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ECONIS (ZBW)
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1
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
Saved in:
2
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
3
Swap
credit risk : an empirical investigation on transaction data
Cossin, Didier
- In:
Journal of banking & finance
21
(
1997
)
10
,
pp. 1351-1373
Persistent link: https://www.econbiz.de/10001229575
Saved in:
4
Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe
;
Merrouche, Ouarda
-
2015
disruptions in the FX
swap
market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
Saved in:
5
Credit default swaps and the market for sovereign debt
Ismailescu, Iuliana
;
Phillips, Blake
- In:
Journal of banking & finance
52
(
2015
),
pp. 43-61
Persistent link: https://www.econbiz.de/10011377300
Saved in:
6
Government capital injection, credit risk transfer, and bank performance during a financial crisis
Chang, Chuen-Ping
;
Chen, Shi
- In:
Economic modelling
53
(
2016
),
pp. 477-486
Persistent link: https://www.econbiz.de/10011641089
Saved in:
7
Detecting abnormal changes in credit default
swap
spreads using matching-portfolio models
Bertoni, Fabio
;
Lugo, Stefano
- In:
Journal of banking & finance
90
(
2018
),
pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
Saved in:
8
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
9
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
Saved in:
10
The relationship between credit default
swap
spreads, bond yields, and credit rating announcements
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2789-2811
Persistent link: https://www.econbiz.de/10002362016
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