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~subject:"Kreditderivat"
~person:"Rajan, Sriram"
~person:"Gong, Feixue"
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Kreditderivat
Credit derivative
8
Credit risk
8
Kreditrisiko
8
Derivat
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Derivative
7
credit default swaps
6
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5
Ansteckungseffekt
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Collateral
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credit spreads
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stress testing
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assetprices
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Rajan, Sriram
Gong, Feixue
Gündüz, Yalın
14
Colonnello, Stefano
9
Efing, Matthias
8
Tang, Dragon Yongjun
8
Zucchi, Francesca
8
Kiesel, Florian
7
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7
Young, H. Peyton
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6
Ongena, Steven
6
Subrahmanyam, Marti G.
5
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4
Calice, Giovanni
4
Danis, András
4
Di Tommaso, Caterina
4
Lovreta, Lidija
4
Phelan, Gregory
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Schiereck, Dirk
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Shahzad, Syed Jawad Hussain
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Shan, Chenyu
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Uzmanoglu, Cihan
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Wang, Sarah Qian
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Zhang, Gaiyan
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Zhu, Lu
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Bo, Lijun
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Darst, R. Matthew
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Jahel, Lina el
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Koziol, Christian
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Narayanan, Rajesh
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O'Flynn, Kuchulain
3
Ornthanalai, Chayawat
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Journal of financial stability
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ECONIS (ZBW)
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1
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
-
2021
-
This version: April 6, 2021
Persistent link: https://www.econbiz.de/10012603945
Saved in:
2
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory
75
(
2023
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
Saved in:
3
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
-
2020
-
This version: January 9, 2020
Persistent link: https://www.econbiz.de/10012211898
Saved in:
4
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
Saved in:
5
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
Saved in:
6
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
-
2019
Persistent link: https://www.econbiz.de/10012196195
Saved in:
7
Stressed to the core : counterparty concentrations and systemic losses in CDS markets
Cetina, Jill
;
Paddrik, Mark
;
Rajan, Sriram
- In:
Journal of financial stability
35
(
2018
),
pp. 38-52
Persistent link: https://www.econbiz.de/10012156834
Saved in:
8
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
-
2017
Persistent link: https://www.econbiz.de/10011752480
Saved in:
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