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Decomposing European CDS returns
Berndt, Antje; Obreja, Iulian - In: Review of finance : journal of the European Finance … 14 (2010) 2, pp. 189-233
Persistent link: https://www.econbiz.de/10003989544
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Default risk of advanced economies : an empirical analysis of credit default swaps during the financial crisis
Dieckmann, Stephan; Plank, Thomas - In: Review of finance : journal of the European Finance … 16 (2012) 4, pp. 903-934
Persistent link: https://www.econbiz.de/10009681995
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Dynamic interactions between interest-rate and credit risk : theory and evidence on the credit default swap term structure
Chen, Ren-Raw; Cheng, Xiaolin; Wu, Liuren - In: Review of finance : journal of the European Finance … 17 (2013) 1, pp. 403-441
Persistent link: https://www.econbiz.de/10009715216
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Corporate credit risk premia
Berndt, Antje; Douglas, Rohan; Duffie, Darrell; … - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
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Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.; Jacobs, Kris; Jin, Xisong; … - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
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Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz; Yıldızhan, Çelim - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
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Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure; Fouquau, Julien; Portes, Richard - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 363-385
Persistent link: https://www.econbiz.de/10011778601
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Financial sector reform after the subprime crisis : has anything happened?
Schäfer, Alexander; Schnabel, Isabel; Weder, Beatrice - In: Review of finance : journal of the European Finance … 20 (2016) 1, pp. 77-125
Persistent link: https://www.econbiz.de/10011590255
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The impact of credit default swap trading on loan syndication
Streitz, Daniel - In: Review of finance : journal of the European Finance … 20 (2016) 1, pp. 265-286
Persistent link: https://www.econbiz.de/10011590296
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Is tail risk priced in credit default swap premia?
Meine, Christian; Supper, Hendrik; Weiß, Gregor - In: Review of finance : journal of the European Finance … 20 (2016) 1, pp. 287-336
Persistent link: https://www.econbiz.de/10011590586