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1
Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui
;
Zhang, Xun
;
Gao, Qiuming
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
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2
Firm credit risk in normal times and during the crisis : are banks less risky?
Raunig, Burkhard
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2455-2469
Persistent link: https://www.econbiz.de/10010516600
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3
Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Hammoudeh, …
- In:
Applied economics
50
(
2018
)
49
,
pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
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4
Mitigating credit risk : modelling and optimizing co-insurance in loan pricing
Basu, Debarati
;
Mitra, Shabana
;
Verma, Nishant Kumar
- In:
Applied economics
55
(
2023
)
29
,
pp. 3422-3441
Persistent link: https://www.econbiz.de/10014299161
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5
The domino effect of credit defaults : test of asymmetric default correlations using realised default data
Li, Leon
;
Chen, Carl R.
- In:
Applied economics
50
(
2018
)
44
,
pp. 4803-4813
Persistent link: https://www.econbiz.de/10012061636
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6
Dynamics of CDS spread indexes of US financial sectors
Hammoudeh, Shawkat
;
Nandha, Mohan
;
Yuan, Yuan
- In:
Applied economics
45
(
2013
)
1/3
,
pp. 213-223
Persistent link: https://www.econbiz.de/10009713049
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7
Modelling the dependence structures of Australian iTraxx CDS index
Fenech, Jean-pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 420-431
Persistent link: https://www.econbiz.de/10010358995
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8
Do stress tests matter? : a stury on the impact of the disclosure of stress test results on European financial stocks and CDS markets
Alves, Carlos
;
Mendes, Victor
;
Silva, Paulo Pereira da
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10010486256
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The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.
;
Arvanitis, Stavros E.
; …
- In:
Applied economics
49
(
2017
)
38
,
pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
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10
Spillover across Eurozone credit market sectors and determinants
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
Applied economics
51
(
2019
)
59
,
pp. 6333-6349
Persistent link: https://www.econbiz.de/10012197344
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