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Credit default swaps : a surve...
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The review of financial studies
NYU Working Paper
76
New York University, Leonard N. Stern School Finance Department Working Paper Seires
20
Journal of financial economics
19
Journal of banking & finance
18
SAFE working paper
14
SAFE Working Paper
12
The journal of finance : the journal of the American Finance Association
11
Journal of Banking & Finance
9
European journal of operational research : EJOR
8
Finance research letters
8
Journal of financial and quantitative analysis : JFQA
8
Research paper series / Swiss Finance Institute
8
Discussion papers / CEPR
7
Journal of Financial Economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
CoFE Discussion Paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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European Journal of Operational Research
5
NBER working paper series
5
NYU Stern School of Business
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International journal of production economics
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Journal of Financial and Quantitative Analysis
4
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4
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4
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4
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SAFE Policy Letter
4
SAFE policy letter series
4
The journal of corporate finance : contracting, governance and organization
4
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4
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1
Does the tail wag the dog? : the effect of credit default swaps on credit risk
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2926-2960
Persistent link: https://www.econbiz.de/10010530173
Saved in:
2
Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Saved in:
3
Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
Saved in:
4
Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
Saved in:
5
Credit default swaps around the world
Bartram, Söhnke M.
;
Conrad, Jennifer S.
;
Lee, Jongsub
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2464-2524
Persistent link: https://www.econbiz.de/10013188968
Saved in:
6
Rating shopping catering? : an examination of the response to competitive pressure for CDO credit ratings
Griffin, John M.
;
Nickerson, Jordan
;
Tang, Dragon Yongjun
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2270-2310
Persistent link: https://www.econbiz.de/10010207273
Saved in:
7
Cross-listings and the dynamics between credit and equity returns
Augustin, Patrick
;
Jiao, Feng
;
Sarkissian, Sergei
; …
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 112-154
Persistent link: https://www.econbiz.de/10012135545
Saved in:
8
Ambiguity, volatility, and credit risk
Augustin, Patrick
;
Izhakian, Yehuda
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1618-1672
Persistent link: https://www.econbiz.de/10012198439
Saved in:
9
Pricing and Hedging American Options: A Recursive Integration Method
Huang, Jing-zhi
;
Subrahmanyam, Marti G.
;
Yu, G.George
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10007314673
Saved in:
10
Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics
Ho, Teng-Suan
;
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1125-1152
Persistent link: https://www.econbiz.de/10007336420
Saved in:
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