//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of international financial markets, institutions & money"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CDS (Credit Default Swap)"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit derivative
31
Kreditderivat
31
Credit risk
23
Kreditrisiko
23
Financial crisis
11
Finanzkrise
11
Risikoprämie
11
Risk premium
11
Welt
9
World
9
EU countries
8
EU-Staaten
8
Derivat
7
Derivative
7
Country risk
6
Länderrisiko
6
Yield curve
6
Zinsstruktur
6
Credit default swaps
5
Credit insurance
5
Estimation
5
Kreditversicherung
5
Public bond
5
Schätzung
5
Swap
5
Öffentliche Anleihe
5
Bank
4
Capital income
4
Kapitaleinkommen
4
USA
4
United States
4
Bankenkrise
3
Banking crisis
3
Börsenkurs
3
Credit default swap
3
Euro area
3
Eurozone
3
Financial sector
3
Financial services
3
Finanzdienstleistung
3
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Calice, Giovanni
3
Hammoudeh, Shawkat
2
Al-Own, Bassam
1
Alsubaiei, Bader J.
1
Ammer, John
1
Ap Gwilym, Owain
1
Apergēs, Nikolaos
1
Arouri, Mohamed
1
Avino, Davide
1
Baba, Naohiko
1
Balcilar, Mehmet
1
Banerjee, Anurag Narayan
1
Benbouzid, Nadia
1
Bhar, Ramaprasad
1
Cai, Fang
1
Caporin, Massimiliano
1
Chen, Yi-Husan
1
Choi, Sun-Yong
1
Cotter, John
1
Coudert, Virginie
1
Danuletiu, Dan
1
Dufour, Alfonso
1
Gao, Feng
1
Gao, Simon S.
1
Gex, Mathieu
1
Hung, Chi-Hsiou Daniel
1
Inada, Masakazu
1
Jawadi, Fredj
1
Kam Fong Chan
1
Kang, Hyunju
1
Kizys, Renatas
1
Kleinow, Jacob
1
Koutmos, Dimitrios
1
Lei Meng
1
Li, Yubin
1
Lin, Ming-Tsung
1
Lo, Kai Lisa
1
Mallick, Sushanta Kumar
1
Marsden, Alastair
1
Mayordomo, Sergio
1
more ...
less ...
Published in...
All
Journal of international financial markets, institutions & money
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
37
Journal of financial stability
33
Finance research letters
30
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
NBER Working Paper
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The journal of futures markets
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
IMF working papers
19
Working paper series / European Central Bank
18
Discussion paper
17
International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
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
Finance and economics discussion series
16
Review of quantitative finance and accounting
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
13
Discussion paper / Tinbergen Institute
12
Economics letters
12
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
31
of
31
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
2
CDS spreads and COVID-19 pandemic
Apergēs, Nikolaos
;
Danuletiu, Dan
;
Xu, Bing
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412804
Saved in:
3
Credit risk interdependence in global financial markets : evidence from three regions using multiple and partial wavelet approaches
Choi, Sun-Yong
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533162
Saved in:
4
Sovereign CDS and mutual funds : Global evidence
Alsubaiei, Bader J.
;
Calice, Giovanni
;
Vivian, Andrew
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012802200
Saved in:
5
Corporate social responsibility and the term structure of CDS spreads
Gao, Feng
;
Li, Yubin
;
Wang, Xinjie
;
Zhong, Zhaodong
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803278
Saved in:
6
Asset pricing factors and bank CDS spreads
Koutmos, Dimitrios
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 19-41
Persistent link: https://www.econbiz.de/10012127819
Saved in:
7
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
8
Stock options and credit default swaps in risk management
Al-Own, Bassam
;
Minhat, Marizah
;
Gao, Simon S.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 200-214
Persistent link: https://www.econbiz.de/10011983854
Saved in:
9
Are all insiders on the inside? : evidence from the initiation of CDS trading and short selling in the financial sector
To, Thomas Y.
;
Sirimon Treepongkaruna
;
Wu, Eliza
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 114-129
Persistent link: https://www.econbiz.de/10011984031
Saved in:
10
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
11
The equity-like behaviour of sovereign bonds
Dufour, Alfonso
;
Stancu, Andrei
;
Varotto, Simone
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 25-46
Persistent link: https://www.econbiz.de/10011892283
Saved in:
12
Do country-level financial structures explain bank-level CDS spreads?
Benbouzid, Nadia
;
Mallick, Sushanta Kumar
;
Sousa, Ricardo M.
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011892340
Saved in:
13
Is default risk priced equally fast in the credit default swap and the stock markets? : an empirical investigation
Tolikas, Konstantinos
;
Topaloglou, Nikolas
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 39-57
Persistent link: https://www.econbiz.de/10011896287
Saved in:
14
The quest for banking stability in the euro area : the role of government interventions
Kizys, Renatas
;
Paltalidis, Nikos
;
Vergos, Konstantinos
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 111-133
Persistent link: https://www.econbiz.de/10011475842
Saved in:
15
An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
Banerjee, Anurag Narayan
;
Hung, Chi-Hsiou Daniel
;
Lo, …
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 102-120
Persistent link: https://www.econbiz.de/10011475943
Saved in:
16
Systemic risk among European banks : a copula approach
Kleinow, Jacob
;
Moreira, Fernando
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 27-42
Persistent link: https://www.econbiz.de/10011673405
Saved in:
17
Does central clearing benefit risky dealers?
Mayordomo, Sergio
;
Posch, Peter N.
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 91-100
Persistent link: https://www.econbiz.de/10011673419
Saved in:
18
An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
Saved in:
19
Reverse spillover : evidence during emerging market financial turmoil in 2013-2014
Kang, Hyunju
;
Suh, Hyunduk
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 97-115
Persistent link: https://www.econbiz.de/10011475169
Saved in:
20
Sovereign and bank CDS spreads : two sides of the same coin?
Avino, Davide
;
Cotter, John
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 72-85
Persistent link: https://www.econbiz.de/10011299805
Saved in:
21
CDX and iTraxx and their relation to the systemically important financial institutions : evidence from the 2008 - 2009 financial crisis
Calice, Giovanni
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 20-37
Persistent link: https://www.econbiz.de/10011299808
Saved in:
22
Financial linkages between US sector credit default swaps markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Jawadi, Fredj
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 223-243
Persistent link: https://www.econbiz.de/10011299835
Saved in:
23
Information content in CDS spreads for equity returns
Wang, Peipei
;
Bhar, Ramaprasad
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 55-80
Persistent link: https://www.econbiz.de/10011293053
Saved in:
24
Macro risk factors of credit default swap indices in a regime-switching framework
Kam Fong Chan
;
Marsden, Alastair
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 285-308
Persistent link: https://www.econbiz.de/10010412144
Saved in:
25
A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng
;
Verousis, Thanos
;
Ap Gwilym, Owain
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 139-152
Persistent link: https://www.econbiz.de/10009726431
Saved in:
26
The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping
;
Moore, Tomoe
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
Saved in:
27
The fast and the furious : stock returns and CDS of financial institutions under stress
Trutwein, Patrick Alfred
;
Schiereck, Dirk
- In:
Journal of international financial markets, …
21
(
2011
)
2
,
pp. 157-175
Persistent link: https://www.econbiz.de/10009247575
Saved in:
28
Sovereign CDS and bond pricing dynamics in emerging markets : does the cheapest-to-deliver option matter?
Ammer, John
;
Cai, Fang
- In:
Journal of international financial markets, …
21
(
2011
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10009266913
Saved in:
29
Contagion inside the credit default swaps market : the case of the GM and Ford crisis in 2005
Coudert, Virginie
;
Gex, Mathieu
- In:
Journal of international financial markets, …
20
(
2010
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10008695510
Saved in:
30
Price discovery of subordinated credit spreads for Japanese mega-banks : evidence from bond and credit default swap markets
Baba, Naohiko
;
Inada, Masakazu
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 616-632
Persistent link: https://www.econbiz.de/10003879510
Saved in:
31
Dependence structure between the credit default swap return and the kurtosis of the equity return distribution : evidence from Japan
Chen, Yi-Husan
;
Tu, Anthony H.
;
Wang, Kehluh
- In:
Journal of international financial markets, …
18
(
2008
)
3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10003710364
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->