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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of futures markets"
~subject:"Risikoprämie"
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A Simple Credit Risk Model wit...
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Risikoprämie
Portfolio selection
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Ang, Andrew
2
Bai, Jennie
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Bali, Turan G.
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Gonçalves, Andrei S.
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International review of economics & finance : IREF
Journal of financial economics
The journal of futures markets
Journal of banking & finance
67
International review of financial analysis
33
NBER working paper series
32
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Paper
30
Finance research letters
28
Journal of empirical finance
28
Journal of international financial markets, institutions & money
28
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The North American journal of economics and finance : a journal of financial economics studies
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Pacific-Basin finance journal
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The European journal of finance
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Review of finance : journal of the European Finance Association
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1
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
Saved in:
2
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
Saved in:
3
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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4
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
Saved in:
5
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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6
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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7
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
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8
Forecasting variance
swap
payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
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9
Recovering subjective probability distributions
Yamazaki, Akira
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1234-1263
Persistent link: https://www.econbiz.de/10013287943
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10
Sovereign bond spreads and extra-financial performance : an empirical analysis of emerging markets
Margaretic, Paula
;
Pouget, Sébastien
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 340-355
Persistent link: https://www.econbiz.de/10012034221
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