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Stock options and credit default swaps in risk management
Al-Own, Bassam; Minhat, Marizah; Gao, Simon S. - In: Journal of international financial markets, … 53 (2018), pp. 200-214
Persistent link: https://www.econbiz.de/10011983854
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Using expected shortfall for credit risk regulation
Osmundsen, Kjartan Kloster - In: Journal of international financial markets, … 57 (2018), pp. 80-93
Persistent link: https://www.econbiz.de/10012127600
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Looking through systemic credit risk : determinants, stress testing and market value
Chamizo, Álvaro; Novales, Alfonso - In: Journal of international financial markets, … 64 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012495683
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263344