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~isPartOf:"The review of financial studies"
~subject:"USA"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit derivative
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Chen, Hui
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The review of financial studies
The journal of structured finance
22
Journal of financial and quantitative analysis : JFQA
10
The journal of fixed income
9
Working paper / National Bureau of Economic Research, Inc.
9
Finance and economics discussion series
7
The journal of futures markets
6
The journal of finance : the journal of the American Finance Association
5
Applied financial economics
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Bank of Finland research discussion papers
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Discussion paper / Centre for Economic Policy Research
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Journal of international financial markets, institutions & money
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European financial management : the journal of the European Financial Management Association
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Journal of financial stability
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SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Review of finance : journal of the European Finance Association
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The credit derivatives handbook : global perspectives, innovations, and market drivers
2
The journal of alternative investments
2
The journal of risk model validation
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper
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Working papers / Federal Reserve Bank of Chicago
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Working papers / Harvard Business School, Division of Research
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
American economic journal : a journal of the American Economic Association
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Annals of finance
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Annual review of financial economics
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ECONIS (ZBW)
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1
Are CLO collateral and tranche ratings disconnected?
Griffin, John M.
;
Nickerson, Jordan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2319-2360
Persistent link: https://www.econbiz.de/10014320661
Saved in:
2
OTC intermediaries
Eisfeldt, Andrea L.
;
Herskovic, Bernard
;
Rajan, Sriram
; …
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 615-677
Persistent link: https://www.econbiz.de/10013547903
Saved in:
3
Ambiguity, volatility, and credit risk
Augustin, Patrick
;
Izhakian, Yehuda
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1618-1672
Persistent link: https://www.econbiz.de/10012198439
Saved in:
4
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
Saved in:
5
The anatomy of the CDS market
Oehmke, Martin
;
Zawadowski, Adam
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 80-119
Persistent link: https://www.econbiz.de/10011738013
Saved in:
6
Can "high costs" justify weak demand for the home equity conversion mortgage?
Davidoff, Thomas
- In:
The review of financial studies
28
(
2015
)
8
,
pp. 2364-2398
Persistent link: https://www.econbiz.de/10011401218
Saved in:
7
Complex securities and underwriter reputation : do reputable underwriters produce better securities?
Griffin, John M.
;
Lowery, Richard
;
Saretto, Alessio
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2872-2925
Persistent link: https://www.econbiz.de/10010530174
Saved in:
8
Bond illiquidity and excess volatility
Bao, Jack
;
Pan, Jun
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3068-3103
Persistent link: https://www.econbiz.de/10010237371
Saved in:
9
Rating shopping catering? : an examination of the response to competitive pressure for CDO credit ratings
Griffin, John M.
;
Nickerson, Jordan
;
Tang, Dragon Yongjun
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2270-2310
Persistent link: https://www.econbiz.de/10010207273
Saved in:
10
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
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