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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Applied economics"
~subject:"Option pricing theory"
~subject:"Stochastischer Prozess"
~subject:"Welt"
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Option pricing theory
Stochastischer Prozess
Welt
Credit derivative
49
Kreditderivat
49
Credit risk
41
Kreditrisiko
41
Theorie
22
Theory
22
Derivat
18
Derivative
18
Swap
18
Stochastic process
10
World
10
Financial services
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Finanzdienstleistung
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Optionspreistheorie
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Country risk
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Insolvency
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Insolvenz
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Länderrisiko
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Volatility
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Volatilität
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Credit insurance
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Financial crisis
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Finanzkrise
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Kreditversicherung
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Multivariate Verteilung
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Multivariate distribution
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Yield curve
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Zinsstruktur
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Credit default swaps
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International sovereign debt
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Internationale Staatsschulden
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Public bond
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Public debt
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Risk premium
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Öffentliche Anleihe
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English
24
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Brigo, Damiano
3
DeBoyrie, Maria Eugenia
2
Fonseca, José da
2
Jeanblanc, Monique
2
Pavlova, Ivelina
2
Pede, Nicola
2
Agiakloglou, Christos N.
1
Aloui, Chaker
1
Armstrong, Anthony
1
Banerjee, Tamal
1
Boussada, Haifa
1
Chege Maina, Samuel
1
Chiarella, Carl
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Consiglio, Andrea
1
Cousot, Laurent
1
Crépey, S.
1
Deligiannakis, Emmanouil
1
Feng, Qianqian
1
Gapeev, Pavel V.
1
Garcia, João
1
Ghosh, Mrinal K.
1
Hammoudeh, Shawkat
1
Heider, Pascal
1
Hellmich, Martin
1
Hkiri, Besma
1
Ignatieva, Ekaterina
1
Itkin, A.
1
Iyer, Srikanth K.
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Kassberger, Stefan
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Kim, Sung Ik
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Levendorskij, Sergej Z.
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Ng, Leslie
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Nikitopoulos, Christina Sklibosios
1
Petrelli, Andrea
1
Prigent, Jean-Luc
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Psillaki, Maria
1
Rutkowski, Marek
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International journal of theoretical and applied finance
Applied economics
International review of financial analysis
16
Journal of banking & finance
16
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
Economic modelling
8
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 credit risk : published quarterly by Incisive Media
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
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
Review of derivatives research
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
Energy economics
4
Insurance / Mathematics & economics
4
International journal of finance & economics : IJFE
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial economics
4
Journal of mathematical finance
4
Research paper series / Swiss Finance Institute
4
The journal of fixed income
4
Applied mathematical finance
3
CESifo working papers
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ECONIS (ZBW)
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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:
2
Understanding country risk assessment : a historical review
Sun, Xiaolei
;
Feng, Qianqian
;
Li, Jianping
- In:
Applied economics
53
(
2021
)
37
,
pp. 4329-4341
Persistent link: https://www.econbiz.de/10012609758
Saved in:
3
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
Saved in:
4
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
5
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
6
Analysing the link between environmental performance and sovereign credit risk
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
52
(
2020
)
54
,
pp. 5949-5966
Persistent link: https://www.econbiz.de/10012308384
Saved in:
7
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
8
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
9
Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Applied economics
50
(
2018
)
36
,
pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
Saved in:
10
Pricing sovereign contingent convertible debt
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970916
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