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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Credit derivative
17
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
66
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
34
International journal of theoretical and applied finance
31
The journal of credit risk : published quarterly by Incisive Media
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Journal of financial economics
30
NBER working paper series
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Journal of international money and finance
27
NBER Working Paper
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The journal of futures markets
26
The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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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
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Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
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Applied economics
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Economic modelling
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper series / European Central Bank
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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Finance and economics discussion series
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms
Giannikos, Christos
;
Guirguis, Hany S.
;
Suen, Michael
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10010191936
Saved in:
8
Extracting the equity premium from CDS spreads
Berg, Tobias
;
Kaserer, Christoph
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10010191938
Saved in:
9
CDS auctions and recovery rates: an appraisal
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 97-102
Persistent link: https://www.econbiz.de/10009725345
Saved in:
10
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:
11
A simple and accurate simulation approach to the Heston model
Zhu, Jianwei
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 26-36
Persistent link: https://www.econbiz.de/10009229668
Saved in:
12
The determinants of CDS bid-ask spreads
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10003771461
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13
Valuation of CDO and an n-th default CDS without Monte Carlo simulation
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 8-23
Persistent link: https://www.econbiz.de/10002535939
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14
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
15
Recent advances in default swap valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
16
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
Saved in:
17
Valuing credit default swaps I : no counterparty default risk
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
Saved in:
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