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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Credit derivative
16
Kreditderivat
16
Credit risk
13
Kreditrisiko
13
credit default swaps
8
Insolvency
5
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5
Swap
5
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credit risk
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empty creditor
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financial networks
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1980-2010
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Birge, John R.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
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
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The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
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The journal of futures markets
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International review of economics & finance : IREF
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Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Finance and economics discussion series
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Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
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Research in international business and finance
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ECONIS (ZBW)
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1
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
2
CDS trading initiation, information asymmetry, and dividend payout
Landsman, Wayne R.
;
Li, Chao Kevin
;
Zhao, Jianxin Donny
- In:
Management science : journal of the Institute for …
69
(
2023
)
1
,
pp. 684-701
Persistent link: https://www.econbiz.de/10014289710
Saved in:
3
Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
Saved in:
4
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
5
Credit shock propagation along supply chains : evidence from the CDS market
Agca, Senay
;
Babich, Volodymyr
;
Birge, John R.
;
Wu, Jing
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6506-6538
Persistent link: https://www.econbiz.de/10013373022
Saved in:
6
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
7
Financial innovation and financial intermediation : evidence from credit default swaps
Butler, Alexander W.
;
Gao, Xiang
;
Uzmanoglu, Cihan
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3150-3173
Persistent link: https://www.econbiz.de/10012581326
Saved in:
8
Corporate payout policy and credit risk : evidence from credit default swap markets
Sun, Chengzhu
;
Wang, Shujing
;
Zhang, Chu
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5755-5775
Persistent link: https://www.econbiz.de/10012650160
Saved in:
9
Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen
;
Seuken, Sven
;
Battiston, Stefano
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
Saved in:
10
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
Saved in:
11
Dealer liquidity provision and the breakdown of the law of one price : evidence from the CDS-bond basis
Choi, Jaewon
;
Shachar, Or
;
Shin, Sean Seunghun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4100-4122
Persistent link: https://www.econbiz.de/10012118544
Saved in:
12
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
13
Do empty creditors matter? : evidence from distressed exchange offers
Danis, András
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704
Saved in:
14
Testing the transparency implications of mandatory IFRS adoption : the spread/maturity relation of credit default swaps
Bhat, Gauri
;
Callen, Jeffrey L.
;
Segal, Dan
- In:
Management science : journal of the Institute for …
62
(
2016
)
12
,
pp. 3472-3493
Persistent link: https://www.econbiz.de/10011626364
Saved in:
15
What do credit markets tell us about the speed of leverage adjustment?
Elkamhi, Redouane
;
Pungaliya, Raunaq S.
;
Vijh, Anand M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2269-2290
Persistent link: https://www.econbiz.de/10010461903
Saved in:
16
Modeling the loss distribution
Chava, Sudheer
;
Stefanescu, Catalina
;
Turnbull, Stuart M.
- In:
Management science : journal of the Institute for …
57
(
2011
)
7
,
pp. 1267-1287
Persistent link: https://www.econbiz.de/10009267617
Saved in:
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