Narrow search
Showing 1 - 10 of 771
Cover Image
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
Cover Image
Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?
Chen, Shi; Chang, Chuen-Ping - In: International review of economics & finance : IREF 38 (2015), pp. 131-141
Persistent link: https://www.econbiz.de/10011572342
Cover Image
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.; Li, Lei; Qian, Jun - In: Journal of financial economics 131 (2019) 1, pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Cover Image
The leverage externalities of credit default swaps
Li, Jay Yin; Tang, Dragon Yongjun - In: Journal of financial economics 120 (2016) 3, pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Cover Image
The reaction of European credit default swap spreads to the US credit rating downgrade
Blau, Benjamin; Roseman, Brian S. - In: International review of economics & finance : IREF 34 (2014), pp. 131-141
Persistent link: https://www.econbiz.de/10010533161
Cover Image
Credit default swaps and corporate innovation
Xin, Chang; Chen, Yangyang; Wang, Sarah Qian; Zhang, Kuo; … - In: Journal of financial economics 134 (2019) 2, pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Cover Image
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: Journal of financial economics 124 (2017) 2, pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Cover Image
The real effects of credit default swaps
Danis, András; Gamba, Andrea - In: Journal of financial economics 127 (2018) 1, pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
Cover Image
Special issue on credit risk and credit derivatives
Webb, Robert I. (contributor) - 2004
Persistent link: https://www.econbiz.de/10001850803
Cover Image
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