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~subject:"Bank"
~subject:"Derivat"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Derivat
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238
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238
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ECONIS (ZBW)
32
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1
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
2
Credit default swaps : a primer and some recent trends
Lando, David
- In:
Annual review of financial economics
12
(
2020
),
pp. 177-192
Persistent link: https://www.econbiz.de/10012404625
Saved in:
3
Price discovery limits in the credit default swap market in the financial crisis
Pavlov, Andrey D.
;
Schwartz, Eduardo
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012428390
Saved in:
4
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
5
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
6
Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
Saved in:
7
Understanding transactions prices in the credit default swaps market
Tang, Dragon Yongjun
;
Yan, Hong
- In:
Journal of financial markets
32
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011814976
Saved in:
8
Counterparty risk for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
Saved in:
9
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
10
Analysis of Lithuanian credit default swaps
Kregzde, Arvydas
;
Murauskas, Gediminas
- In:
Journal of business economics and management
16
(
2015
)
5
,
pp. 916-930
Persistent link: https://www.econbiz.de/10011386659
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