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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
Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro
;
Kimura, Herbert
;
Sobreiro, …
- In:
International review of financial analysis
47
(
2016
),
pp. 70-85
Persistent link: https://www.econbiz.de/10011624054
Saved in:
3
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:
4
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:
5
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
6
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:
7
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
Saved in:
8
The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
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9
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
10
An empirical analysis of credit default swaps
Skinner, Frank S.
;
Townend, Timothy G.
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 297-309
Persistent link: https://www.econbiz.de/10001715975
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