//--> //--> //-->
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:"Global finance journal"
~isPartOf:"The journal of fixed income"
~source:"econis"
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:"Finanzswap"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Swap
31
Credit risk
16
Kreditrisiko
16
Credit derivative
13
Kreditderivat
13
Theorie
10
Theory
10
Derivat
9
Derivative
9
USA
8
United States
8
Estimation
5
Hedging
5
Interest rate derivative
5
Schätzung
5
Zinsderivat
5
Insolvency
4
Insolvenz
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Government securities
3
Risiko
3
Risk
3
Share price
3
Staatspapier
3
Volatility
3
Volatilität
3
Bewertung
2
Credit default swap
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Evaluation
2
Financial crisis
2
Finanzkrise
2
Market efficiency
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Marshall, John F.
2
Rendleman, Richard J.
2
Andres, Christian
1
Ap Gwilym, Owain
1
Apsel, David
1
Asgharian, Hossein
1
Baba, Naohiko
1
Bansal, Vipul K.
1
Basu, Anup
1
Betzer, André
1
Bhansali, Vineer
1
Bhar, Ramaprasad
1
Byström, Hans N. E.
1
Carr, Peter
1
Chang, Jow-ran
1
Chen, Jane
1
Clements, Adam
1
Cogen, Jack
1
Curtillet, Jean-Christophe
1
Delianedis, Gordon
1
Dor, Arik Ben
1
Doumet, Markus
1
Díaz Pérez, Antonio
1
Gargouri, Ayoub
1
Greatrex, Caitlin Ann
1
Guan, Jingling
1
Helwege, Jean
1
Hu, May
1
Hull, John
1
Hung, Mao-Wei
1
Jarrow, Robert A.
1
Karlsson, Sonnie
1
Klein, Daniel
1
Lagnado, Ronald
1
Lai, Van Son
1
Lei Meng
1
Liu, Sheen
1
Madhavan, Vinodh
1
Mashal, Roy
1
Maurer, Samuel
1
more ...
less ...
Published in...
All
Global finance journal
The journal of fixed income
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
European journal of operational research : EJOR
12
Finance research letters
11
Journal of international money and finance
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
The journal of investment compliance
9
Applied economics letters
8
Bank of England Working Paper
8
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
31
of
31
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Wang, Ruolin
;
Basu, Anup
;
Clements, Adam
- In:
Global finance journal
57
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014479021
Saved in:
2
Cross-market informed trading in the CDS and option markets
Hu, May
;
Park, Jason
;
Chen, Jane
;
Verhoevenc, Peter
- In:
Global finance journal
54
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013470116
Saved in:
3
Measuring changes in credit risk : the case of CDS event studies
Andres, Christian
;
Betzer, André
;
Doumet, Markus
- In:
Global finance journal
49
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012887164
Saved in:
4
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:
5
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:
6
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
7
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:
8
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
9
Implied remaining variance in derivative pricing
Carr, Peter
;
Sun, Jian
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
Saved in:
10
Nonlinearity in investment grade Credit Default Swap (CDS) indices of US and Europe : evidence from BDS and close-returns tests
Madhavan, Vinodh
- In:
Global finance journal
24
(
2013
)
3
,
pp. 266-279
Persistent link: https://www.econbiz.de/10010345899
Saved in:
11
Cross-market hedging strategies for credit swaps under a Markov regime-switching framework
Chang, Jow-ran
;
Hung, Mao-Wei
;
Tsai, Feng-tse
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 44-56
Persistent link: https://www.econbiz.de/10009670717
Saved in:
12
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:
13
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:
14
An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
15
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
16
Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
17
Instantaneous credit risk correlation
Byström, Hans N. E.
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 5-12
Persistent link: https://www.econbiz.de/10003628152
Saved in:
18
Is jump risk in iTraxx sector indices diversifiable?
Bhar, Ramaprasad
;
Wang, Peipei
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 42-56
Persistent link: https://www.econbiz.de/10003729810
Saved in:
19
Credit default swaptions
Tucker, Alan L.
;
Wei, Jason
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003018930
Saved in:
20
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:
21
Credit Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
22
Interpolating the term structure from par yield and swap curves
Rendleman, Richard J.
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
Saved in:
23
A general model for hedging swaps with eurodollar futures
Rendleman, Richard J.
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10002155540
Saved in:
24
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:
25
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:
26
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:
27
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
Saved in:
28
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
29
Synthetic barter : simulating countertrade solutions with swaps
Marshall, John F.
- In:
Global finance journal
7
(
1996
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001207056
Saved in:
30
Macroeconomic derivatives : more viable than first thought!
Bansal, Vipul K.
- In:
Global finance journal
6
(
1995
)
2
,
pp. 101-110
Persistent link: https://www.econbiz.de/10001201365
Saved in:
31
Hedging long term commodity swaps with futures
Apsel, David
- In:
Global finance journal
1
(
1989
)
1
,
pp. 77-93
Persistent link: https://www.econbiz.de/10001089855
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->