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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
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The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
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Corporate credit default swap systematic factors
Chan, Ka Kei; Lin, Ming-Tsung; Lu, Qinye - In: The journal of futures markets 44 (2024) 7, pp. 1224-1256
Persistent link: https://www.econbiz.de/10014553983
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Common risk factors in the cross-section of corporate bond returns
Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 131 (2019) 3, pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
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Default risk and stock returns : from a perspective of measurement errors
Yang, Xiaolou; Hu, Yingyao - In: International review of economics & finance : IREF 92 (2024), pp. 1545-1561
Persistent link: https://www.econbiz.de/10014535119
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Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai; Hong, Zhiwu; Su, Ge - In: International review of economics & finance : IREF 91 (2024), pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
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Predicting stock market returns using aggregate credit risk
Li, Tangrong; Sun, Xuchu - In: International review of economics & finance : IREF 88 (2023), pp. 1087-1103
Persistent link: https://www.econbiz.de/10014475096
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Two new equity default swaps with idiosyncratic risk
Yang, Zhaojun; Zhang, Chunhong - In: International review of economics & finance : IREF 37 (2015), pp. 254-273
Persistent link: https://www.econbiz.de/10011542095
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OTC premia
Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - In: Journal of financial economics 136 (2020) 1, pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
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Dynamics of variance risk premium : evidence from India
Sankar, Ganesh; Ramachandran, Shankar; Lukose P. J., Jijo - In: International review of economics & finance : IREF 70 (2020), pp. 321-334
Persistent link: https://www.econbiz.de/10012486796