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Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
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
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30
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Research in international business and finance
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1
Dark knights : the rise in firm intervention by credit default swap investors
Danis, András
;
Gamba, Andrea
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
Portfolio benefits of adding corporate credit default swap indices : evidence from North America and Europe
Hippert, Benjamin
;
Uhde, André
;
Wengerek, Sascha Tobias
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 203-259
Persistent link: https://www.econbiz.de/10012311669
Saved in:
14
The determinants of CDS spreads : evidence from the model space
Pelster, Matthias
;
Vilsmeier, Johannes
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 63-118
Persistent link: https://www.econbiz.de/10012055732
Saved in:
15
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
16
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:
17
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:
18
Structural default model with mutual obligations
Itkin, Andrey
;
Lipton, Alexander
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 15-46
Persistent link: https://www.econbiz.de/10011930552
Saved in:
19
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:
20
The leverage effect puzzle : the case of European sovereign credit default swap market
Kliber, Agata
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10011927969
Saved in:
21
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
22
Do CDS spreads move with commonality in liquidity?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
Saved in:
23
Does modeling framework matter? : a comparative study of structural and reduced-form models
Gündüz, Yalın
;
Uhrig-Homburg, Marliese
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 39-78
Persistent link: https://www.econbiz.de/10010519295
Saved in:
24
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:
25
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
26
Liquidity and CDS premiums on European companies around the Subprime crisis
Lesplingart, Clothilde
;
Majois, Christophe
;
Petitjean, …
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 217-256
Persistent link: https://www.econbiz.de/10009709684
Saved in:
27
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:
28
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009272496
Saved in:
29
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10008695890
Saved in:
30
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
Saved in:
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