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Search: subject_exact:"Kreditausfall-Swap"
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Credit derivative
26
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The review of financial studies
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
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
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30
NBER working paper series
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Are CLO collateral and tranche ratings disconnected?
Griffin, John M.
;
Nickerson, Jordan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2319-2360
Persistent link: https://www.econbiz.de/10014320661
Saved in:
2
Credit default swaps around the world
Bartram, Söhnke M.
;
Conrad, Jennifer S.
;
Lee, Jongsub
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2464-2524
Persistent link: https://www.econbiz.de/10013188968
Saved in:
3
Credit ratings and market information
Piccolo, Alessio
;
Shapiro, Joel Andrew
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4425-4473
Persistent link: https://www.econbiz.de/10013400121
Saved in:
4
OTC intermediaries
Eisfeldt, Andrea L.
;
Herskovic, Bernard
;
Rajan, Sriram
; …
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 615-677
Persistent link: https://www.econbiz.de/10013547903
Saved in:
5
A theory of liquidity spillover between bond and CDS markets
Sambalaibat, Batchimeg
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2525-2569
Persistent link: https://www.econbiz.de/10013188969
Saved in:
6
Cross-listings and the dynamics between credit and equity returns
Augustin, Patrick
;
Jiao, Feng
;
Sarkissian, Sergei
; …
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 112-154
Persistent link: https://www.econbiz.de/10012135545
Saved in:
7
Ambiguity, volatility, and credit risk
Augustin, Patrick
;
Izhakian, Yehuda
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1618-1672
Persistent link: https://www.econbiz.de/10012198439
Saved in:
8
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
Saved in:
9
Safe haven CDS premiums
Klingler, Sven
;
Lando, David
- In:
The review of financial studies
31
(
2018
)
5
,
pp. 1856-1895
Persistent link: https://www.econbiz.de/10011926571
Saved in:
10
The anatomy of the CDS market
Oehmke, Martin
;
Zawadowski, Adam
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 80-119
Persistent link: https://www.econbiz.de/10011738013
Saved in:
11
Can "high costs" justify weak demand for the home equity conversion mortgage?
Davidoff, Thomas
- In:
The review of financial studies
28
(
2015
)
8
,
pp. 2364-2398
Persistent link: https://www.econbiz.de/10011401218
Saved in:
12
Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca
;
Colin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
7
,
pp. 1960-2008
Persistent link: https://www.econbiz.de/10011376098
Saved in:
13
Synthetic or real? : the equilibrium effects of credit default swaps on bond markets
Oehmke, Martin
;
Zawadowski, Adam
- In:
The review of financial studies
28
(
2015
)
12
,
pp. 3303-3337
Persistent link: https://www.econbiz.de/10011447518
Saved in:
14
Collateral-motivated financial innovation
Shen, Ji
;
Yan, Hongjun
;
Zhang, Jinfan
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2961-2997
Persistent link: https://www.econbiz.de/10010530172
Saved in:
15
Does the tail wag the dog? : the effect of credit default swaps on credit risk
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2926-2960
Persistent link: https://www.econbiz.de/10010530173
Saved in:
16
Complex securities and underwriter reputation : do reputable underwriters produce better securities?
Griffin, John M.
;
Lowery, Richard
;
Saretto, Alessio
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2872-2925
Persistent link: https://www.econbiz.de/10010530174
Saved in:
17
Indirect costs of financial distress in durable goods industries : the case of auto manufacurers
Hortaçsu, Ali
;
Matvos, Gregor
;
Syverson, Chad
; …
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1248-1290
Persistent link: https://www.econbiz.de/10009752187
Saved in:
18
Corporate leverage, debt maturity, and credit supply : the role of credit default swaps
Saretto, Alessio
;
Tookes, Heather E.
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1190-1247
Persistent link: https://www.econbiz.de/10009752189
Saved in:
19
CDS auctions
Chernov, Mikhail
;
Gorbenko, Alexander S.
;
Makarov, Igor
- In:
The review of financial studies
26
(
2013
)
3
,
pp. 768-805
Persistent link: https://www.econbiz.de/10009752245
Saved in:
20
Bond illiquidity and excess volatility
Bao, Jack
;
Pan, Jun
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3068-3103
Persistent link: https://www.econbiz.de/10010237371
Saved in:
21
Rating shopping catering? : an examination of the response to competitive pressure for CDO credit ratings
Griffin, John M.
;
Nickerson, Jordan
;
Tang, Dragon Yongjun
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2270-2310
Persistent link: https://www.econbiz.de/10010207273
Saved in:
22
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
23
The bear's lair : index credit default swaps and the subprime mortgage crisis
Stanton, Richard
;
Wallace, Nancy E.
- In:
The review of financial studies
24
(
2011
)
10
,
pp. 3250-3280
Persistent link: https://www.econbiz.de/10009373561
Saved in:
24
Investor reactions to CEO's inside debt incentives
Wei, Chenyang
;
Yermack, David L.
- In:
The review of financial studies
24
(
2011
)
11
,
pp. 3813-3840
Persistent link: https://www.econbiz.de/10009381403
Saved in:
25
Credit default swaps and the empty creditor problem
Bolton, Patrick
;
Oehmke, Martin
- In:
The review of financial studies
24
(
2011
)
8
,
pp. 2617-2655
Persistent link: https://www.econbiz.de/10009312626
Saved in:
26
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
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