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isPartOf:"Journal of international money and finance"
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Journal of international money and finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Working Paper
14
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
European journal of operational research : EJOR
12
Finance research letters
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
The journal of investment compliance
9
Applied economics letters
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ECONIS (ZBW)
47
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1
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
2
Does CDS trading affect risk-taking incentives in managerial compensation?
Chen, Jie
;
Leung, Woon Sau
;
Song, Wei
;
Avino, Davide
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463077
Saved in:
3
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
4
The changing landscape of treasury auctions
Amin, Shehryar
;
Tédongap, Roméo
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248254
Saved in:
5
Central bank swap arrangements in the COVID-19 crisis
Aizenman, Joshua
;
Ito, Hiro
;
Pasricha, Gurnain Kaur
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433618
Saved in:
6
FX spot and swap market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
Saved in:
7
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
8
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
9
No-arbitrage pricing of GDP-linked bonds
Eguren Martin, Fernando
;
Meldrum, Andrew
;
Yan, Wen
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820248
Saved in:
10
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
11
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
12
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
13
Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Lloyd, Simon P.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012521227
Saved in:
14
Pricing factors in multiple-term structures from interbank rates
Lafuente, Juan Angel
;
Petit, Nuria
;
Serrano, Pedro
- In:
Journal of international money and finance
91
(
2019
),
pp. 138-159
Persistent link: https://www.econbiz.de/10012134492
Saved in:
15
Credit default swaps as indicators of bank financial distress
Avino, Davide E.
;
Conlon, Thomas
;
Cotter, John
- In:
Journal of international money and finance
94
(
2019
),
pp. 132-139
Persistent link: https://www.econbiz.de/10012135149
Saved in:
16
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
17
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
18
Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Bertoni, Fabio
;
Lugo, Stefano
- In:
Journal of banking & finance
90
(
2018
),
pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
Saved in:
19
The asymmetric effect of international swap lines on banks in emerging markets
Andrieş, Alin Marius
;
Fischer, Andreas M.
;
Yeşin, Pınar
- In:
Journal of banking & finance
75
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011742162
Saved in:
20
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
21
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
22
Market frictions and the pricing of sovereign credit default swaps
Rubia, Antonio
;
Sanchis-Marco, Lidia
;
Serrano, Pedro
- In:
Journal of international money and finance
60
(
2016
),
pp. 223-252
Persistent link: https://www.econbiz.de/10011660873
Saved in:
23
Bank credit default swaps and deposit insurance around the world
Liu, Liuling
;
Zhang, Gaiyan
;
Fang, Yiwei
- In:
Journal of international money and finance
69
(
2016
),
pp. 339-363
Persistent link: https://www.econbiz.de/10011712039
Saved in:
24
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini
;
Skiadopoulos, George
- In:
Journal of banking & finance
62
(
2016
),
pp. 62-75
Persistent link: https://www.econbiz.de/10011634054
Saved in:
25
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
26
Credit default swaps and the market for sovereign debt
Ismailescu, Iuliana
;
Phillips, Blake
- In:
Journal of banking & finance
52
(
2015
),
pp. 43-61
Persistent link: https://www.econbiz.de/10011377300
Saved in:
27
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
28
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
29
The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock
;
Zhu, Haibin
- In:
Journal of banking & finance
40
(
2014
),
pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
Saved in:
30
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
31
Central bank swap line effectiveness during the euro area sovereign debt crisis
Moessner, Richhild
;
Allen, William A.
- In:
Journal of international money and finance
35
(
2013
),
pp. 167-178
Persistent link: https://www.econbiz.de/10009751687
Saved in:
32
The information content of Eonia swap rates before and during the financial crisis
Hernandis, Lucía
;
Torró, Hipòlit
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5316-5328
Persistent link: https://www.econbiz.de/10010343723
Saved in:
33
Inflation-indexed swaps and swaptions
Hinnerich, Mia
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2293-2306
Persistent link: https://www.econbiz.de/10003787165
Saved in:
34
Regime dependent determinants of credit dafault swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
35
The delivery option in credit default swaps
Jankowitsch, Rainer
;
Pullirsch, Rainer
;
Veza, Tanja
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1269-1285
Persistent link: https://www.econbiz.de/10003749198
Saved in:
36
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
37
Volatility spillovers across international swap markets : the US, Japan, and the UK
In, Francis Haeuck
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003441989
Saved in:
38
Why should the portfolios of mandatory, private pension funds be captive? : (The foreign investment question)
De Menil, George
- In:
Journal of banking & finance
29
(
2005
)
1
,
pp. 123-141
Persistent link: https://www.econbiz.de/10002440914
Saved in:
39
The relationship between credit default swap spreads, bond yields, and credit rating announcements
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2789-2811
Persistent link: https://www.econbiz.de/10002362016
Saved in:
40
Informational efficiency of credit default swap and stock markets : the impact of credit rating announcements
Norden, Lars
;
Weber, Martin
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2813-2843
Persistent link: https://www.econbiz.de/10002362029
Saved in:
41
The analytic pricing of asymmetric defaultable swaps
Hübner, Georges
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 295-316
Persistent link: https://www.econbiz.de/10001545295
Saved in:
42
Swap credit risk : an empirical investigation on transaction data
Cossin, Didier
- In:
Journal of banking & finance
21
(
1997
)
10
,
pp. 1351-1373
Persistent link: https://www.econbiz.de/10001229575
Saved in:
43
A non-parametric analysis of covered interest parity in long-date capital markets
Fletcher, Donna Jeanne
- In:
Journal of international money and finance
13
(
1994
)
4
,
pp. 459-475
Persistent link: https://www.econbiz.de/10001164480
Saved in:
44
Long-term covered interest parity : evidence from currency swaps
Popper, Helen Ann
- In:
Journal of international money and finance
12
(
1993
)
4
,
pp. 439-448
Persistent link: https://www.econbiz.de/10001145080
Saved in:
45
Currency swaps, hedging, and the exchange of collateral
Melnik, Arie
- In:
Journal of international money and finance
11
(
1992
)
5
,
pp. 446-461
Persistent link: https://www.econbiz.de/10001129977
Saved in:
46
Interest rate swaps in an agency theoretical model with uncertain interest rates
Wall, Larry D.
- In:
Journal of banking & finance
13
(
1989
)
2
,
pp. 261-270
Persistent link: https://www.econbiz.de/10001069316
Saved in:
47
Swaps, expectations, and exchange rates
Mahajan, Arvind
- In:
Journal of banking & finance
10
(
1986
)
1
,
pp. 7-20
Persistent link: https://www.econbiz.de/10001024310
Saved in:
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