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Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne; Louhichi, Wael - In: Research in international business and finance 39 (2017), pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
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Financial risk and financial risk management
Batten, Jonathan A. (ed.);  … - 2002 - 1. ed
Persistent link: https://www.econbiz.de/10001677915
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Deriving value or risk? : determinants and the impact of emerging market banks’ derivative usage
Bazih, Jad H.; Vanwalleghem, Dieter - In: Research in international business and finance 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013267874
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Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj - In: Research in international business and finance 46 (2018), pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
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Debt collateralization and maximal leverage
Gong, Feixue; Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333092
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Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue; Phelan, Gregory - 2019 - This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
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Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
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Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Research in international business and finance 66 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
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Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - 2021 - This version: April 6, 2021
Persistent link: https://www.econbiz.de/10012603945
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Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - 2020 - This version: January 9, 2020
Persistent link: https://www.econbiz.de/10012211898