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The credit risk components of a swap portfolio
Hübner, Georges - In: The journal of futures markets 24 (2004) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
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Credit risk management in Greater China
Byström, Hans N. E. - In: The journal of futures markets 28 (2008) 6, pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
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Back to the future : futures margins in a future credit default swap index futures market
Byström, Hans N. E. - In: The journal of futures markets 27 (2007) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
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A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng; Verousis, Thanos; Ap Gwilym, Owain - In: Journal of international financial markets, … 24 (2013), pp. 139-152
Persistent link: https://www.econbiz.de/10009726431
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Macro risk factors of credit default swap indices in a regime-switching framework
Kam Fong Chan; Marsden, Alastair - In: Journal of international financial markets, … 29 (2014), pp. 285-308
Persistent link: https://www.econbiz.de/10010412144
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Special issue on credit risk and credit derivatives
Webb, Robert I. (contributor) - 2004
Persistent link: https://www.econbiz.de/10001850803
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Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide; Vecchiato, Walter - In: The journal of futures markets 24 (2004) 1, pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
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The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor - In: The journal of futures markets 42 (2022) 3, pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
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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
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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