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type_genre:"Multi-volume publication"
~subject:"Kreditversicherung"
~type_genre:"Article in journal"
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ECONIS (ZBW)
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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
Credit default swaps : a primer and some recent trends
Lando, David
- In:
Annual review of financial economics
12
(
2020
),
pp. 177-192
Persistent link: https://www.econbiz.de/10012404625
Saved in:
3
Price discovery limits in the credit default swap market in the financial crisis
Pavlov, Andrey D.
;
Schwartz, Eduardo
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012428390
Saved in:
4
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
5
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
6
Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
Saved in:
7
Understanding transactions prices in the credit default swaps market
Tang, Dragon Yongjun
;
Yan, Hong
- In:
Journal of financial markets
32
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011814976
Saved in:
8
Counterparty risk for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
Saved in:
9
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:
10
Analysis of Lithuanian credit default swaps
Kregzde, Arvydas
;
Murauskas, Gediminas
- In:
Journal of business economics and management
16
(
2015
)
5
,
pp. 916-930
Persistent link: https://www.econbiz.de/10011386659
Saved in:
11
CDS as insurance : leaky lifeboats in stormy seas
Stephens, Eric
;
Thompson, James R.
- In:
Journal of financial intermediation
23
(
2014
)
3
,
pp. 279-299
Persistent link: https://www.econbiz.de/10010473450
Saved in:
12
Determinants of credit default swaps spreads in European and Asian markets
Hassan, M. Kabir
;
Ngow, Thiti S.
;
Yu, Jung-suk
;
Hassan, …
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 295-310
Persistent link: https://www.econbiz.de/10010259397
Saved in:
13
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
14
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:
15
Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers
Coudert, Virginie
;
Gex, Mathieu
- In:
Revue d'économie financière : revue trimestrielle de …
97
(
2010
),
pp. 15-34
Persistent link: https://www.econbiz.de/10003958120
Saved in:
16
La longue marche vers la mise en place de chambres de compensation sur les marchés de dérivés de crédit
Chanel-Reynaud, Gisèle
- In:
Revue d'économie financière : revue trimestrielle de …
97
(
2010
),
pp. 35-63
Persistent link: https://www.econbiz.de/10003958123
Saved in:
17
La compensation des produits financiers dérivés est-elle la panacée?
Castel, Michel
- In:
Revue d'économie financière : revue trimestrielle de …
97
(
2010
),
pp. 65-70
Persistent link: https://www.econbiz.de/10003958125
Saved in:
18
The credit default swap market and the settlement of large defaults
Coudert, Virginie
;
Gex, Mathieu
- In:
International economics : a journal published by CEPII …
123
(
2010
)
3
,
pp. 91-120
Persistent link: https://www.econbiz.de/10008902602
Saved in:
19
Valuation of a basket loan credit default swap
Liang, Jin
;
Zhou, Yujing
- In:
International journal of financial research
1
(
2010
)
1
,
pp. 21-29
Persistent link: https://www.econbiz.de/10009305958
Saved in:
20
Kontrahentenrisiko und CCPs : CDS 2.0, Teil 1
Cerveny, Frank
- In:
Risiko-Manager
(
2009
)
11
,
pp. 1,8-14
Persistent link: https://www.econbiz.de/10003839243
Saved in:
21
Structured credit products and the 2007 financial crisis
Breinlinger, Luise
;
Fortin, Ines
- In:
Wirtschaftspolitische Blätter
56
(
2009
)
3
,
pp. 305-320
Persistent link: https://www.econbiz.de/10003884521
Saved in:
22
Central counterparties for over-the-counter derivatives
Cecchetti, Stephen G.
;
Gyntelberg, Jacob
;
Hollanders, Marc
- In:
BIS quarterly review : international banking and …
(
2009
),
pp. 45-58
Persistent link: https://www.econbiz.de/10003884971
Saved in:
23
Has the CDS market lowered the cost of corporate debt?
Ashcraft, Adam B.
;
Santos, João A. C.
- In:
Journal of monetary economics
56
(
2009
)
4
,
pp. 514-523
Persistent link: https://www.econbiz.de/10003850585
Saved in:
24
Standardisierung von CDS : CDS 2.0, Teil 2
Cerveny, Frank
- In:
Risiko-Manager
(
2009
)
12
,
pp. 16-23
Persistent link: https://www.econbiz.de/10003845692
Saved in:
25
Toward a new framework and a better understanding of credit default swaps
Brandes, Ari J.
- In:
Derivatives & financial instruments
10
(
2008
)
3
,
pp. 75-91
Persistent link: https://www.econbiz.de/10003745813
Saved in:
26
Kreditderivate im Fokus : Credit-Default-Swap-Markt versus Anleihemarkt
Wagner, Eva
- In:
CFO aktuell : Zeitschrift für Finance & Controlling
1
(
2007
)
5
,
pp. 203-206
Persistent link: https://www.econbiz.de/10003562145
Saved in:
27
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:
28
Bilanzierung von Finanzgarantien nach der Neufassung von IAS 39
Grünberger, David
- In:
KoR : internationale und kapitalmarktorientierte …
6
(
2006
)
11
,
pp. 81-92
Persistent link: https://www.econbiz.de/10003283679
Saved in:
29
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano
;
Alfonsi, Aurélien
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10002497060
Saved in:
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