//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Yield curve"
~person:"Bouri, Elie"
~person:"Guo, Biao"
~person:"Lovreta, Lidija"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit linked note"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Share price
Volatility
Credit derivative
19
Kreditderivat
19
Credit risk
11
Kreditrisiko
11
Volatilität
10
Estimation
6
Schätzung
6
Börsenkurs
5
Derivat
5
Derivative
5
Risikoprämie
5
Risk premium
5
Credit default swaps
4
Financial crisis
4
Finanzkrise
4
Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Welt
4
World
4
Capital market returns
3
Country risk
3
Emerging economies
3
Implied volatility
3
Kapitalmarktrendite
3
Länderrisiko
3
Schwellenländer
3
Spillover effect
3
Spillover-Effekt
3
CDS
2
Capital income
2
Cointegration
2
Credit default swap (CDS)
2
EU countries
2
EU-Staaten
2
Euro area
2
Eurozone
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Conference paper
1
Konferenzbeitrag
1
Language
All
English
11
Author
All
Bouri, Elie
Guo, Biao
Lovreta, Lidija
Hammoudeh, Shawkat
9
Shahzad, Syed Jawad Hussain
8
Silva, Paulo Pereira da
6
Fonseca, José da
5
Kliber, Agata
5
Park, Yuen Jung
5
Pavlova, Ivelina
5
Benbouzid, Nadia
4
Byström, Hans N. E.
4
DeBoyrie, Maria Eugenia
4
Forte, Santiago
4
Kiesel, Florian
4
Mallick, Sushanta Kumar
4
Naifar, Nader
4
Schiereck, Dirk
4
Xu, Yaofei
4
Augustin, Patrick
3
Avino, Davide
3
Balcilar, Mehmet
3
Cathcart, Lara
3
Chen, Ren-Raw
3
Doshi, Hitesh
3
Fabozzi, Frank J.
3
Jahel, Lina el
3
Lin, Ming-Tsung
3
Martín Marín, José Luis
3
Mayordomo, Sergio
3
Narayan, Paresh Kumar
3
Peña Sánchez de Rivera, Juan Ignacio
3
Pu, Xiaoling
3
Realdon, Marco
3
Shi, Yukun
3
Wang, Xinjie
3
Yan, Cheng
3
Yu, Fan
3
Zhong, Rui
3
Zhong, Zhaodong
3
more ...
less ...
Published in...
All
International review of financial analysis
2
Emerging markets review
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Journal of banking & finance
1
Quantitative finance
1
Research in international business and finance
1
The journal of corporate finance : contracting, governance and organization
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Predictability of risk appetite in Turkey : local versus global factors
Gemici, Eray
;
Gök, Remzi
;
Bouri, Elie
- In:
Emerging markets review
55
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014481075
Saved in:
3
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
4
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:
5
The surface of implied firm's asset volatility
Lovreta, Lidija
;
Silaghi, Florina
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225265
Saved in:
6
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
7
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
8
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
9
Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie
;
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
International review of financial analysis
49
(
2017
),
pp. 155-165
Persistent link: https://www.econbiz.de/10011741285
Saved in:
10
CDS inferred stock volatility
Guo, Biao
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->