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~subject:"Volatilität"
~isPartOf:"International review of financial analysis"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Volatilität
Credit derivative
37
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12
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Xu, Yaofei
3
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International review of financial analysis
Energy economics
7
Finance research letters
6
The journal of futures markets
6
International journal of theoretical and applied finance
5
Journal of banking & finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper / Department of Economics, Lund University
4
Applied economics
3
Economic modelling
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Journal of international money and finance
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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The journal of corporate finance : contracting, governance and organization
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Working paper
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Applied mathematical finance
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Comparative economic research : Central and Eastern Europe
2
Finance a úvěr
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of East Asian economic integration
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Quantitative finance
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Swiss Finance Institute Research Paper
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Working paper series / Centre for Practical Quantitative Finance
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50 years of money and finance : lessons and challenges ; SUERF 50th anniversary volume
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Applied economics letters
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Argumenta oeconomica
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Asia-Pacific journal of financial studies
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BIS working papers
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Borradores de economía
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Borsa Istanbul Review
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CAMA Working Paper
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Credit risk : models, derivatives, and management
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DIW Berlin Discussion Paper
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1
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Huang, Wei-Qiang
;
Liu, Peipei
- In:
International review of financial analysis
90
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467568
Saved in:
2
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
5
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
6
Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
7
Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
Saved in:
8
Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie
;
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
International review of financial analysis
49
(
2017
),
pp. 155-165
Persistent link: https://www.econbiz.de/10011741285
Saved in:
9
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
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