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~isPartOf:"Journal of international financial markets, institutions & money"
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A Simple Credit Risk Model wit...
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Portfolio selection
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51
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Hammoudeh, Shawkat
5
Abad, Pilar
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Chatziantoniou, Ioannis
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Du, Ding
3
Gabauer, David
3
Molyneux, Philip
3
Novales, Alfonso
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Stenfors, Alexis
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Apergēs, Nikolaos
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Asutay, Mehmet
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Journal of international financial markets, institutions & money
Journal of banking & finance
1,018
NBER working paper series
696
Finance research letters
660
Working paper / National Bureau of Economic Research, Inc.
587
European journal of operational research : EJOR
579
Insurance / Mathematics & economics
528
NBER Working Paper
515
International review of financial analysis
411
Journal of financial economics
387
International journal of theoretical and applied finance
350
Management science : journal of the Institute for Operations Research and the Management Sciences
325
Journal of economic dynamics & control
319
Discussion paper / Centre for Economic Policy Research
310
Research paper series / Swiss Finance Institute
303
Risks : open access journal
297
The journal of finance : the journal of the American Finance Association
296
Applied economics
279
International review of economics & finance : IREF
279
Economics letters
269
The journal of asset management
261
Economic modelling
258
Journal of empirical finance
258
The journal of portfolio management : a publication of Institutional Investor
258
The review of financial studies
252
SpringerLink / Bücher
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Quantitative finance
244
Finance and stochastics
243
The European journal of finance
241
Discussion paper / Tinbergen Institute
238
The North American journal of economics and finance : a journal of financial economics studies
231
Journal of financial and quantitative analysis : JFQA
229
Research in international business and finance
226
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Discussion papers / CEPR
222
Journal of risk and financial management : JRFM
221
Applied economics letters
210
Working paper
210
Swiss Finance Institute Research Paper
196
Pacific-Basin finance journal
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ECONIS (ZBW)
216
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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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7
The efficiency of the Estr overnight index
swap
market
Realdon, Marco
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494849
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8
Book-to-market equity, operating risk, and asset correlations : implications for Basel capital requirement
Lee, Shih-cheng
;
Lin, Chien-ting
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 973-989
Persistent link: https://www.econbiz.de/10009582493
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9
Financial institution credit assessment and implications for portfolio managers
Purda, Lynnette
;
Sonmez, Fatma
;
Zhong, Ligang
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011475182
Saved in:
10
Looking through systemic credit risk : determinants, stress testing and market value
Chamizo, Álvaro
;
Novales, Alfonso
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012495683
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