//--> //--> //-->
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
~isPartOf:"ECB Working Paper"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~person:"Poon, Ser-Huang"
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 spread option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
3
Credit risk
3
Kreditderivat
3
Kreditrisiko
3
Derivat
2
Derivative
2
Swap
2
Yield curve
2
Zinsstruktur
2
CDS spread
1
CDS term structure
1
Convergence
1
Credit default swap
1
Credit default swap (CDS)
1
Credit rating
1
Deep out-of-the-money put option
1
EU countries
1
EU-Staaten
1
Financial services
1
Finanzdienstleistung
1
Kreditwürdigkeit
1
Market segmentation
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Risikoprämie
1
Risk premium
1
Theorie
1
Theory
1
Trading strategy
1
credit rating
1
credit risk
1
liquidity risk
1
systematic factors
1
trading strategy
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Conference paper
1
Konferenzbeitrag
1
Language
All
English
3
Author
All
Poon, Ser-Huang
Scheicher, Martin
4
Calice, Giovanni
3
Kolokolova, Olga
3
Lin, Ming-Tsung
3
Vuillemey, Guillaume
3
Camba-Mendez, Gonzalo
2
Casu, Barbara
2
Kostrzewa, Konrad
2
Lovreta, Lidija
2
Peltonen, Tuomas A.
2
Serwa, Dobromil
2
Alexopoulou, Ioana
1
Andersson, Magnus
1
Aussenegg, Wolfgang
1
Badaoui, Saad
1
Ballester, Laura
1
Ballestra, Luca Vincenzo
1
Bekkour, Lamia
1
Bektic, Demir
1
Berg, Tobias
1
Berndt, Antje
1
Bilan, Andrada
1
Boonlert Jitmaneeroj
1
Boudt, Kris
1
Broto, Carmen
1
Brøgger, Søren Bundgaard
1
Caporin, Massimiliano
1
Cathcart, Lara
1
Chalamandaris, George
1
Chan, Ka Kei
1
Chen, Jing
1
Chiaramonte, Laura
1
Chiarella, Carl
1
Coakley, Jerry
1
Col, Burcin
1
Cotter, John
1
De Fiore, Fiorella
1
Duffie, Darrell
1
Ejsing, Jacob
1
more ...
less ...
Published in...
All
ECB Working Paper
Journal of empirical finance
The European journal of finance
Working papers series / Manchester Business School
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung
;
Kolokolova, Olga
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 136-157
Persistent link: https://www.econbiz.de/10012424932
Saved in:
3
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->