Narrow search
Showing 1 - 10 of 15
Cover Image
Credit derivatives : instruments, applications, and pricing
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2004
Persistent link: https://www.econbiz.de/10001783706
Cover Image
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
Cover Image
The impact of credit rating announcements on credit default swap spreads
Finnerty, John D.; Miller, Cameron D.; Chen, Ren-Raw - In: Journal of banking & finance 37 (2013) 6, pp. 2011-2030
Persistent link: https://www.econbiz.de/10009741897
Cover Image
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
Cover Image
Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw; Chidambaran, Nemmara; Imerman, Michael B.; … - In: Journal of banking & finance 45 (2014), pp. 117-139
Persistent link: https://www.econbiz.de/10010466618
Cover Image
Credit risk modeling using structural models
Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; … - 2008
Persistent link: https://www.econbiz.de/10003765538
Cover Image
Credit risk modeling using reduced-form models
Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; … - 2008
Persistent link: https://www.econbiz.de/10003765556
Cover Image
Credit default swaps valuation
Chen, Ren-Raw; Fabozzi, Frank J.; O'Kane, Dominic - 2008
Persistent link: https://www.econbiz.de/10003765787
Cover Image
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw; Fabozzi, Frank J.; Pan, Ging-Ging; … - In: The journal of fixed income 16 (2006) 3, pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Cover Image
Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.; Cheng, Xiaolin; Chen, Ren-Raw - In: Finance research letters 4 (2007) 1, pp. 10-18
Persistent link: https://www.econbiz.de/10003442040