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Credit derivative
40
Kreditderivat
40
Credit risk
24
Kreditrisiko
24
Swap
9
Theorie
9
Theory
9
USA
9
United States
9
Risikoprämie
8
Risk premium
8
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7
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Kreditwürdigkeit
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Derivat
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Börsenkurs
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Corporate bond
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Evaluation
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Share price
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Unternehmensanleihe
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Credit insurance
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Kreditsicherung
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Portfolio selection
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Portfolio-Management
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Anleihe
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Asset-Backed Securities
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Fabozzi, Frank J.
3
Pu, Xiaoling
3
Wu, Chunchi
3
Benzschawel, Terry
2
Chen, Ren-Raw
2
Dor, Arik Ben
2
Jarrow, Robert A.
2
Liu, Sheen
2
Mashal, Roy
2
Naldi, Marco
2
Sverdlove, Ronald
2
Acerbis, Valentina
1
Ap Gwilym, Owain
1
Assing, Andrew
1
Baheti, Prasun
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1
Berg, Tobias
1
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1
Cathcart, Lara
1
Chen, Chih-Chun
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Cizel, Janko
1
Corlu, Alper
1
Daniels, Kenneth N.
1
Delianedis, Gordon
1
Díaz Pérez, Antonio
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Ehlers, Stefan
1
Evans, Leonard
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Gallagher, Ronan C.
1
Garcia, Tania
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Giacometti, Rosella
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Greatrex, Caitlin Ann
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1
Jahel, Lina el
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The journal of fixed income
Journal of banking & finance
65
The journal of structured finance
51
International review of financial analysis
38
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
33
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
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
40
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40
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40
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1
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
2
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
3
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
4
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
5
Determinants of the size of the sovereign credit default swap market
Berg, Tobias
;
Streitz, Daniel
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 58-73
Persistent link: https://www.econbiz.de/10011430639
Saved in:
6
Implicit government guarantee and the CDS spreads
Beliaeva, Natalia A.
;
Khaksari, Shahriar
;
Tsafack, Georges
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 25-37
Persistent link: https://www.econbiz.de/10011399846
Saved in:
7
What moves the correlation between the equity and credit default swap markets?
Liu, Zilong
;
Pu, Xiaoling
;
Zhao, Xinlei
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 72-87
Persistent link: https://www.econbiz.de/10011399890
Saved in:
8
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
9
Margin-based asset pricing and the determinants of the CDS basis
Wang, Liying
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 61-78
Persistent link: https://www.econbiz.de/10011660685
Saved in:
10
The correlation structure of the CDS market : an empirical investigation
Cathcart, Lara
;
Jahel, Lina el
;
Evans, Leonard
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 53-74
Persistent link: https://www.econbiz.de/10009745223
Saved in:
11
Are credit rating announcements contagious? : evidence on the transmission of information across industries in credit default swap markets
Cizel, Janko
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 27-60
Persistent link: https://www.econbiz.de/10010196997
Saved in:
12
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
13
The impact of major events from the recent financial crisis on credit default swaps
Huang, Alex
;
Shen, Chung-hua
;
Chen, Chih-Chun
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 31-43
Persistent link: https://www.econbiz.de/10009532103
Saved in:
14
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
15
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
16
Jumps in credit default swap spreads and stock returns
Trutwein, Patrick Alfred
;
Ramchander, Sanjay
; …
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 56-70
Persistent link: https://www.econbiz.de/10008858609
Saved in:
17
Credit default swaps : a cash flow analysis
Benzschawel, Terry
;
Corlu, Alper
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 40-55
Persistent link: https://www.econbiz.de/10008858612
Saved in:
18
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
19
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
20
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
21
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan
;
Gürtler, Marc
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
Saved in:
22
Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N.
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 44-66
Persistent link: https://www.econbiz.de/10003970353
Saved in:
23
Credit default swap auctions and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
24
Liquidity commonality across the bond and CDS markets
Pu, Xiaoling
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 26-39
Persistent link: https://www.econbiz.de/10003875969
Saved in:
25
Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
Saved in:
26
Unfunded pension liabilities and the corporate CDS market
Gallagher, Ronan C.
;
McKillop, Donal G.
- In:
The journal of fixed income
19
(
2009/10
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003940851
Saved in:
27
Credit default swap market determinants
Greatrex, Caitlin Ann
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 18-32
Persistent link: https://www.econbiz.de/10003808955
Saved in:
28
Volatility transmission among the CDS, equity, and bond markets
Lei Meng
;
Ap Gwilym, Owain
;
Varas, Jose
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 33-46
Persistent link: https://www.econbiz.de/10003808961
Saved in:
29
The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10003757568
Saved in:
30
Market expectations and default risk premium in credit default swap prices : a study of Argentine default
Zhang, Frank Xiaoling
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10003757570
Saved in:
31
DTS (Duration Times Spread) for CDS : a new measure of spread sensitivity
Dor, Arik Ben
;
Polbennikov, Simon
;
Rosten, Jeremy
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 32-44
Persistent link: https://www.econbiz.de/10003457017
Saved in:
32
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Pan, Ging-Ging
; …
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Saved in:
33
Step it or start it forward
Baheti, Prasun
;
Mashal, Roy
;
Naldi, Marco
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 33-38
Persistent link: https://www.econbiz.de/10003400062
Saved in:
34
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
;
Jensen, Malene Shin
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 16-33
Persistent link: https://www.econbiz.de/10003303931
Saved in:
35
Using credit derivatives to compute marketwide default probability term structures
Byström, Hans N. E.
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 34-41
Persistent link: https://www.econbiz.de/10003303934
Saved in:
36
Pricing multiname default swaps with counterparty risk
Mashal, Roy
;
Naldi, Marco
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 5-16
Persistent link: https://www.econbiz.de/10002836045
Saved in:
37
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
Saved in:
38
An empirical study of credit default swaps
Skinner, Frank S.
;
Díaz Pérez, Antonio
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
Saved in:
39
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
40
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
Saved in:
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