
23
Journal of banking & finance
22
The review of financial studies
21
The journal of credit risk : published quarterly by Incisive Media
18
The journal of fixed income
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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The journal of futures markets
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Working paper / National Bureau of Economic Research, Inc.
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Finance and economics discussion series
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Energy economics
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Journal of economic dynamics & control
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Research in international business and finance
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Review of derivatives research
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SFB 649 discussion paper
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The Oxford handbook of credit derivatives
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European financial management : the journal of the European Financial Management Association
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Journal of empirical finance
6
Journal of international financial markets, institutions & money
6
Staff reports / Federal Reserve Bank of New York
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Swiss Finance Institute Research Paper
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The journal of corporate finance : contracting, governance and organization
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
Saved in:
2
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
3
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
4
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
5
Re-examining risk premiums in the Fama-French model : the role of investor sentiment
Wu, Po-Chin
;
Liu, Shiao-Yen
;
Chen, Che-Ying
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 154-171
Persistent link: https://www.econbiz.de/10011672644
Saved in:
6
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
7
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
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