//--> //--> //--> //-->
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:"Temi di discussione / Banca d'Italia"
~isPartOf:"Economics letters"
~isPartOf:"The journal of fixed income"
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:"Kreditausfall-Swap"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
58
Kreditderivat
58
Credit risk
36
Kreditrisiko
36
Risikoprämie
15
Risk premium
15
Swap
12
Yield curve
12
Zinsstruktur
12
Theorie
11
Theory
11
USA
10
United States
10
Insolvency
9
Insolvenz
9
Derivat
7
Derivative
7
Corporate bond
6
Credit rating
6
EU countries
6
EU-Staaten
6
Kreditwürdigkeit
6
Unternehmensanleihe
6
Börsenkurs
5
Credit insurance
5
Euro area
5
Eurozone
5
Financial crisis
5
Finanzkrise
5
Kreditversicherung
5
Share price
5
Bewertung
4
CAPM
4
CDS
4
Estimation
4
Evaluation
4
Portfolio selection
4
Portfolio-Management
4
Public bond
4
Schätzung
4
more ...
less ...
Online availability
All
Undetermined
10
Free
6
Type of publication
All
Article
52
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
58
Author
All
Fabozzi, Frank J.
4
Cecchetti, Sara
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
Schiereck, Dirk
2
Sverdlove, Ronald
2
Acerbis, Valentina
1
Ap Gwilym, Owain
1
Apergēs, Nikolaos
1
Assing, Andrew
1
Baheti, Prasun
1
Beliaeva, Natalia A.
1
Berg, Tobias
1
Bianchi, Michele Leonardo
1
Borri, Nicola
1
Brunetti, Celso
1
Byström, Hans N. E.
1
Caliendo, Frank
1
Campello, Murillo
1
Castagnetti, Carolina
1
Cathcart, Lara
1
Cepni, Oguzhan
1
Chen, Chih-Chun
1
Cizel, Janko
1
Corlu, Alper
1
Daniels, Kenneth N.
1
Delianedis, Gordon
1
Di Cesare, Antonio
1
Díaz Pérez, Antonio
1
Ehlers, Stefan
1
Ejsing, Jacob Wellendorph
1
Eraslan, Veysel
1
Evans, Leonard
1
more ...
less ...
Published in...
All
Temi di discussione / Banca d'Italia
Economics letters
The journal of fixed income
Journal of banking & finance
65
The journal of structured finance
51
International review of financial analysis
37
Journal of financial stability
33
Journal of international financial markets, institutions & money
31
Finance research letters
30
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
The journal of credit risk : published quarterly by Incisive Media
30
Journal of international money and finance
27
NBER Working Paper
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The journal of futures markets
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
21
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
IMF working papers
19
Working paper series / European Central Bank
18
Discussion paper
17
International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Review of finance : journal of the European Finance Association
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Review of quantitative finance and accounting
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
13
Discussion paper / Tinbergen Institute
12
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
50
of
58
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal capital structure and credit spreads under pandemic shocks
Yao, Yanming
;
Luo, Pengfei
- In:
Economics letters
224
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014307604
Saved in:
2
An analysis of sovereign credit risk premia in the euro area : are they explained by local or global factors?
Cecchetti, Sara
-
2020
Persistent link: https://www.econbiz.de/10012204727
Saved in:
3
The urgency to borrow in the interbank market
Brunetti, Celso
;
Harris, Jeffrey H.
;
Mankad, Shawn
- In:
Economics letters
221
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014229535
Saved in:
4
A quantitative analysis of risk premia in the corporate bond market
Cecchetti, Sara
-
2017
Persistent link: https://www.econbiz.de/10011947771
Saved in:
5
CDS trading and bond interest rates
Caliendo, Frank
- In:
Economics letters
174
(
2019
),
pp. 52-54
Persistent link: https://www.econbiz.de/10012121015
Saved in:
6
Redenomination-risk spillovers in the Eurozone
Borri, Nicola
- In:
Economics letters
174
(
2019
),
pp. 173-178
Persistent link: https://www.econbiz.de/10012121083
Saved in:
7
Do NPL portfolio sales help reduce banks' financing costs?
Manz, Florian
;
Kiesel, Florian
;
Schiereck, Dirk
- In:
Economics letters
182
(
2019
),
pp. 93-97
Persistent link: https://www.econbiz.de/10012122440
Saved in:
8
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:
9
How much of bank credit risk is sovereign risk? : evidence from the eurozone
Li, Junye
;
Zinna, Gabriele
-
2014
Persistent link: https://www.econbiz.de/10011539407
Saved in:
10
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
11
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:
12
An empirical comparison of alternative credit default swap pricing models
Bianchi, Michele Leonardo
-
2012
Persistent link: https://www.econbiz.de/10009776681
Saved in:
13
A dynamic default dependence model
Cecchetti, Sara
;
Nappo, Giovanna
-
2012
Persistent link: https://www.econbiz.de/10010351287
Saved in:
14
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:
15
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:
16
The sensitivity of credit default swap premium to global risk factor : evidence from emerging markets
Cepni, Oguzhan
;
Kucuksarac, Doruk
;
Yilmaz, M. Hasan
- In:
Economics letters
159
(
2017
),
pp. 74-77
Persistent link: https://www.econbiz.de/10011903387
Saved in:
17
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
18
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:
19
Market reactions to the ECB's Comprehensive Assessment
Sahin, Cenkhan
;
Haan, Jakob de
- In:
Economics letters
140
(
2016
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011615673
Saved in:
20
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Di Cesare, Antonio
;
Guazzarotti, Giovanni
-
2010
Persistent link: https://www.econbiz.de/10008732222
Saved in:
21
Forecasting Credit Default Swaps (CDSs) spreads with newswire messages : evidence from European countries under financial distress
Apergēs, Nikolaos
- In:
Economics letters
136
(
2015
),
pp. 92-94
Persistent link: https://www.econbiz.de/10011435903
Saved in:
22
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:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
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:
32
Credit default swaps and risk-shifting
Campello, Murillo
;
Matta, Rafael
- In:
Economics letters
117
(
2012
)
3
,
pp. 639-641
Persistent link: https://www.econbiz.de/10009679057
Saved in:
33
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:
34
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:
35
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:
36
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:
37
The Janus-headed salvation : sovereign and bank credit risk premia during 2008 - 2009
Ejsing, Jacob Wellendorph
;
Lemke, Wolfgang
- In:
Economics letters
110
(
2011
)
1
,
pp. 28-31
Persistent link: https://www.econbiz.de/10009241581
Saved in:
38
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:
39
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:
40
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:
41
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:
42
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:
43
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:
44
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:
45
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:
46
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:
47
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:
48
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:
49
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:
50
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->