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subject:"USA"
~isPartOf:"Journal of financial services research : JFSR"
~subject:"CAPM"
~subject:"Kreditrisiko"
~subject:"Stochastic process"
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Journal of financial services research : JFSR
The journal of futures markets
208
International journal of theoretical and applied finance
98
Journal of banking & finance
87
The journal of finance : the journal of the American Finance Association
53
Journal of financial economics
38
Advances in futures and options research : a research annual
35
Journal of financial and quantitative analysis : JFQA
35
Review of derivatives research
32
The journal of fixed income
32
Applied mathematical finance
31
Quantitative finance
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Finance research letters
26
Energy economics
25
The review of financial studies
25
Journal of mathematical finance
24
Working paper / National Bureau of Economic Research, Inc.
24
International review of financial analysis
23
The journal of computational finance
22
The journal of structured finance
22
European journal of operational research : EJOR
21
Finance and economics discussion series
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of economic dynamics & control
19
International journal of financial engineering
18
Review of futures markets
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance and stochastics
17
International review of economics & finance : IREF
17
Review of quantitative finance and accounting
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SpringerLink / Bücher
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The financial review : the official publication of the Eastern Finance Association
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Working paper
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American journal of agricultural economics
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Annals of finance
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1
Credit value adjustment with market-implied recovery
François, Pascal
;
Jiang, Weiyu
- In:
Journal of financial services research : JFSR
56
(
2019
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10012303112
Saved in:
2
Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Inaba, Kei-Ichiro
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 111-143
Persistent link: https://www.econbiz.de/10012024963
Saved in:
3
New warrant issues valuation with leverage and equity model errors
Simonato, Jean-Guy
- In:
Journal of financial services research : JFSR
47
(
2015
)
2
,
pp. 247-272
Persistent link: https://www.econbiz.de/10011383819
Saved in:
4
The economic consequences of Banks' derivatives use in good times and bad times
Cyree, Ken B.
;
Huang, Pinghsun
;
Lindley, James T.
- In:
Journal of financial services research : JFSR
41
(
2012
)
3
,
pp. 121-144
Persistent link: https://www.econbiz.de/10009631318
Saved in:
5
Credit derivatives and the default risk of large complex financial institutions
Calice, Giovanni
;
Ioannidis, Christos
;
Williams, Julian
- In:
Journal of financial services research : JFSR
42
(
2012
)
1/2
,
pp. 85-107
Persistent link: https://www.econbiz.de/10009714834
Saved in:
6
How much do banks use credit derivatives to hedge loans?
Minton, Bernadette A.
;
Stulz, René
;
Williamson, Rohan
- In:
Journal of financial services research : JFSR
35
(
2009
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003805760
Saved in:
7
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
13
(
1998
)
3
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001250344
Saved in:
8
Derivatives activity at troubled banks
Peek, Joe
- In:
Journal of financial services research : JFSR
12
(
1997
)
2
,
pp. 287-302
Persistent link: https://www.econbiz.de/10001233693
Saved in:
9
Derivative exposure and the interest rate and exchange rate risks of US banks
Choe, Chong-mu
- In:
Journal of financial services research : JFSR
12
(
1997
)
2
,
pp. 267-286
Persistent link: https://www.econbiz.de/10001233694
Saved in:
10
Derivatives, portfolio composition, and bank holding company interest rate risk exposure
Hirtle, Beverly J.
- In:
Journal of financial services research : JFSR
12
(
1997
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10001233696
Saved in:
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