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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
42
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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
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ECONIS (ZBW)
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31
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
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32
The credit risk components of a swap portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
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33
Informational efficiency of credit default swap and stock markets : the impact of credit rating announcements
Norden, Lars
;
Weber, Martin
-
2004
Persistent link: https://www.econbiz.de/10002006040
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34
The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars
;
Weber, Martin
-
2004
Persistent link: https://www.econbiz.de/10002434757
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35
Pricing models of equity swaps
Wang, Ming-Chieh
;
Liao, Szu-Lang
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 751-772
Persistent link: https://www.econbiz.de/10001780620
Saved in:
36
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
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37
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
38
Swap rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Saved in:
39
Swaps: plain and fanciful
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 831-850
Persistent link: https://www.econbiz.de/10001132041
Saved in:
40
Interest rate swaps and corporate financing choices
Titman, Sheridan
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1503-1516
Persistent link: https://www.econbiz.de/10001133686
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