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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial economics"
~isPartOf:"Williams College Economics Department working paper series"
~subject:"Derivat"
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Credit Default Swaps as Hedgin...
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Credit derivative
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Gong, Feixue
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International review of economics & finance : IREF
Journal of financial economics
Williams College Economics Department working paper series
International journal of theoretical and applied finance
19
Journal of banking & finance
15
Energy economics
11
International review of financial analysis
11
The journal of futures markets
10
Quantitative finance
9
The journal of credit risk : published quarterly by Incisive Media
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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Economic modelling
6
Finance and stochastics
6
Journal of financial markets
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Research in international business and finance
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The European journal of finance
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The journal of fixed income
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Applied economics letters
4
Department of Economics discussion paper series / University of Oxford
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Finance research letters
4
Insurance / Mathematics & economics
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Journal of empirical finance
4
Journal of financial intermediation
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Journal of financial services research : JFSR
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The Oxford handbook of credit derivatives
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis
Mayordomo, Sergio
;
Rodriguez-Moreno, Maria
;
Peña …
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 171-192
Persistent link: https://www.econbiz.de/10010490426
Saved in:
2
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:
3
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
4
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:
5
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:
6
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Saved in:
7
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
Saved in:
8
Counterparty credit risk and the credit default swap market
Arora, Navneet
;
Gandhi, Priyank
;
Longstaff, Francis A.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10009501396
Saved in:
9
The impact of central clearing on counterparty risk, liquidity, and trading : evidence from the credit default swap market
Loon, Yee Cheng
;
Zhong, Zhaodong
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10010375943
Saved in:
10
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
-
2021
-
This version: April 6, 2021
Persistent link: https://www.econbiz.de/10012603945
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