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Search: subject_exact:"Swapgeschäft"
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Swap
17
Theorie
8
Theory
8
Credit risk
7
Kreditrisiko
7
Credit derivative
6
Kreditderivat
6
Credit default swaps
5
Derivat
5
Derivative
5
Yield curve
5
Zinsstruktur
5
Interest rate derivative
4
Option pricing theory
4
Optionspreistheorie
4
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4
Credit insurance
3
Insolvency
3
Insolvenz
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Kreditversicherung
3
Liquidity
3
Bank liquidity
2
Bankenliquidität
2
CDS
2
Financial market regulation
2
Finanzmarktregulierung
2
Interest rate
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Interest rate swaps
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OTC-Handel
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Risk premium
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Stochastic process
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17
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Filipović, Damir
2
Tang, Dragon Yongjun
2
Wang, Sarah Qian
2
Acharya, Viral V.
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Aragon, George O.
1
Augustin, P.
1
Cenedese, Gino
1
Chen, Yangyang
1
Chernov, Mikhail
1
Danis, András
1
Gamba, Andrea
1
Gourier, Elise
1
Johnson, Tim
1
Leippold, Markus
1
Li, Jay Yin
1
Li, Lei
1
Longstaff, Francis A.
1
Mancini, Loriano
1
Minton, Bernadette A.
1
Onur, Esen
1
Qian, Jun
1
Ranaldo, Angelo
1
Reiffen, David A.
1
Riggs, Lynn
1
Santa-Clara, Pedro
1
Schmid, L.
1
Schwartz, Eduardo S.
1
Song, Dongho
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Sun, Tong-sheng
1
Sundaresan, Suresh M.
1
Syrstad, Olav
1
Trolle, Anders B.
1
Vasios, Michalis
1
Viswanath-Natraj, Ganesh
1
Wang, Ching
1
Xin, Chang
1
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Journal of financial economics
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
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
Euromoney
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
European journal of operational research : EJOR
13
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
Finance research letters
11
Journal of international money and finance
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 North American journal of economics and finance : a journal of financial economics studies
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
8
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ECONIS (ZBW)
17
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1
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
2
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
3
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
4
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
5
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
6
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
7
The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
Saved in:
8
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
9
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
10
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
11
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
12
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
13
Insider trading in credit derivatives
Acharya, Viral V.
;
Johnson, Tim
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 110-141
Persistent link: https://www.econbiz.de/10003454985
Saved in:
14
Factor dependence of Bermudan swaptions : factor or fiction?
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10001608806
Saved in:
15
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
16
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
Saved in:
17
Interest rate swaps : an empirical investigation
Sun, Tong-sheng
- In:
Journal of financial economics
34
(
1993
)
1
,
pp. 77-99
Persistent link: https://www.econbiz.de/10001149418
Saved in:
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