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~isPartOf:"The journal of fixed income"
~isPartOf:"Journal of international financial markets, institutions & money"
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Credit insurance
9
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Apergēs, Nikolaos
1
Baba, Naohiko
1
Bhar, Ramaprasad
1
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1
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1
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Dor, Arik Ben
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Lai, Van Son
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The journal of fixed income
Journal of international financial markets, institutions & money
Journal of banking & finance
9
International journal of theoretical and applied finance
7
The journal of structured finance
7
Time for a visible hand : lessons from the 2008 world financial crisis
7
Discussion paper / Centre for Economic Policy Research
5
Housing finance international
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Municipal finance journal : the state and local financing and municipal securities advisor
5
The handbook of credit portfolio management
5
African trade development: issues at the dawn of a new millennium : proceedings of three meetings of Afreximbank's advisory group on trade finance and export development in Africa
4
Discussion papers / CEPR
4
ECB Working Paper
4
Finance research letters
4
Financial stability review : FSR
4
IMF working paper
4
IMF working papers
4
Ifo-Schnelldienst
4
Journal of financial economics
4
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
The definitive guide to CDOs : market, application, valuation and hedging
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series / European Central Bank
4
Working papers in economics
4
BIZ-Quartalsbericht
3
Die unternehmerische Zukunft liegt im Credit Management
3
Discussion paper / Deutsche Bundesbank
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FEDS Working Paper
3
Finance and economics discussion series
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Göttinger Wirtschaftsinformatik
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NBER Working Paper
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NBER working paper series
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Risiko-Manager
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The review of financial studies
3
Verbraucher und Recht : VuR ; Zeitschrift für Wirtschafts- und Verbraucherrecht ; Anlegerschutz, Konsumentenkredit Versicherung, private Altersvorsorge, Verbraucherinsolvenz, Verbraucherschutz
3
Working paper
3
Working paper series / Frankfurt School of Finance & Management
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1
CDS spreads and COVID-19 pandemic
Apergēs, Nikolaos
;
Danuletiu, Dan
;
Xu, Bing
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412804
Saved in:
2
Information content in CDS spreads for equity returns
Wang, Peipei
;
Bhar, Ramaprasad
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 55-80
Persistent link: https://www.econbiz.de/10011293053
Saved in:
3
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:
4
Contagion inside the credit default swaps market : the case of the GM and Ford crisis in 2005
Coudert, Virginie
;
Gex, Mathieu
- In:
Journal of international financial markets, …
20
(
2010
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10008695510
Saved in:
5
Price discovery of subordinated credit spreads for Japanese mega-banks : evidence from bond and credit default swap markets
Baba, Naohiko
;
Inada, Masakazu
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 616-632
Persistent link: https://www.econbiz.de/10003879510
Saved in:
6
Dependence structure between the credit default swap return and the kurtosis of the equity return distribution : evidence from Japan
Chen, Yi-Husan
;
Tu, Anthony H.
;
Wang, Kehluh
- In:
Journal of international financial markets, …
18
(
2008
)
3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10003710364
Saved in:
7
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:
8
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:
9
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
Saved in:
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