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An empirical study of credit default swaps
Skinner, Frank S.; Díaz Pérez, Antonio - In: The journal of fixed income 13 (2003) 1, pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2001) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon; Lagnado, Ronald - In: The journal of fixed income 11 (2001) 4, pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
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Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania; Maghakian, Arthur; Sharma, Sanjay - In: The journal of fixed income 14 (2004) 3, pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
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CDO and ABS underperformance : a correlation story
Adelson, Mark H. - In: The journal of fixed income 13 (2003) 3, pp. 53-63
Persistent link: https://www.econbiz.de/10001968398
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Pricing multiname default swaps with counterparty risk
Mashal, Roy; Naldi, Marco - In: The journal of fixed income 14 (2005) 4, pp. 5-16
Persistent link: https://www.econbiz.de/10002836045
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A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan; Gürtler, Marc - In: The journal of fixed income 19 (2009/10) 4, pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
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Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N. - In: The journal of fixed income 19 (2009/10) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10003970353
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Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
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Credit default swap auctions and price discovery
Helwege, Jean; Maurer, Samuel; Sarkar, Asani; Wang, Yuan - In: The journal of fixed income 19 (2009/10) 2, pp. 34-42
Persistent link: https://www.econbiz.de/10003893439