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~isPartOf:"Journal of financial economics"
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A Simple Credit Risk Model wit...
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International review of economics & finance : IREF
Journal of financial economics
The European journal of finance
The journal of futures markets
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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
Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?
Chen, Shi
;
Chang, Chuen-Ping
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 131-141
Persistent link: https://www.econbiz.de/10011572342
Saved in:
3
Demand-supply imbalances in the credit default
swap
market : empirical evidence
Lovreta, Lidija
- In:
The European journal of finance
22
(
2016
)
1/3
,
pp. 28-58
Persistent link: https://www.econbiz.de/10011419936
Saved in:
4
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
5
European asset
swap
spreads and the credit crisis
Aussenegg, Wolfgang
;
Götz, Lukas
;
Jelic, Ranko
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 572-600
Persistent link: https://www.econbiz.de/10011619062
Saved in:
6
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
7
The reaction of European credit default
swap
spreads to the US credit rating downgrade
Blau, Benjamin
;
Roseman, Brian S.
- In:
International review of economics & finance : IREF
34
(
2014
),
pp. 131-141
Persistent link: https://www.econbiz.de/10010533161
Saved in:
8
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
9
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
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10
Covered interest parity with default risk
Csávás, Csaba
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1130-1144
Persistent link: https://www.econbiz.de/10011715322
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