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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
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Swap
41
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Discussion paper / Centre for Economic Policy Research
The journal of finance : the journal of the American Finance Association
The journal of futures markets
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
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24
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24
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15
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
41
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21
Back to the future : futures margins in a future credit default swap index futures market
Byström, Hans N. E.
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
Saved in:
22
Stochastic volatilities and correlations of bond yields
Han, Bing
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
Saved in:
23
Benchmark tipping and the role of the swap market in price discovery
Poskitt, Russell
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 981-1001
Persistent link: https://www.econbiz.de/10003531008
Saved in:
24
Equity swaps in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 893-920
Persistent link: https://www.econbiz.de/10003518527
Saved in:
25
Insider trading in credit derivatives
Acharya, Viral V.
;
Johnson, Tim
-
2005
Persistent link: https://www.econbiz.de/10003096231
Saved in:
26
Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neiss, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
Saved in:
27
An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto
;
Brennan, Simon
;
Marsh, Ian
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
Saved in:
28
Bargaining and sustainability : the Argentine debt SWAP of 2005
Dhillon, Amrita
;
García Fronti, Javier I.
;
Ghosal, Sayantan
-
2005
Persistent link: https://www.econbiz.de/10013424681
Saved in:
29
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
30
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
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