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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~subject:"Option pricing theory"
~subject:"Welt"
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Search: subject_exact:"Credit spread option"
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Option pricing theory
Welt
Credit derivative
87
Kreditderivat
87
Credit risk
64
Kreditrisiko
64
Derivat
27
Derivative
27
Swap
26
Theorie
26
Theory
26
World
22
Country risk
19
Länderrisiko
19
Volatility
17
Volatilität
17
Yield curve
14
Zinsstruktur
14
Credit default swaps
13
Financial crisis
13
Finanzkrise
13
Optionspreistheorie
13
Risikoprämie
13
Risk premium
13
Insolvency
12
Insolvenz
12
Public bond
11
Öffentliche Anleihe
11
Financial services
10
Finanzdienstleistung
10
Stochastic process
10
Stochastischer Prozess
10
Public debt
9
Spillover effect
9
Spillover-Effekt
9
Öffentliche Schulden
9
Börsenkurs
8
CDS
8
Credit insurance
8
Estimation
8
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35
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35
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English
35
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DeBoyrie, Maria Eugenia
4
Pavlova, Ivelina
4
Brigo, Damiano
3
Xu, Yaofei
3
Yan, Cheng
3
Fonseca, José da
2
Hamori, Shigeyuki
2
Li, Jianping
2
Pede, Nicola
2
Shi, Yukun
2
Skinner, Frank S.
2
Stasinakis, Charalampos
2
Sun, Xiaolei
2
Yang, Lu
2
Agiakloglou, Christos N.
1
Aloui, Chaker
1
Anand, Arsh
1
Armstrong, Anthony
1
Banerjee, Tamal
1
Benbouzid, Nadia
1
Bouri, Elie
1
Boussada, Haifa
1
Chege Maina, Samuel
1
Chen, Ding
1
Chen, Wang
1
Chiarella, Carl
1
Consiglio, Andrea
1
Cousot, Laurent
1
Dai, Xingyu
1
Deligiannakis, Emmanouil
1
Feng, Qianqian
1
Garcia, João
1
Ghosh, Mrinal K.
1
Guo, Biao
1
Hammoudeh, Shawkat
1
Heider, Pascal
1
Hellmich, Martin
1
Hkiri, Besma
1
Ho, Kung-Cheng
1
Huang, Wei-Qiang
1
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International journal of theoretical and applied finance
Applied economics
International review of financial analysis
Journal of banking & finance
15
Finance research letters
11
Journal of international money and finance
11
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of financial stability
9
Journal of international financial markets, institutions & money
9
International review of economics & finance : IREF
8
NBER Working Paper
8
NBER working paper series
8
Discussion paper / Centre for Economic Policy Research
6
Journal of empirical finance
6
The journal of futures markets
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Time for a visible hand : lessons from the 2008 world financial crisis
6
Working paper / National Bureau of Economic Research, Inc.
6
ECB Working Paper
5
Economic modelling
5
Energy economics
5
International journal of financial engineering
5
Journal of risk finance : the convergence of financial products and insurance
5
Research in international business and finance
5
SpringerLink / Bücher
5
Working paper series / European Central Bank
5
Working papers / Bank for International Settlements
5
BIS quarterly review : international banking and financial market developments
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Insurance / Mathematics & economics
4
International journal of finance & economics : IJFE
4
Journal of financial economics
4
Journal of mathematical finance
4
Research paper series / Swiss Finance Institute
4
The journal of credit risk : published quarterly by Incisive Media
4
CESifo working papers
3
Computational economics
3
Discussion paper / Deutsche Bundesbank
3
Discussion papers / CEPR
3
Emerging markets review
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ECONIS (ZBW)
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1
Sustainability and sovereign credit risk
Anand, Arsh
;
Vanpée, Rosanne
;
Lončarski, Igor
- In:
International review of financial analysis
86
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014248645
Saved in:
2
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa
;
Prigent, Jean-Luc
;
Soumare, Ibrahima
- In:
Applied economics
55
(
2023
)
1
,
pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
Saved in:
3
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Huang, Wei-Qiang
;
Liu, Peipei
- In:
International review of financial analysis
90
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467568
Saved in:
4
Modeling the global sovereign credit network under climate change
Yang, Lu
;
Hamori, Shigeyuki
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457729
Saved in:
5
Conditional sovereign CDS in market basket risk scenario : a dynamic vine-copula analysis
Wang, Qunwei
;
Liu, Mengmeng
;
Xiao, Ling
;
Dai, Xingyu
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366159
Saved in:
6
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
7
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
8
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
9
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
10
Investigating the behaviour of sovereign risk for Eurozone countries
Agiakloglou, Christos N.
;
Deligiannakis, Emmanouil
; …
- In:
Applied economics
53
(
2021
)
53
,
pp. 6204-6212
Persistent link: https://www.econbiz.de/10012650392
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