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  • Search: subject:"Kreditderivat"
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Year of publication
Subject
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Kreditderivat 3,217 Credit derivative 3,090 Kreditrisiko 1,745 Credit risk 1,696 Theorie 650 Theory 646 Finanzkrise 581 Welt 581 World 576 Financial crisis 567 Risikoprämie 560 Risk premium 552 Derivat 540 Derivative 540 Swap 501 Länderrisiko 412 Country risk 408 Zinsstruktur 362 Yield curve 360 EU-Staaten 357 EU countries 351 Öffentliche Anleihe 337 Public bond 334 Schätzung 288 Estimation 286 Kreditversicherung 279 USA 279 Credit insurance 274 United States 270 Insolvenz 266 Insolvency 265 Eurozone 243 Euro area 237 Öffentliche Schulden 235 Public debt 234 Börsenkurs 223 Share price 220 Finanzdienstleistung 180 Volatility 180 Volatilität 180
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Online availability
All
Free 1,389 Undetermined 720
Type of publication
All
Book / Working Paper 1,752 Article 1,482 Journal 1
Type of publication (narrower categories)
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Article in journal 1,344 Aufsatz in Zeitschrift 1,344 Graue Literatur 596 Non-commercial literature 596 Working Paper 560 Arbeitspapier 536 Aufsatz im Buch 144 Book section 144 Hochschulschrift 119 Thesis 88 Collection of articles of several authors 34 Sammelwerk 34 Collection of articles written by one author 28 Sammlung 28 Dissertation u.a. Prüfungsschriften 17 Aufsatzsammlung 16 Amtsdruckschrift 13 Conference paper 13 Government document 13 Konferenzbeitrag 13 Lehrbuch 8 Textbook 6 Handbook 5 Handbuch 5 Mehrbändiges Werk 5 Multi-volume publication 5 Amtliche Publikation 4 Case study 4 Fallstudie 4 Glossar enthalten 4 Glossary included 4 Bibliografie 2 Konferenzschrift 2 Mikroform 2 Systematic review 2 Übersichtsarbeit 2 Bibliografie enthalten 1 Bibliographie 1 Bibliography included 1 Festschrift 1
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Language
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English 3,087 German 132 French 6 Undetermined 5 Spanish 4 Italian 2 Polish 1 Portuguese 1
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Author
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Scheicher, Martin 34 Tang, Dragon Yongjun 34 Augustin, Patrick 23 Subrahmanyam, Marti G. 23 Gündüz, Yalın 22 Lee, Jongsub 22 Zhou, Hao 22 Fabozzi, Frank J. 21 Mayordomo, Sergio 21 Zhu, Haibin 21 Zhang, Gaiyan 20 Zhong, Zhaodong 20 Hammoudeh, Shawkat 19 Brigo, Damiano 17 Calice, Giovanni 16 Kiesel, Florian 16 Vuillemey, Guillaume 16 Wang, Sarah Qian 16 Wang, Xinjie 16 Aizenman, Joshua 15 Schiereck, Dirk 15 Bolton, Patrick 14 Byström, Hans N. E. 14 Peltonen, Tuomo 14 Urban, Jörg 14 Acharya, Viral V. 13 Gex, Mathieu 13 Naranjo, Andy 13 Capponi, Agostino 12 Cathcart, Lara 12 Fender, Ingo 12 Gilchrist, Simon 12 Hasan, Iftekhar 12 Heidorn, Thomas 12 Helwege, Jean 12 Huizinga, Harry 12 Jinjarak, Yothin 12 Pelizzon, Loriana 12 Stulz, René M. 12 Ters, Kristyna 12
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Institution
All
National Bureau of Economic Research 29 Frankfurt School of Finance & Management 7 Europäische Zentralbank / Advisory Group on Market Infrastructures for Securities and Collateral 4 Duale Hochschule Baden-Württemberg Stuttgart 3 Springer Fachmedien Wiesbaden 3 Verlag Dr. Kovač 3 Bank für Internationalen Zahlungsausgleich <Basel> 2 Basel Committee on Banking Supervision 2 Friedrich-Schiller-Universität Jena 2 Mohr Siebeck GmbH & Co. KG 2 Shaker Verlag 2 Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System 1 Books on Demand GmbH <Norderstedt> 1 Bucerius Law School 1 CFA Institute <Charlottesville, Va.> 1 Centre for Analytical Finance <Århus> 1 Centre for Practical Quantitative Finance <Frankfurt, Main> 1 Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe 1 Eberhard Karls Universität Tübingen 1 Econometrisch Instituut <Rotterdam> 1 Europäische Kommission 1 Europäische Zentralbank 1 Frank J. Fabozzi Associates <New Hope, Pa.> 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institut für Wirtschaftsinformatik <Göttingen> / Professur für Anwendungssysteme und E-Business 1 National Centre of Competence in ResearchFinancial Valuation and Risk Management 1 Nationalekonomiska Institutionen <Lund> 1 Nomos Verlagsgesellschaft 1 Otto-Friedrich-Universität Bamberg 1 Springer International Publishing 1 Technische Universität Darmstadt 1 Universität <Bayreuth> / Lehrstuhl BWL I: Finanzwirtschaft und Bankbetriebslehre 1 W. Kohlhammer GmbH 1 Wiley-VCH 1 ibidem-Verlag 1
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Published in...
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Journal of banking & finance 62 The journal of structured finance 48 The journal of fixed income 40 International review of financial analysis 33 International journal of theoretical and applied finance 30 Journal of financial economics 30 Journal of international financial markets, institutions & money 30 NBER working paper series 29 Journal of financial stability 28 The journal of credit risk : published quarterly by Incisive Media 27 Finance research letters 26 Working paper / National Bureau of Economic Research, Inc. 26 Journal of international money and finance 25 NBER Working Paper 25 The review of financial studies 25 Research paper series / Swiss Finance Institute 24 The journal of futures markets 23 ECB Working Paper 22 The North American journal of economics and finance : a journal of financial economics studies 21 Discussion paper / Centre for Economic Policy Research 20 Journal of empirical finance 20 Applied economics 19 Economic modelling 18 Review of finance : journal of the European Finance Association 17 The journal of derivatives : the official publication of the International Association of Financial Engineers 17 Discussion paper / Deutsche Bundesbank 16 Working paper series / European Central Bank 16 Finance and economics discussion series 15 International review of economics & finance : IREF 15 Journal of financial and quantitative analysis : JFQA 14 Management science : journal of the Institute for Operations Research and the Management Sciences 14 SpringerLink / Bücher 14 The European journal of finance 14 Review of derivatives research 13 Staff reports / Federal Reserve Bank of New York 13 Research in international business and finance 12 SFB 649 discussion paper 12 Discussion paper / Tinbergen Institute 11 Financial stability review : FSR 11 Journal of risk finance : the convergence of financial products and insurance 11
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Source
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ECONIS (ZBW) 3,134 USB Cologne (EcoSocSci) 61 EconStor 25 USB Cologne (business full texts) 14 BASE 1
Showing 1 - 10 of 3,235
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Exchange rate risk and sovereign debt risk in South Africa : a regime dependent approach
Manguzvane, Mathias Mandla; Biyase, Mduduzi - 2023
Persistent link: https://www.econbiz.de/10013553306
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Carbon default swap : disentangling the exposure to carbon risk through CDS
Blasberg, Alexander; Kiesel, Rüdiger; Taschini, Luca - 2023
Persistent link: https://www.econbiz.de/10013502606
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Macroprudential regulation : a risk management approach
Dimitrov, Daniel; Wijnbergen, Sweder van - 2023
We address the problem of regulating the size of banks' macroprudential capital buffers by using market-based estimates of systemic risk and by developing a modeling mechanism through which capital buffers can be allocated efficiently across systemic banks. First, a Distance-to-Default type...
Persistent link: https://www.econbiz.de/10013489714
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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
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Money markets, collateral and monetary policy
De Fiore, Fiorella; Hoerova, Marie; Uhlig, Harald - 2022 - This draft: December 2021.
Persistent link: https://www.econbiz.de/10012888394
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Do the SDGs affect sovereign bond spreads? : first evidence
Bosch, Eline ten; Dijk, Mathijs van; Schoenmaker, Dirk - 2022
Persistent link: https://www.econbiz.de/10012807606
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The impact of financial drivers on credit default swap (CDS) in Turkey : the cointegration with structural breaks and FMOLS approach
Erdas, Mehmet Levent - In: Istanbul business research 51 (2022) 1, pp. 25-46
The CDS premium is considered to be an important criterion in the risk premiums of countries with emerging markets and it also provides important information about the credibility of these countries for investors. Decreasing the level of CDS for developing countries helps investors to work with...
Persistent link: https://www.econbiz.de/10013207504
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The demand for central clearing : to clear or not to clear, that is the question
Bellia, Mario; Girardi, Giulio; Panzica, Roberto Calogero; … - 2022
This paper empirically analyses whether post-global financial crisis regulatory reforms have created appropriate incentives to voluntarily centrally clear the over-the-counter (OTC) derivative contracts. We use confidential European trade repository data on single-name sovereign credit default...
Persistent link: https://www.econbiz.de/10013545926
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Quantifying systemic risk in the presence of unlisted banks : application to the Dutch financial sector
Dimitrov, Daniel; Wijnbergen, Sweder van - 2022
We propose a credit portfolio approach for evaluating systemic risk and attributing it across institutions. We construct a model that can be estimated from high-frequency CDS data. This captures risks from privately held institutions and cooperative banks, extending approaches that rely on...
Persistent link: https://www.econbiz.de/10013202709
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Current and prospective estimate of counterparty risk through dynamic neural networks : Alessio Agnese, Pier Giuseppe Giribone, Francesca Querci
Agnese, Alessio; Giribone, Pier Giuseppe; Querci, Francesca - In: Risk management magazine 17 (2022) 2, pp. 42-61
The estimate of the probability of default plays a central role for any financial entity that wants to have an overview of the risks of insolvency it may incur by having economic relations with counterparties. This study aims to analyze the calculation of such measure in the context of...
Persistent link: https://www.econbiz.de/10013501084
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