Narrow search
Showing 1 - 10 of 292
Cover Image
Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neiss, Eric - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
Cover Image
An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto; Brennan, Simon; Marsh, Ian - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
Cover Image
Credit risk in private debt portfolios
Carey, Mark S. - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1363-1387
Persistent link: https://www.econbiz.de/10001247197
Cover Image
Swaps: plain and fanciful
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 831-850
Persistent link: https://www.econbiz.de/10001132041
Cover Image
Interest rate swaps and corporate financing choices
Titman, Sheridan - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1503-1516
Persistent link: https://www.econbiz.de/10001133686
Cover Image
An economic analysis of interest rate swaps
Bicksler, James L. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 645-655
Persistent link: https://www.econbiz.de/10001047822
Cover Image
The default risk of swaps
Cooper, Ian - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
Cover Image
Swap rates and credit quality
Duffie, Darrell - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Cover Image
Should derivatives be privileged in bankruptcy?
Bolton, Patrick; Oehmke, Martin - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
Cover Image
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029