//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Total return swap"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit derivative
846
Kreditderivat
846
Kreditrisiko
572
Credit risk
571
Welt
207
World
207
Risikoprämie
197
Risk premium
197
Country risk
184
Länderrisiko
184
Financial crisis
170
Finanzkrise
170
Swap
170
Theorie
169
Theory
169
Derivat
160
Derivative
160
Credit default swaps
133
Public bond
133
Öffentliche Anleihe
133
EU countries
121
EU-Staaten
121
Yield curve
118
Zinsstruktur
118
Insolvency
106
Insolvenz
106
Estimation
101
Schätzung
101
Public debt
90
Öffentliche Schulden
90
CDS
81
Credit default swap
80
Volatility
77
Volatilität
77
Eurozone
76
Euro area
75
Börsenkurs
73
Share price
72
Spillover effect
71
Spillover-Effekt
71
more ...
less ...
Online availability
All
Undetermined
Free
1,461
Type of publication
All
Article
760
Book / Working Paper
87
Type of publication (narrower categories)
All
Article in journal
731
Aufsatz in Zeitschrift
731
Arbeitspapier
63
Graue Literatur
63
Non-commercial literature
63
Working Paper
63
Aufsatz im Buch
30
Book section
30
Conference paper
9
Konferenzbeitrag
9
Hochschulschrift
4
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
842
German
4
Undetermined
1
Author
All
Hammoudeh, Shawkat
12
Shahzad, Syed Jawad Hussain
12
Kiesel, Florian
11
Augustin, Patrick
9
Wang, Xinjie
9
Schiereck, Dirk
8
Zhong, Zhaodong
8
Zhu, Lu
8
Bouri, Elie
7
Hu, Nan
7
Li, Jianping
7
Pavlova, Ivelina
7
Silva, Paulo Pereira da
7
Sun, Xiaolei
7
Tang, Dragon Yongjun
7
Apergēs, Nikolaos
6
Ballester, Laura
6
DeBoyrie, Maria Eugenia
6
Naifar, Nader
6
Procasky, William J.
6
Subrahmanyam, Marti G.
6
Aizenman, Joshua
5
Benbouzid, Nadia
5
Di Tommaso, Caterina
5
Fabozzi, Frank J.
5
González-Urteaga, Ana
5
Gündüz, Yalın
5
Junge, Benjamin
5
Kolaric, Sascha
5
Lin, Ming-Tsung
5
Liu, Ling
5
Lovreta, Lidija
5
Mallick, Sushanta Kumar
5
Peltonen, Tuomo
5
Scheicher, Martin
5
Wu, Eliza
5
Zhang, Gaiyan
5
Acharya, Viral V.
4
Adelson, Mark
4
Bolton, Patrick
4
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Springer Fachmedien Wiesbaden
2
Bucerius Law School
1
Mohr Siebeck GmbH & Co. KG
1
Springer International Publishing
1
Published in...
All
Finance research letters
33
Journal of banking & finance
31
Journal of financial stability
29
International review of financial analysis
25
Journal of financial economics
22
Discussion paper / Centre for Economic Policy Research
20
Journal of international financial markets, institutions & money
19
Journal of international money and finance
19
Journal of empirical finance
18
International review of economics & finance : IREF
16
Review of quantitative finance and accounting
16
The North American journal of economics and finance : a journal of financial economics studies
16
Working paper / National Bureau of Economic Research, Inc.
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Review of finance : journal of the European Finance Association
14
Applied economics
13
Research in international business and finance
13
The European journal of finance
11
The journal of credit risk : published quarterly by Incisive Media
11
Economic modelling
10
Economics letters
10
International journal of theoretical and applied finance
10
The journal of futures markets
10
Discussion papers / CEPR
9
Journal of financial markets
9
Quantitative finance
9
SpringerLink / Bücher
9
The journal of corporate finance : contracting, governance and organization
9
The journal of structured finance
9
Computational economics
8
International journal of finance & economics : IJFE
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Energy economics
7
International journal of financial engineering
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial intermediation
7
Review of derivatives research
7
Global finance journal
6
Journal of monetary economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
846
RePEc
1
Showing
1
-
50
of
847
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric and nonlinear comovements of credit default swap and bond markets : evidence from an emerging market
Bank, Semra
;
Abdioğlu, Zehra
;
Kahraman, Elif
- In:
Spanish journal of finance & accounting : the official …
53
(
2024
)
2
,
pp. 232-253
Persistent link: https://www.econbiz.de/10014564193
Saved in:
2
The demand for central clearing : to clear or not to clear, that is the question!
Bellia, Mario
;
Girardi, Giulio
;
Panzica, Roberto Calogero
; …
- In:
Journal of financial stability
72
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014565229
Saved in:
3
Financial contagion among the GSIBs and regulatory interventions
Lai, Jennifer Te
;
McNelis, Paul D.
- In:
Journal of financial stability
72
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565243
Saved in:
4
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:
5
CDS channels of influence on discretionary accruals
Cheng, Hao
;
Lim, Kian-Guan
- In:
Journal of accounting, auditing & finance : JAAF
39
(
2024
)
3
,
pp. 855-882
Persistent link: https://www.econbiz.de/10014584650
Saved in:
6
Do ESG disclosures mitigate investors’ reaction on mining disasters? : evidence from Brazil
Fdez-Galiano, Inés Merino
;
Feria-Domínguez, José Manuel
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 256-267
Persistent link: https://www.econbiz.de/10014631510
Saved in:
7
CEO optimism and the use of credit default swaps : evidence from the US life insurance industry
Cheng, Jiang
;
Fung, Hung-gay
;
Lin, Tzuting
;
Wen, Min Ming
- In:
Review of quantitative finance and accounting
63
(
2024
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10014546428
Saved in:
8
The Changing behavior of the European credit default swap spreads during the Covid‑19 pandemic : a Bayesian network analysis
Cinicioglu, Esma Nur
;
Kışla, Gül Huyugüzel
;
Özlem …
- In:
Computational economics
63
(
2024
)
3
,
pp. 1213-1254
Persistent link: https://www.econbiz.de/10014548274
Saved in:
9
Does managerial pay disparity influence BHC default risk?
Ali, Searat
;
Iqbal, Jamshed
;
Malik, Ihtisham
;
Rahman, Dewan
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1250-1269
Persistent link: https://www.econbiz.de/10014535090
Saved in:
10
Counterparty risk and counterparty choice in the credit default swap market
Du, Wenxin
;
Gadgil, Salil
;
Gordy, Michael B.
;
Vega, Clara
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3808-3826
Persistent link: https://www.econbiz.de/10014552008
Saved in:
11
Corporate credit default swap systematic factors
Chan, Ka Kei
;
Lin, Ming-Tsung
;
Lu, Qinye
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1224-1256
Persistent link: https://www.econbiz.de/10014553983
Saved in:
12
Global and local information efficiency : an examination of samuelson's dictum
Xiao, Yaqing
;
Yan, Hongjun
;
Zhang, Jinfan
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578579
Saved in:
13
The impact of COVID-19 on sovereign contagion
Drakos, Anastasios
;
Moratis, Georgios
- In:
Journal of financial stability
70
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490462
Saved in:
14
Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh
;
Milidonis, Andreas
;
Zenios, Stauros Andrea
- In:
Journal of financial stability
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
Saved in:
15
Spillover among sovereign credit risk and the role of climate uncertainty
Naifar, Nader
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490623
Saved in:
16
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
17
Determinants of CDS in core and peripheral European countries : a comparative study during crisis and calm periods
Haddou, Samira
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492044
Saved in:
18
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
19
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
20
Credit default swaps and corporate ESG performance
Zhao, Ran
;
Zhu, Lu
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014452086
Saved in:
21
Credit default swaps and corporate environmental impacts in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
Environmental Technology Innovation and ESG Investment …
,
(pp. 39-69)
.
2024
Persistent link: https://www.econbiz.de/10014501144
Saved in:
22
The effect of economic and political uncertainty on sovereign CDS spreads
Pan, Wei-Fong
;
Wang, Xinjie
;
Xiao, Yaqing
;
Xu, Weike
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10014446419
Saved in:
23
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
24
Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure
Kölbel, Julian
;
Leippold, Markus
;
Rillaerts, Jordy
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 30-69
Persistent link: https://www.econbiz.de/10014526303
Saved in:
25
Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets : fresh evidence from G7 and BRICS countries
He, Zhipeng
;
Zhang, Shuguang
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014531188
Saved in:
26
How does credit market innovation affect the fiscal policy of state governments?
Chen, Hsien-Yi
;
Chen, Sheng-syan
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 389-420
Persistent link: https://www.econbiz.de/10014503085
Saved in:
27
Stock price informativeness and credit default swap trading
Silva, Paulo Pereira da
;
Vieira, Isabel
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2950-2970
Persistent link: https://www.econbiz.de/10014635215
Saved in:
28
The sovereign rating channel in the European debt crisis : spillover effects on sovereign CDS and other systemic risk indicators
Georgoutsos, Demetris A.
;
Moratis, George
-
2024
Persistent link: https://www.econbiz.de/10015047370
Saved in:
29
Funding liquidity and CDS-bond basis : evidence from the CDS big bang
Wang, Xinjie
;
Zhong, Zhaodong
-
2024
Persistent link: https://www.econbiz.de/10015047585
Saved in:
30
Financial decisions involving credit default swaps over the business cycle
Gan, Liu
;
Yang, Zhaojun
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050037
Saved in:
31
Volatility spillover networks of credit risk : evidence from ASW and CDS spreads in Turkey and Brazil
Gunay, Samet
;
Cevik, Emrah Ismail
;
Dibooglu, Sel
- In:
Panoeconomicus
71
(
2024
)
4
,
pp. 571-604
Persistent link: https://www.econbiz.de/10015052255
Saved in:
32
Developments in CDS markets : a review on recent CDS studies
Hu, Xingyi
;
Zhong, Zhaodong
-
2024
Persistent link: https://www.econbiz.de/10015047738
Saved in:
33
Credit default swaps and corporate carbon emissions in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015048245
Saved in:
34
Pricing transition risk with a jump-diffusion credit risk model : evidences from the CDS market
Livieri, Giulia
;
Radi, Davide
;
Smaniotto, Elia
- In:
Review of corporate finance
4
(
2024
)
1/2
,
pp. 177-201
Persistent link: https://www.econbiz.de/10014554016
Saved in:
35
The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
M'beirick, Abdallahi
;
Haddou, Samira
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 244-272
Persistent link: https://www.econbiz.de/10014535547
Saved in:
36
Credit default swaps and shareholder monitoring
Gu, Qiankun
;
Kong, Dongmin
;
Si, Fangbo
;
Xiong, Xi
;
Yu, …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543447
Saved in:
37
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
Li, Man
;
Huang, Ying
;
Huang, Ya
;
Zhou, Jieming
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 49-94
Persistent link: https://www.econbiz.de/10015045572
Saved in:
38
Credit default swaps, fire-sale risk, and the liquidity provision in the bond market
Massa, Massimo
;
Zhang, Lei
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1963-1996
Persistent link: https://www.econbiz.de/10015055439
Saved in:
39
Credit default risk, internal control and stock returns
Tian, Ting
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062481
Saved in:
40
Credit default swaps and corporate debt structure
Chen, Yangyang
;
Saffar, Walid
;
Shan, Chenyu
;
Wang, …
- In:
The journal of corporate finance : contracting, …
83
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014513164
Saved in:
41
Do credit default swaps impact lenders' monitoring of loans?
Essaddam, Naceur
;
Hossain, Miran
;
Hussain, Tashfeen
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 567-600
Persistent link: https://www.econbiz.de/10014342044
Saved in:
42
Does CDS market price intangible asset value? : evidence from SG&A expenditure
Huang, Rong
;
Lin, Xintian
;
Xie, Yuan
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 701-728
Persistent link: https://www.econbiz.de/10014342054
Saved in:
43
European bank credit risk transmission during the credit Suisse collapse
Nekhili, Ramzi
;
Foglia, Matteo
;
Bouri, Elie
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014584309
Saved in:
44
Frontier markets sovereign risk : new evidence from spatial econometric models
Telila, Henok Fasil
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014633336
Saved in:
45
An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw
;
Hsieh, Pei-Lin
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 20-48
Persistent link: https://www.econbiz.de/10014231375
Saved in:
46
Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014247017
Saved in:
47
COVID-19 pandemic and global corporate CDS spreads
Hasan, Iftekhar
;
Marra, Miriam
;
To, Thomas Y.
;
Wu, Eliza
; …
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248238
Saved in:
48
Sustainability and sovereign credit risk
Anand, Arsh
;
Vanpée, Rosanne
;
Lončarski, Igor
- In:
International review of financial analysis
86
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014248645
Saved in:
49
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
50
Another look at contagion across United States and European financial markets : evidence from the credit default swaps markets
Tsionas, Efthymios G.
;
Apergēs, Nikolaos
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1137-1155
Persistent link: https://www.econbiz.de/10014253359
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->