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~isPartOf:"Applied economics"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Working Paper"
~isPartOf:"Working paper"
~subject:"Volatilität"
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Volatilität
Kreditrisiko
285
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279
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127
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120
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86
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85
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62
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Buraschi, Andrea
2
Fonseca, José da
2
Raunig, Burkhard
2
Trojani, Fabio
2
Barone, Gaia
1
Ben-Abdallah, Ramzi
1
Breton, Michèle
1
Böck, Maximilian
1
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1
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1
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1
Heymans, André
1
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1
Kosowski, Robert
1
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1
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1
Porchia, Paolo
1
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1
Wang, Alan T.
1
Wang, Peiming
1
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1
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1
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Institut für Schweizerisches Bankwesen <Zürich>
1
Swiss National Centre of Competence in Research North South <Bern>
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Applied economics
The journal of credit risk : published quarterly by Incisive Media
Working Paper
Working paper
Journal of banking & finance
14
International review of financial analysis
11
Finance research letters
10
International journal of theoretical and applied finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
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Energy economics
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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3
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
2
Impact of QE on European sovereign bond market
Martin, Franck
;
Zhang, Jiangxingyun
-
2017
Persistent link: https://www.econbiz.de/10011712977
Saved in:
3
Economic policy uncertainty and the volatility of sovereign CDS spreads
Raunig, Burkhard
-
2018
Persistent link: https://www.econbiz.de/10011820277
Saved in:
4
A view from outside: sovereign CDS volatility as an Indicator of economic uncertainty
Böck, Maximilian
;
Feldkircher, Martin
;
Raunig, Burkhard
-
2021
Persistent link: https://www.econbiz.de/10012436888
Saved in:
5
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:
6
A joint analysis of market indexes in credit
default
swap, volatility and stock markets
Fonseca, José da
;
Wang, Peiming
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
Saved in:
7
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
8
Measuring the systemic risk transfer from the United States to the South African financial sector
Foggitt, Gregory M.
;
Heymans, André
;
Van Vuuren, Gary
- In:
Applied economics
51
(
2019
)
27
,
pp. 2934-2944
Persistent link: https://www.econbiz.de/10012196765
Saved in:
9
The relationship between counterparty
default
and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
10
Risks of Latin America sovereign debts before and after the financial crisis
Wang, Alan T.
;
Yao, Chengxue
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1665-1676
Persistent link: https://www.econbiz.de/10010412883
Saved in:
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