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isPartOf:"The journal of real estate finance and economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Swaps"
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Swap
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Theorie
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The journal of real estate finance and economics
International review of economics & finance : IREF
Journal of international money and finance
Review of derivatives research
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
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The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
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The journal of futures markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of financial economics
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The journal of computational finance
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Journal of international financial markets, institutions & money
15
European journal of operational research : EJOR
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Finance and stochastics
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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of securities operations & custody
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Applied economics
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Discussion papers / CEPR
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European financial management : the journal of the European Financial Management Association
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Journal of financial and quantitative analysis : JFQA
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The journal of investment compliance
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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International journal of financial engineering
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Journal of financial services research : JFSR
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
68
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1
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
2
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
3
Currency basis term structure, cross-border investment flow, and central bank currency swap agreement
Koyama, Kentaro
;
Takeda, Sumihiro
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 470-482
Persistent link: https://www.econbiz.de/10014246730
Saved in:
4
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
5
Central bank swap arrangements in the COVID-19 crisis
Aizenman, Joshua
;
Ito, Hiro
;
Pasricha, Gurnain Kaur
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433618
Saved in:
6
FX spot and swap market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
Saved in:
7
Could we rely on credit swap hedging as a substitute for insurer blockchain technology involvement?
Lin, Jyh-horng
;
Li, Xuelian
;
Lin, Panpan
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 266-281
Persistent link: https://www.econbiz.de/10013341842
Saved in:
8
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
Saved in:
9
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
10
The impact of China's currency swap lines on bilateral trade
Hao, Kaixuan
;
Han, Liyan
;
Li, (Tony) Wei
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 173-183
Persistent link: https://www.econbiz.de/10013343512
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