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Stock options and credit default swaps in risk management
Al-Own, Bassam; Minhat, Marizah; Gao, Simon S. - In: Journal of international financial markets, … 53 (2018), pp. 200-214
Persistent link: https://www.econbiz.de/10011983854
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Is default risk priced equally fast in the credit default swap and the stock markets? : an empirical investigation
Tolikas, Konstantinos; Topaloglou, Nikolas - In: Journal of international financial markets, … 51 (2017), pp. 39-57
Persistent link: https://www.econbiz.de/10011896287
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The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 22 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
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Macro risk factors of credit default swap indices in a regime-switching framework
Kam Fong Chan; Marsden, Alastair - In: Journal of international financial markets, … 29 (2014), pp. 285-308
Persistent link: https://www.econbiz.de/10010412144
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A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng; Verousis, Thanos; Ap Gwilym, Owain - In: Journal of international financial markets, … 24 (2013), pp. 139-152
Persistent link: https://www.econbiz.de/10009726431
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Deviations from covered interest parity in the emerging markets after the global financial crisis
Geyikçi, Utku Bora; Özyıldırım, Süheyla - In: Journal of international financial markets, … 85 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014433228
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The efficiency of the buy-write strategy : evidence from Australia
Mugwagwa, Tafadzwa; Ramiah, Vikash; Naughton, Tony; … - In: Journal of international financial markets, … 22 (2012) 2, pp. 305-328
Persistent link: https://www.econbiz.de/10009581699
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Market risks that change US-European equity correlations
Sarwar, Ghulam - In: Journal of international financial markets, … 83 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
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Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis - In: Journal of international financial markets, … 54 (2018), pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
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Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki; Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of international financial markets, … 22 (2012) 2, pp. 381-394
Persistent link: https://www.econbiz.de/10009581695