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~isPartOf:"European financial management : the journal of the European Financial Management Association"
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Credit derivative
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Mayordomo, Sergio
2
Subrahmanyam, Marti G.
2
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1
Arce, Óscar
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Bedendo, Mascia
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European financial management : the journal of the European Financial Management Association
The journal of futures markets
279
Journal of banking & finance
137
NBER working paper series
132
Journal of international money and finance
129
Working paper / National Bureau of Economic Research, Inc.
111
NBER Working Paper
108
International journal of theoretical and applied finance
98
Journal of international financial markets, institutions & money
86
The journal of fixed income
82
International review of financial analysis
75
IMF working papers
73
Discussion paper / Centre for Economic Policy Research
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
68
Journal of financial economics
64
The journal of structured finance
56
The review of financial studies
56
Finance research letters
51
International review of economics & finance : IREF
51
Journal of financial and quantitative analysis : JFQA
51
The journal of finance : the journal of the American Finance Association
49
Applied economics
47
Applied financial economics
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Discussion paper
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Economics letters
47
Advances in futures and options research : a research annual
45
Economic modelling
43
Journal of empirical finance
42
Research paper series / Swiss Finance Institute
42
The North American journal of economics and finance : a journal of financial economics studies
42
Working paper
42
Applied mathematical finance
40
The European journal of finance
39
The journal of computational finance
39
Global finance journal
38
IMF working paper
38
Review of derivatives research
38
Journal of financial stability
37
The journal of credit risk : published quarterly by Incisive Media
36
Finance and stochastics
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
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1
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
Saved in:
2
The market impact of systemic risk capital surcharges
Gündüz, Yalın
- In:
European financial management : the journal of the …
29
(
2023
)
5
,
pp. 1401-1440
Persistent link: https://www.econbiz.de/10014430209
Saved in:
3
US macroeconomic surprises and the emerging-market sovereign CDS market
Chiu, Junmao
;
Tsai, Wei-Che
;
Yin, Chi
- In:
European financial management : the journal of the …
29
(
2023
)
2
,
pp. 549-587
Persistent link: https://www.econbiz.de/10014258852
Saved in:
4
Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping
;
Li, Ze-Zheng
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
Saved in:
5
Are all credit default
swap
databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 677-713
Persistent link: https://www.econbiz.de/10010503546
Saved in:
6
The impact of the 2011 short-sale ban on financial stability : evidence from the Spanish stock market
Arce, Óscar
;
Mayordomo, Sergio
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 1001-1022
Persistent link: https://www.econbiz.de/10011713407
Saved in:
7
The empirical determinants of credit default
swap
spreads : a quantile regression approach
Pires, Pedro
;
Pereira, João Pedro
;
Martins, Luís Filipe
- In:
European financial management : the journal of the …
21
(
2015
)
3
,
pp. 556-589
Persistent link: https://www.econbiz.de/10011317990
Saved in:
8
Time-varying credit risk discovery in the stock and CDS markets : evidence from quiet and crisis times
Forte, Santiago
;
Lovreta, Lidija
- In:
European financial management : the journal of the …
21
(
2015
)
3
,
pp. 430-461
Persistent link: https://www.econbiz.de/10011317998
Saved in:
9
Market and model credit default
swap
spreads : mind the gap!
Bedendo, Mascia
;
Cathcart, Lara
;
Jahel, Lina el
- In:
European financial management : the journal of the …
17
(
2011
)
4
,
pp. 655-678
Persistent link: https://www.econbiz.de/10009388310
Saved in:
10
SME investment and financing under asymmetric information
Wang, Yao
;
Zhang, Hai
;
Zhao, Zhiming
- In:
European financial management : the journal of the …
28
(
2022
)
5
,
pp. 1347-1375
Persistent link: https://www.econbiz.de/10013415839
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