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The credit risk components of a swap portfolio
Hübner, Georges - In: The journal of futures markets 24 (2004) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
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A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina - In: Economics letters 172 (2018), pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
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Redenomination-risk spillovers in the Eurozone
Borri, Nicola - In: Economics letters 174 (2019), pp. 173-178
Persistent link: https://www.econbiz.de/10012121083
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Special issue on credit risk and credit derivatives
Webb, Robert I. (contributor) - 2004
Persistent link: https://www.econbiz.de/10001850803
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Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide; Vecchiato, Walter - In: The journal of futures markets 24 (2004) 1, pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
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Credit default swaps and risk-shifting
Campello, Murillo; Matta, Rafael - In: Economics letters 117 (2012) 3, pp. 639-641
Persistent link: https://www.econbiz.de/10009679057
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Credit risk management in Greater China
Byström, Hans N. E. - In: The journal of futures markets 28 (2008) 6, pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
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Back to the future : futures margins in a future credit default swap index futures market
Byström, Hans N. E. - In: The journal of futures markets 27 (2007) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
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The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor - In: The journal of futures markets 42 (2022) 3, pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
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Credit default swaps and firm risk
Lin, Hai; Binh Hoang Nguyen; Wang, Junbo; Zhang, Cheng - In: The journal of futures markets 43 (2023) 11, pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924