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~isPartOf:"The journal of futures markets"
~subject:"Currency derivative"
~subject:"Derivat"
~subject:"Hedging"
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Currency derivative
Derivat
Hedging
Swap
19
Credit risk
7
Kreditrisiko
7
Option pricing theory
7
Optionspreistheorie
7
Credit derivative
6
Kreditderivat
6
Theorie
6
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An, Yunbi
1
Binh Hoang Nguyen
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1
Meneguzzo, Davide
1
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Suo, Wulin
1
Vecchiato, Walter
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1
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1
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The journal of futures markets
International journal of theoretical and applied finance
22
International review of economics & finance : IREF
9
International review of financial analysis
9
Applied mathematical finance
8
Journal of international financial markets, institutions & money
8
Review of derivatives research
7
The journal of fixed income
7
Journal of financial economics
6
Staff working papers / Bank of England
6
The journal of computational finance
6
Energy economics
5
European journal of operational research : EJOR
5
Finance and stochastics
5
Finance research letters
5
Global finance journal
5
Journal of banking & finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Quantitative finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of financial crises
5
The journal of investment compliance
5
Vahlens Kurzlehrbücher
5
Applied economics letters
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Insurance / Mathematics & economics
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial markets
4
Journal of mathematical finance
4
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
Wiley finance series
4
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
Working papers / Bank for International Settlements
4
Applied economics
3
Bank of England Working Paper
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Department of Economics discussion paper series / University of Oxford
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
3
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
Saved in:
4
Convexity meets replication : hedging of swap derivatives and annuity options
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 659-678
Persistent link: https://www.econbiz.de/10009009213
Saved in:
5
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
6
Benchmark tipping and the role of the swap market in price discovery
Poskitt, Russell
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 981-1001
Persistent link: https://www.econbiz.de/10003531008
Saved in:
7
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
8
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
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