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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"The European journal of finance"
~subject:"Financial market regulation"
~subject:"Kreditrisiko"
~subject:"Schätzung"
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Search: subject_exact:"Credit default swap"
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Financial market regulation
Kreditrisiko
Schätzung
Credit derivative
25
Kreditderivat
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Credit risk
20
Swap
9
Theorie
8
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8
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Derivative
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credit default swaps
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Lovreta, Lidija
3
Mayordomo, Sergio
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Cathcart, Lara
2
Jahel, Lina el
2
Kolokolova, Olga
2
Lin, Ming-Tsung
2
Peña Sánchez de Rivera, Juan Ignacio
2
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Ammann, Manuel
1
Arce, Óscar
1
Aussenegg, Wolfgang
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Bedendo, Mascia
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European financial management : the journal of the European Financial Management Association
The European journal of finance
Journal of banking & finance
45
International journal of theoretical and applied finance
27
Journal of financial stability
26
Finance research letters
24
International review of financial analysis
24
Journal of financial economics
24
Journal of international financial markets, institutions & money
24
The journal of fixed income
24
The journal of credit risk : published quarterly by Incisive Media
23
The journal of futures markets
21
Journal of empirical finance
19
Research paper series / Swiss Finance Institute
19
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Journal of international money and finance
16
Economic modelling
15
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
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Discussion paper
14
Review of quantitative finance and accounting
14
Finance and economics discussion series
12
International review of economics & finance : IREF
12
Research in international business and finance
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Working paper / National Bureau of Economic Research, Inc.
12
NBER Working Paper
11
NBER working paper series
11
Review of derivatives research
11
Working paper series / European Central Bank
11
ECB Working Paper
10
Review of finance : journal of the European Finance Association
10
Swiss Finance Institute Research Paper
10
The journal of corporate finance : contracting, governance and organization
10
Economics letters
9
Working paper series
9
Discussion paper / Tinbergen Institute
8
Discussion papers / CEPR
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Journal of financial and quantitative analysis : JFQA
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Journal of financial services research : JFSR
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ECONIS (ZBW)
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1
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
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
The effects of credit default swaps on corporate investment
Hong, Jieying
;
Wang, Na
- In:
The European journal of finance
27
(
2021
)
3
,
pp. 260-277
Persistent link: https://www.econbiz.de/10012424945
Saved in:
4
Short selling disclosure and its impact on CDS spreads
Lleshaj, Denisa
;
Kocian, Jannik
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1117-1150
Persistent link: https://www.econbiz.de/10012609266
Saved in:
5
European arbitrage CLOs and risk retention
Bektic, Demir
;
Hachenberg, Britta
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1791-1803
Persistent link: https://www.econbiz.de/10013373201
Saved in:
6
The impact of the 2011 short-sale ban on financial stability : evidence from the Spanish stock market
Arce, Óscar
;
Mayordomo, Sergio
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 1001-1022
Persistent link: https://www.econbiz.de/10011713407
Saved in:
7
The empirical determinants of credit default swap spreads : a quantile regression approach
Pires, Pedro
;
Pereira, João Pedro
;
Martins, Luís Filipe
- In:
European financial management : the journal of the …
21
(
2015
)
3
,
pp. 556-589
Persistent link: https://www.econbiz.de/10011317990
Saved in:
8
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:
9
Spillovers in risk of financial institutions
Cotter, John
;
Suurlaht, Anita
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1765-1792
Persistent link: https://www.econbiz.de/10012207148
Saved in:
10
Do the stock and CDS markets price credit risk equally in the long-run?
Lovreta, Lidija
;
Mladenović, Zorica
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1699-1726
Persistent link: https://www.econbiz.de/10012259098
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