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Understanding credit derivatives and their potential to synthesize riskless assets
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001637887
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Understanding the risk of synthetic CDOs
Gibson, Michael S. - 2004
Persistent link: https://www.econbiz.de/10002117790
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005
Persistent link: https://www.econbiz.de/10003234544
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Credit default swaps
Bomfim, Antúlio N. - 2022 - This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
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An evaluation of bank VAR measures for market risk during and before the financial crisis
O'Brien, James M.; Szerszen, Pawel J. - 2014
Persistent link: https://www.econbiz.de/10010433498
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The swaps strike back : evaluating expectations of one-year inflation
Diercks, Anthony M.; Campbell, Colin; Sharpe, Steven A.; … - 2023
Persistent link: https://www.econbiz.de/10014388456
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Credit derivatives in banking: useful tools for managing risk?
Duffee, Gregory R.; Zhou, Chunsheng - 1997 - [New] version
Persistent link: https://www.econbiz.de/10004376638
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Parameterizing credit risk models with rating data
Carey, Mark S.; Hrycay, Mark - 2000
Persistent link: https://www.econbiz.de/10001527071
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Dimensions of credit risk and their relationship to economic capital requirements
Carey, Mark S. - 2000
Persistent link: https://www.econbiz.de/10001469148
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The simple microanalytics of payments system risk
Gelfand, M. David; Lindsey, David Earl - 1989
Persistent link: https://www.econbiz.de/10000946071