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Credit derivative
35
Kreditderivat
35
Credit risk
25
Kreditrisiko
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Financial crisis
13
Finanzkrise
13
Country risk
10
Länderrisiko
10
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Credit default swaps
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Peltonen, Tuomo
4
Scheicher, Martin
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Zhang, Gaiyan
3
Ap Gwilym, Owain
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Benbouzid, Nadia
2
Mallick, Sushanta Kumar
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Moratis, Georgios
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Pancotto, Livia
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Sousa, Ricardo M.
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Arping, Stefan
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D'Errico, Marco
1
Dickinson, David G.
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Drakos, Anastasios
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Dumotaux, Nicolas
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Eijffinger, Sylvester C. W.
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Journal of financial stability
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 international financial markets, institutions & money
34
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
IMF Working Papers
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
18
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
ECB Working Paper
16
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
Research in international business and finance
15
SpringerLink / Bücher
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The European journal of finance
14
Review of derivatives research
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
35
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1
The demand for central clearing : to clear or not to clear, that is the question!
Bellia, Mario
;
Girardi, Giulio
;
Panzica, Roberto Calogero
; …
- In:
Journal of financial stability
72
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014565229
Saved in:
2
Financial contagion among the GSIBs and regulatory interventions
Lai, Jennifer Te
;
McNelis, Paul D.
- In:
Journal of financial stability
72
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565243
Saved in:
3
The impact of COVID-19 on sovereign contagion
Drakos, Anastasios
;
Moratis, Georgios
- In:
Journal of financial stability
70
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490462
Saved in:
4
Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh
;
Milidonis, Andreas
;
Zenios, Stauros Andrea
- In:
Journal of financial stability
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
Saved in:
5
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund
Pancotto, Livia
;
Ap Gwilym, Owain
;
Molyneux, Philip
- In:
Journal of financial stability
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014455508
Saved in:
6
What is mine is yours : sovereign risk transmission during the European debt crisis
Greenwood-Nimmo, Matthew
;
Viet Hoang Nguyen
;
Shin, Yongcheol
- In:
Journal of financial stability
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014289936
Saved in:
7
Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Zhang, Wenlong
;
Zhang, Gaiyan
;
Helwege, Jean
- In:
Journal of financial stability
58
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
Saved in:
8
Sovereign risk spillovers : a network approach
Le, Chau
;
Dickinson, David G.
;
Hoang Anh Le
- In:
Journal of financial stability
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013455968
Saved in:
9
Bank credit risk and macro-prudential policies : role of counter-cyclical capital buffer
Benbouzid, Nadia
;
Kumar, Abhishek
;
Mallick, Sushanta Kumar
- In:
Journal of financial stability
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014371878
Saved in:
10
Debt rollover risk, credit default swap spread and stock returns : Evidence from the COVID-19 crisis
Liu, Ya
;
Qiu, Buhui
;
Wang, Teng
- In:
Journal of financial stability
53
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012793179
Saved in:
11
Measuring the systemic importance of banks
Moratis, Georgios
;
Sakellarēs, Plutarchos
- In:
Journal of financial stability
54
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012794115
Saved in:
12
Systemic risk and financial stability dynamics during the Eurozone debt crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Journal of financial stability
47
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012391474
Saved in:
13
A zero-risk weight channel of sovereign risk spillovers
Kirschenmann, Karolin
;
Korte, Josef
;
Steffen, Sascha
- In:
Journal of financial stability
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012431750
Saved in:
14
Time to buy or just buying time? : lessons from October 2008 for the cross-border bailout of banks
King, Michael R.
- In:
Journal of financial stability
41
(
2019
),
pp. 55-72
Persistent link: https://www.econbiz.de/10012259833
Saved in:
15
The impact of trade reporting and central clearing on CDS price informativeness
Marra, Miriam
;
Yu, Fan
;
Zhu, Lu
- In:
Journal of financial stability
43
(
2019
),
pp. 130-145
Persistent link: https://www.econbiz.de/10012260112
Saved in:
16
The European Bank recovery and resolution directive : a market assessment
Pancotto, Livia
;
Ap Gwilym, Owain
;
Williams, Jonathan
- In:
Journal of financial stability
44
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012260166
Saved in:
17
Stressed to the core : counterparty concentrations and systemic losses in CDS markets
Cetina, Jill
;
Paddrik, Mark
;
Rajan, Sriram
- In:
Journal of financial stability
35
(
2018
),
pp. 38-52
Persistent link: https://www.econbiz.de/10012156834
Saved in:
18
How does risk flow in the credit default swap market?
D'Errico, Marco
;
Battiston, Stefano
;
Peltonen, Tuomo
; …
- In:
Journal of financial stability
35
(
2018
),
pp. 53-74
Persistent link: https://www.econbiz.de/10012156839
Saved in:
19
How did the Greek credit event impact the credit default swap market?
Hałaj, Grzegorz
;
Peltonen, Tuomo
;
Scheicher, Martin
- In:
Journal of financial stability
35
(
2018
),
pp. 136-158
Persistent link: https://www.econbiz.de/10012156855
Saved in:
20
Credit derivatives and stock return synchronicity
Bai, Xuelian
;
Hu, Nan
;
Liu, Ling
;
Zhu, Lu
- In:
Journal of financial stability
28
(
2017
),
pp. 79-90
Persistent link: https://www.econbiz.de/10011825524
Saved in:
21
Credit risk interconnectedness : What does the market really know?
Abbassi, Puriya
;
Brownlees, Christian
;
Hans, Christina
; …
- In:
Journal of financial stability
29
(
2017
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011825576
Saved in:
22
Institutional investment horizon, the information environment, and firm credit risk
Switzer, Lorne N.
;
Wang, Jun
- In:
Journal of financial stability
29
(
2017
),
pp. 57-71
Persistent link: https://www.econbiz.de/10011825579
Saved in:
23
Political uncertainty and a firm's credit risk : evidence from the international CDS market
Liu, Jinyu
;
Zhong, Rui
- In:
Journal of financial stability
30
(
2017
),
pp. 53-66
Persistent link: https://www.econbiz.de/10011825590
Saved in:
24
An international forensic perspective of the determinants of bank CDS spreads
Benbouzid, Nadia
;
Mallick, Sushanta Kumar
;
Sousa, Ricardo M.
- In:
Journal of financial stability
33
(
2017
),
pp. 60-70
Persistent link: https://www.econbiz.de/10011877706
Saved in:
25
Regime-dependent determinants of Euro area sovereign CDS spreads
Blommestein, Hans J.
;
Eijffinger, Sylvester C. W.
; …
- In:
Journal of financial stability
22
(
2016
),
pp. 10-21
Persistent link: https://www.econbiz.de/10011703771
Saved in:
26
CDS pricing and accounting disclosures : evidence from U.S. bank holding corporations around the recent financial crisis
Kanagaretnam, Kiridaran
;
Zhang, Gaiyan
;
Zhang, Sanjian
- In:
Journal of financial stability
22
(
2016
),
pp. 33-44
Persistent link: https://www.econbiz.de/10011703775
Saved in:
27
Sovereign CDS spread determinants and spill-over effects during financial crisis : a panel VAR approach
Galariotis, Emilios C.
;
Makrichoriti, Panagiota
; …
- In:
Journal of financial stability
26
(
2016
),
pp. 62-77
Persistent link: https://www.econbiz.de/10011705278
Saved in:
28
The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China
Kim, Suk-Joong
;
Salem, Leith
;
Wu, Eliza
- In:
Journal of financial stability
18
(
2015
),
pp. 208-224
Persistent link: https://www.econbiz.de/10011574167
Saved in:
29
The determinants of CDS open interest dynamics
Silva, Paulo Pereira da
;
Vieira, Carlos
;
Vieira, Isabel
- In:
Journal of financial stability
21
(
2015
),
pp. 95-109
Persistent link: https://www.econbiz.de/10011574427
Saved in:
30
The network structure of the CDS market and its determinants
Peltonen, Tuomo
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial stability
13
(
2014
),
pp. 118-133
Persistent link: https://www.econbiz.de/10011288870
Saved in:
31
Credit protection and lending relationships
Arping, Stefan
- In:
Journal of financial stability
10
(
2014
),
pp. 7-19
Persistent link: https://www.econbiz.de/10010255512
Saved in:
32
Sovereign default risk, overconfident investors and diverse beliefs : theory and evidence from a new dataset on outstanding credit default swaps
Janus, Thorsten
;
Jinjarak, Yothin
;
Manachaya Uruyos
- In:
Journal of financial stability
9
(
2013
)
3
,
pp. 330-336
Persistent link: https://www.econbiz.de/10010236709
Saved in:
33
Understanding the market reaction to shockwaves : evidence from the failure of Lehman Brothers
Dumotaux, Nicolas
;
Pop, Adrian
- In:
Journal of financial stability
9
(
2013
)
3
,
pp. 269-286
Persistent link: https://www.econbiz.de/10010237087
Saved in:
34
Information efficiency of the US credit default swap market : evidence from earnings surprises
Zhang, Gaiyan
;
Zhang, Sanjian
- In:
Journal of financial stability
9
(
2013
)
4
,
pp. 720-730
Persistent link: https://www.econbiz.de/10010424067
Saved in:
35
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
- In:
Journal of financial stability
8
(
2012
)
3
,
pp. 193-205
Persistent link: https://www.econbiz.de/10009655810
Saved in:
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