//--> //--> //-->
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 financial and quantitative analysis : JFQA"
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
18
Kreditderivat
18
USA
10
United States
10
Credit risk
7
Kreditrisiko
7
Swap
5
Theorie
5
Theory
5
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Share price
3
Estimation
2
Financial crisis
2
Finanzkrise
2
Insolvency
2
Insolvenz
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Speculation
2
Spekulation
2
Volatility
2
Volatilität
2
Welt
2
World
2
2000-2003
1
2003-2009
1
2003-2010
1
2004-2007
1
2004-2009
1
2005-2009
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
Auslandsinvestition
1
Bank lending
1
Betriebsvermögen
1
Bewertung
1
Bond market
1
more ...
less ...
Online availability
All
Undetermined
7
Free
3
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Elkamhi, Redouane
2
Jacobs, Kris
2
Anderson, Mike
1
Augustin, Patrick
1
Bai, Jennie
1
Boehmer, Ekkehart
1
Brunetti, Celso
1
Capponi, Agostino
1
Chakraborty, Indraneel
1
Chava, Sudheer
1
Chen, Ren-Raw
1
Cheng, Xiaolin
1
Doshi, Hitesh
1
Ericsson, Jan
1
Fabozzi, Frank J.
1
Frei, Christoph
1
Ganduri, Rohan
1
Hilscher, Jens
1
Liu, Bo
1
Liu, Jinyu
1
Longstaff, Francis A.
1
Massa, Massimo
1
Mozumdar, Abon
1
Myers, Brett W.
1
Narayanan, Rajesh
1
Ng, Jeffrey
1
Ornthanalai, Chayawat
1
Oviedo, Rodolfo
1
Pan, Xuhui
1
Pollet, Joshua M.
1
Schneider, Paul
1
Sudheer, Chava
1
Sögner, Leopold
1
Tang, Dragon Yongjun
1
Tookes, Heather E.
1
Tédongap, Roméo
1
Uzmanoglu, Cihan
1
Veza, Tanja
1
Wilson, Mungo
1
Wu, Liuren
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
IMF working papers
22
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
15
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)
18
Showing
1
-
18
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Withholding bad news in the face of credit default swap trading : evidence from stock price crash risk
Liu, Jinyu
;
Ng, Jeffrey
;
Tang, Dragon Yongjun
;
Zhong, Rui
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 557-595
Persistent link: https://www.econbiz.de/10014520113
Saved in:
2
Credit default swaps and lender incentives in bank debt renegotiations
Chakraborty, Indraneel
;
Chava, Sudheer
;
Ganduri, Rohan
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 1911-1942
Persistent link: https://www.econbiz.de/10014365145
Saved in:
3
Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1734-1767
Persistent link: https://www.econbiz.de/10014309627
Saved in:
4
Credit default swaps, fire-sale risk, and the liquidity provision in the bond market
Massa, Massimo
;
Zhang, Lei
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1963-1996
Persistent link: https://www.econbiz.de/10015055439
Saved in:
5
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
6
Credit default swaps and firm value
Narayanan, Rajesh
;
Uzmanoglu, Cihan
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1227-1259
Persistent link: https://www.econbiz.de/10011930411
Saved in:
7
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
Saved in:
8
What drives the commonality between credit default swap spread changes?
Anderson, Mike
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 243-275
Persistent link: https://www.econbiz.de/10011667731
Saved in:
9
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
10
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
Saved in:
11
Related securities and equity market quality : the case of CDS
Boehmer, Ekkehart
;
Sudheer, Chava
;
Tookes, Heather E.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 509-541
Persistent link: https://www.econbiz.de/10011391412
Saved in:
12
Are credit default swaps a sideshow? : evidence that information flows from equity to CDS markets
Hilscher, Jens
;
Pollet, Joshua M.
;
Wilson, Mungo
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 543-567
Persistent link: https://www.econbiz.de/10011391417
Saved in:
13
How does the market value toxic assets?
Longstaff, Francis A.
;
Myers, Brett W.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10010487158
Saved in:
14
The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane
;
Jacobs, Kris
;
Pan, Xuhui
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
Saved in:
15
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
16
The determinants of credit default swap premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
Saved in:
17
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
18
Corporate hedging and speculative incentives : implications for swap market default risk
Mozumdar, Abon
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
2
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->