//--> //--> //-->
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"
~subject:"Derivat"
~subject:"Financial services"
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
Derivat
Financial services
Credit derivative
37
Kreditderivat
37
Credit risk
25
Kreditrisiko
25
Risikoprämie
16
Risk premium
16
EU countries
12
EU-Staaten
12
Country risk
10
Financial crisis
10
Finanzkrise
10
Länderrisiko
10
Welt
10
World
10
Theorie
9
Theory
9
Credit default swaps
8
Euro area
7
Eurozone
7
Public bond
6
Yield curve
6
Zinsstruktur
6
Öffentliche Anleihe
6
Bank
4
Corporate bond
4
Credit insurance
4
Derivative
4
Emerging economies
4
Estimation
4
Kreditversicherung
4
Schwellenländer
4
Schätzung
4
Unternehmensanleihe
4
Bank risk
3
Bankrisiko
3
Collateral
3
Credit default swap
3
Finanzdienstleistung
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Ballestra, Luca Vincenzo
1
Brøgger, Søren Bundgaard
1
Chan, Ka Kei
1
Fabozzi, Frank J.
1
Gefang, Deborah
1
Han, Bing
1
Kolokolova, Olga
1
Koop, Gary
1
Lin, Ming-Tsung
1
Pacelli, Graziella
1
Poon, Ser-Huang
1
Potter, Simon M.
1
Radi, Davide
1
Račev, Svetlozar T.
1
Wang, Dezhong
1
Zhou, Yi
1
more ...
less ...
Published in...
All
ECB Working Paper
Journal of empirical finance
International journal of theoretical and applied finance
19
Journal of banking & finance
18
The journal of credit risk : published quarterly by Incisive Media
13
International review of financial analysis
9
Journal of financial economics
8
Journal of international financial markets, institutions & money
8
Economic modelling
7
Finance research letters
7
Research paper series / Swiss Finance Institute
7
International review of economics & finance : IREF
6
Journal of financial markets
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
6
Finance and economics discussion series
5
Finance and stochastics
5
Journal of financial intermediation
5
Journal of financial stability
5
Journal of mathematical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative finance
5
Review of quantitative finance and accounting
5
SFB 649 discussion paper
5
The journal of fixed income
5
Williams College Economics Department working paper series
5
Applied economics
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper
4
FEDS Working Paper
4
Insurance / Mathematics & economics
4
Journal of financial services research : JFSR
4
Review of derivatives research
4
Review of finance : journal of the European Finance Association
4
The Oxford handbook of credit derivatives
4
Credit derivatives : the definitive guide
3
Discussion paper / Tinbergen Institute
3
Essays on the market structure and pricing of credit derivatives
3
Financial stability review : FSR
3
Global finance journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
3
Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Journal of empirical finance
57
(
2020
),
pp. 107-124
Persistent link: https://www.econbiz.de/10012430444
Saved in:
4
Understanding the term structure of credit default swap spreads
Han, Bing
;
Zhou, Yi
- In:
Journal of empirical finance
31
(
2015
),
pp. 18-35
Persistent link: https://www.econbiz.de/10011489327
Saved in:
5
Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 903-914
Persistent link: https://www.econbiz.de/10009492525
Saved in:
6
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->