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~isPartOf:"European financial management : the journal of the European Financial Management Association"
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European financial management : the journal of the European Financial Management Association
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
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The journal of credit risk : published quarterly by Incisive Media
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International journal of theoretical and applied finance
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NBER working paper series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
Saved in:
2
The market impact of systemic risk capital surcharges
Gündüz, Yalın
- In:
European financial management : the journal of the …
29
(
2023
)
5
,
pp. 1401-1440
Persistent link: https://www.econbiz.de/10014430209
Saved in:
3
US macroeconomic surprises and the emerging-market sovereign CDS market
Chiu, Junmao
;
Tsai, Wei-Che
;
Yin, Chi
- In:
European financial management : the journal of the …
29
(
2023
)
2
,
pp. 549-587
Persistent link: https://www.econbiz.de/10014258852
Saved in:
4
The impact of the 2011 short-sale ban on financial stability : evidence from the Spanish stock market
Arce, Óscar
;
Mayordomo, Sergio
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 1001-1022
Persistent link: https://www.econbiz.de/10011713407
Saved in:
5
The empirical determinants of credit default swap spreads : a quantile regression approach
Pires, Pedro
;
Pereira, João Pedro
;
Martins, Luís Filipe
- In:
European financial management : the journal of the …
21
(
2015
)
3
,
pp. 556-589
Persistent link: https://www.econbiz.de/10011317990
Saved in:
6
Time-varying credit risk discovery in the stock and CDS markets : evidence from quiet and crisis times
Forte, Santiago
;
Lovreta, Lidija
- In:
European financial management : the journal of the …
21
(
2015
)
3
,
pp. 430-461
Persistent link: https://www.econbiz.de/10011317998
Saved in:
7
Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping
;
Li, Ze-Zheng
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
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8
Are all credit default swap databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 677-713
Persistent link: https://www.econbiz.de/10010503546
Saved in:
9
Option-adjusted delta credit spreads : a cross-country analysis
Becchetti, Leonardo
;
Carpentieri, Andrea
;
Hasan, Iftekhar
- In:
European financial management : the journal of the …
18
(
2012
)
2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10009531492
Saved in:
10
Market and model credit default swap spreads : mind the gap!
Bedendo, Mascia
;
Cathcart, Lara
;
Jahel, Lina el
- In:
European financial management : the journal of the …
17
(
2011
)
4
,
pp. 655-678
Persistent link: https://www.econbiz.de/10009388310
Saved in:
11
The co-movement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars
;
Weber, Martin
- In:
European financial management : the journal of the …
15
(
2009
)
3
,
pp. 529-562
Persistent link: https://www.econbiz.de/10003841055
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