//--> //--> //--> //-->
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
type_genre:"Arbeitspapier"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Swap"
~subject:"USA"
~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 derivative"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Swap
USA
Credit derivative
17
Kreditderivat
17
United States
10
Credit risk
6
Kreditrisiko
6
Theorie
5
Theory
5
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Share price
3
Estimation
2
Financial crisis
2
Finanzkrise
2
Insolvency
2
Insolvenz
2
Schätzung
2
Speculation
2
Spekulation
2
Volatility
2
Volatilität
2
Welt
2
World
2
2000-2003
1
2003-2009
1
2003-2010
1
2004-2007
1
2004-2009
1
2005-2009
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
Auslandsinvestition
1
Bank lending
1
Betriebsvermögen
1
Bewertung
1
Bruttoinlandsprodukt
1
CDS
1
Capital market returns
1
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
14
Language
All
English
14
Author
All
Elkamhi, Redouane
2
Jacobs, Kris
2
Anderson, Mike
1
Augustin, Patrick
1
Bai, Jennie
1
Brunetti, Celso
1
Capponi, Agostino
1
Chakraborty, Indraneel
1
Chava, Sudheer
1
Doshi, Hitesh
1
Ericsson, Jan
1
Frei, Christoph
1
Ganduri, Rohan
1
Hilscher, Jens
1
Longstaff, Francis A.
1
Mozumdar, Abon
1
Myers, Brett W.
1
Narayanan, Rajesh
1
Ornthanalai, Chayawat
1
Oviedo, Rodolfo
1
Pan, Xuhui
1
Pollet, Joshua M.
1
Schneider, Paul
1
Sögner, Leopold
1
Tédongap, Roméo
1
Uzmanoglu, Cihan
1
Veza, Tanja
1
Wilson, Mungo
1
Wu, Liuren
1
Yilmaz, Umit
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
The journal of structured finance
23
The journal of fixed income
16
The review of financial studies
16
International journal of theoretical and applied finance
13
The journal of futures markets
13
Journal of banking & finance
10
Finance and economics discussion series
9
Working paper / National Bureau of Economic Research, Inc.
9
International review of economics & finance : IREF
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Journal of financial economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Staff reports / Federal Reserve Bank of New York
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Discussion paper / Centre for Economic Policy Research
6
European financial management : the journal of the European Financial Management Association
6
Finance research letters
6
Review of finance : journal of the European Finance Association
6
Journal of financial stability
5
Review of quantitative finance and accounting
5
SFB 649 discussion paper
5
The journal of finance : the journal of the American Finance Association
5
Applied financial economics
4
Bank of Finland research discussion papers
4
Economic modelling
4
Global finance journal
4
HKIMR working paper
4
Insurance / Mathematics & economics
4
Journal of banking regulation
4
Journal of financial markets
4
Journal of risk finance : the convergence of financial products and insurance
4
Research in international business and finance
4
Research paper series / Swiss Finance Institute
4
Review of derivatives research
4
The European journal of finance
4
The journal of corporate finance : contracting, governance and organization
4
The journal of credit risk : published quarterly by Incisive Media
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit default swaps and lender incentives in bank debt renegotiations
Chakraborty, Indraneel
;
Chava, Sudheer
;
Ganduri, Rohan
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 1911-1942
Persistent link: https://www.econbiz.de/10014365145
Saved in:
2
Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1734-1767
Persistent link: https://www.econbiz.de/10014309627
Saved in:
3
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
4
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
Saved in:
5
Credit default swaps and firm value
Narayanan, Rajesh
;
Uzmanoglu, Cihan
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1227-1259
Persistent link: https://www.econbiz.de/10011930411
Saved in:
6
What drives the commonality between credit default swap spread changes?
Anderson, Mike
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 243-275
Persistent link: https://www.econbiz.de/10011667731
Saved in:
7
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
8
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
Saved in:
9
Are credit default swaps a sideshow? : evidence that information flows from equity to CDS markets
Hilscher, Jens
;
Pollet, Joshua M.
;
Wilson, Mungo
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 543-567
Persistent link: https://www.econbiz.de/10011391417
Saved in:
10
The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane
;
Jacobs, Kris
;
Pan, Xuhui
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->