//--> //--> //--> //-->
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:"Finance and economics discussion series"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
~subject:"Credit risk"
~type_genre:"Non-commercial literature"
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:"Credit default swap"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Credit derivative
14
Kreditderivat
14
Kreditrisiko
11
USA
7
United States
7
Risikoprämie
5
Risk premium
5
Theorie
5
Theory
5
Swap
4
Corporate bond
3
Derivat
3
Derivative
3
Unternehmensanleihe
3
Yield curve
3
Zinsstruktur
3
Börsenkurs
2
Credit
2
Credit insurance
2
Insolvency
2
Insolvenz
2
Kredit
2
Kreditversicherung
2
Share price
2
2001-2003
1
2001-2007
1
2001-2008
1
2007-2009
1
Allgemeines Gleichgewicht
1
Ankündigungseffekt
1
Announcement effect
1
Ansteckungseffekt
1
Bank
1
Bank lending
1
Bank risk
1
Bankenkrise
1
Banking crisis
1
Bankrisiko
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
47
Aufsatz in Zeitschrift
47
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
11
Author
All
Zhou, Hao
3
Bomfim, Antúlio N.
2
Zhu, Haibin
2
Byun, Kiwoong
1
Darst, R. Matthew
1
Du, Wenxin
1
Gadgil, Salil
1
Gordy, Michael B.
1
Guerrieri, Luca
1
Huang, Xin
1
Ivanov, Ivan T.
1
Kim, Baeho
1
Modugno, Michele
1
Morrison, Alan
1
Oh, Dong Hwan
1
Refayet, Ehraz
1
Santos, João A. C.
1
Vasios, Michalis
1
Vega, Clara
1
Vo, Thu
1
Wang, Hao
1
Wilson, Mungo
1
Zhang, Benjamin Yibin
1
Zhou, Yi
1
Zikes, Filip
1
more ...
less ...
Published in...
All
Finance and economics discussion series
Journal of banking & finance
Journal of risk finance : the convergence of financial products and insurance
Research paper series / Swiss Finance Institute
17
Discussion paper
13
Working paper series / European Central Bank
10
Discussion paper / Tinbergen Institute
8
SFB 649 discussion paper
8
Swiss Finance Institute Research Paper
8
Staff reports / Federal Reserve Bank of New York
7
Working paper series
7
Working papers in economics
7
Discussion papers / CEPR
6
IWH-Diskussionspapiere
6
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Department of Economics discussion paper series / University of Oxford
5
Williams College Economics Department working paper series
5
Working papers / Bank for International Settlements
5
BIS working papers
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Deutsche Bundesbank
4
HKIMR working paper
4
Temi di discussione / Banca d'Italia
4
Working paper / Centre for Financial Research
4
Working papers on finance
4
CFS working paper series
3
IMES discussion paper series / Englische Ausgabe
3
Working paper / Department of Economics, Lund University
3
Working papers
3
DNB working paper
2
DNB working papers
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
2
Discussion papers / Governance and the Efficiency of Economic Systems
2
Discussion papers in economics
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Documentos de trabajo / Banco de España
2
Duisenberg School of Finance policy paper series
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
FEDS Working Paper
2
Fisher College of Business Working Paper
2
Fisher College of Business working paper series
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
Saved in:
2
Credit default swaps
Bomfim, Antúlio N.
-
2022
-
This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
Saved in:
3
The information content of stress test announcements
Guerrieri, Luca
;
Modugno, Michele
-
2021
Persistent link: https://www.econbiz.de/10012438012
Saved in:
4
Counterparty risk and counterparty choice in the
credit
default
swap
market
Du, Wenxin
;
Gadgil, Salil
;
Gordy, Michael B.
;
Vega, Clara
-
2016
trade repository data on single-name
credit
default
swap
(CDS) transactions. We find that counterparty risk has a modest …
Persistent link: https://www.econbiz.de/10011578787
Saved in:
5
Tying loan interest rates to borrowers' CDS spreads
Ivanov, Ivan T.
;
Santos, João A. C.
;
Vo, Thu
-
2014
Persistent link: https://www.econbiz.de/10011280246
Saved in:
6
Identifying contagion in a banking network
Morrison, Alan
;
Vasios, Michalis
;
Wilson, Mungo
;
Zikes, …
-
2017
of
credit
default
swap
(CDS) transactions between banks, we identify bank CDS returns attributable to counterparty losses …
Persistent link: https://www.econbiz.de/10011710164
Saved in:
7
Credit
default
swap
spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
-
2011
Persistent link: https://www.econbiz.de/10009405798
Saved in:
8
Credit default swaps in general equilibrium : spillovers, credit spreads, and endogenous default
Darst, R. Matthew
;
Refayet, Ehraz
-
2016
Persistent link: https://www.econbiz.de/10011500390
Saved in:
9
A framework for assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2009
Persistent link: https://www.econbiz.de/10003911902
Saved in:
10
Explaining
credit
default
swap
spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003234544
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->