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Search: subject:"Swap spread"
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Swap
6
Yield curve
6
Zinsderivat
6
Zinsstruktur
6
swap spread
6
Credit risk
5
Interest rate derivative
5
yield curve
5
Kreditrisiko
4
Risikoprämie
4
Öffentliche Anleihe
4
Credit derivative
3
Kreditderivat
3
Public bond
3
Risk premium
3
asset swap spread
3
credit risk
3
Asset Swap Spread
2
Asset swap spread
2
BPV
2
Benchmark Curves
2
Black model
2
Credit Rating and Credit Spread
2
Credit Spread
2
Credit Spread Curves
2
Credit Spread Development
2
Credit default swap spread
2
Financial crisis
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Finanzkrise
2
LIBOR market model
2
Marktliquidität
2
Nelson / Siegel
2
Rating Benchmark Curves
2
Schätzung
2
Svensson
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Swap spread
2
Turkey
2
Türkei
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Z-Spread
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barbell
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Heidorn, Thomas
4
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3
Küçüksaraç, Doruk
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Onay, Yiğit
3
Baba, Naohiko
2
Balogh, Csaba
2
Birkmeyer, Jörg
2
Cremers, Heinz
2
Csávás, Csaba
2
Nagano, Teppei
2
Rogalski, André
2
Schlamann, Sara
2
Tinschert, Jonas
2
Varga, Lóránt
2
Xiao, Tim
2
İbrahim Korkmaz, Halil
2
Amadori, Maria Chiara
1
Bekkour, Lamia
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Fu, Xiaoqing
1
Hattori, Takahiro
1
Jermann, Urban J.
1
Kambhu, John
1
Korkmaz, Halil İbrahim
1
Lehnert, Thorsten
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Li, Matthew C.
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Liu, Yang
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MORLEY, BRUCE
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EconStor
9
RePEc
7
ECONIS (ZBW)
6
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1
The dynamics of rating based credit benchmark curves
Heidorn, Thomas
;
Schlamann, Sara
-
2022
. Using more than 1.5 million data points of individual bonds, instead of using index data, monthly asset
swap
spread
(ASW …
Persistent link: https://www.econbiz.de/10013257636
Saved in:
2
The dynamics of rating based credit benchmark curves
Heidorn, Thomas
;
Schlamann, Sara
-
2022
. Using more than 1.5 million data points of individual bonds, instead of using index data, monthly asset
swap
spread
(ASW …
Persistent link: https://www.econbiz.de/10013207136
Saved in:
3
A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads
Küçüksaraç, Doruk
;
Kazdal, Abdullah
;
İbrahim …
- In:
Central Bank Review (CBR)
21
(
2021
)
2
,
pp. 49-57
banking sector in international markets by calculating asset
swap
spread
for US dollar-denominated fixed coupon eurobonds …
Persistent link: https://www.econbiz.de/10014547715
Saved in:
4
Credit default swap spreads : market conditions, firm performance, and the impact of the 2007-2009 financial crisis
Fu, Xiaoqing
;
Li, Matthew C.
;
Molyneux, Philip
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2203-2225
Persistent link: https://www.econbiz.de/10012585554
Saved in:
5
A measure of Turkey's sovereign and banking sector credit risk : asset swap spreads
Küçüksaraç, Doruk
;
Kazdal, Abdullah
;
İbrahim …
- In:
Central Bank review / Central Bank of the Republic of Turkey
21
(
2021
)
2
,
pp. 49-57
banking sector in international markets by calculating asset
swap
spread
for US dollar-denominated fixed coupon eurobonds …
Persistent link: https://www.econbiz.de/10012592021
Saved in:
6
A measure of Turkey's sovereign and banking sector credit risk : asset swap spreads
Kazdal, Abdullah
;
Korkmaz, Halil İbrahim
; …
-
2020
Persistent link: https://www.econbiz.de/10012939794
Saved in:
7
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment
Xiao, Tim
-
2018
of the credit asymmetry on swap value, credit value adjustment, swap rate and
swap
spread
. …
Persistent link: https://www.econbiz.de/10012058455
Saved in:
8
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk
Xiao, Tim
-
2017
the credit asymmetry on swap value, credit value adjustment, swap rate and
swap
spread
. …
Persistent link: https://www.econbiz.de/10012061521
Saved in:
9
Negative swap spreads and limited arbitrage
Jermann, Urban J.
-
2017
Persistent link: https://www.econbiz.de/10011847403
Saved in:
10
Does swap-covered interest parity hold in long-term capital markets after the financial crisis?
Hattori, Takahiro
-
2017
Persistent link: https://www.econbiz.de/10013272793
Saved in:
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