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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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29
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26
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26
Interest rate derivative
25
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25
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23
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23
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19
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Chen, Son-nan
5
Wu, Ting-pin
5
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4
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4
Sundaram, Rangarajan K.
3
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2
Gupta, Sudip
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2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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
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
47
Discussion paper
47
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
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
2
Interrelations among chross-currency basis swaps spreads: pre- and post-crisis analysis
Ibhagui, Oyakhilome
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 89-112
Persistent link: https://www.econbiz.de/10012306197
Saved in:
3
Interest rate
swap
credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
Saved in:
4
New approach to estimating VIX truncation errors using corridor variance swaps
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10011968667
Saved in:
5
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
6
The EU ban on uncovered sovereign credit default swaps : assessing impacts on liquidity, volatility, and price discovery
Silva, Paulo Pereira da
;
Vieira, Carlos
;
Vieira, Isabel …
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 74-98
Persistent link: https://www.econbiz.de/10011687320
Saved in:
7
Mispricing and arbitrage in CDS auctions
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011399779
Saved in:
8
Inventory effects, the winner's curse, and bid shading in credit default
swap
auciton outcomes
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 36-52
Persistent link: https://www.econbiz.de/10011404523
Saved in:
9
Valuing interest rate swaps using overnight indexed
swap
(OIS) discounting
Smith, Donald J.
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 49-59
Persistent link: https://www.econbiz.de/10009760534
Saved in:
10
Dynamics of sovereign credit contagion
Huang, Alex
;
Chen, Chih-Chun
;
Shen, Chung-hua
- In:
The journal of derivatives : the official publication …
22
(
2014
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10011634585
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