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~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"
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Search: subject:"Credit default swap"
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Credit risk
Credit derivative
92
Kreditderivat
92
Kreditrisiko
59
Risikoprämie
25
Risk premium
25
Financial crisis
22
Finanzkrise
22
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Zhou, Hao
6
Zhu, Haibin
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3
Kiesel, Florian
3
Bomfim, Antúlio N.
2
Darst, R. Matthew
2
Marra, Miriam
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Finance and economics discussion series
Journal of banking & finance
Journal of risk finance : the convergence of financial products and insurance
International journal of theoretical and applied finance
27
Journal of financial stability
24
The journal of fixed income
24
International review of financial analysis
23
Journal of international financial markets, institutions & money
23
The journal of credit risk : published quarterly by Incisive Media
22
Journal of financial economics
21
Finance research letters
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Research paper series / Swiss Finance Institute
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Journal of empirical finance
16
The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The European journal of finance
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Research in international business and finance
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Review of derivatives research
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International review of economics & finance : IREF
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Review of finance : journal of the European Finance Association
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The journal of corporate finance : contracting, governance and organization
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Economics letters
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European financial management : the journal of the European Financial Management Association
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SFB 649 discussion paper
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ECONIS (ZBW)
59
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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
Credit derivatives and corporate default prediction
Ye, Xiaoxia
;
Yu, Fan
;
Zhao, Ran
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013461780
Saved in:
5
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
6
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
7
Does CDS trading affect risk-taking incentives in managerial compensation?
Chen, Jie
;
Leung, Woon Sau
;
Song, Wei
;
Avino, Davide
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463077
Saved in:
8
COVID-19 pandemic and global corporate CDS spreads
Hasan, Iftekhar
;
Marra, Miriam
;
To, Thomas Y.
;
Wu, Eliza
; …
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248238
Saved in:
9
The CDS market reaction to loan renegotiation announcements
Silaghi, Florina
;
Martín Oliver, Alfredo
;
Sewaid, Ahmed
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461755
Saved in:
10
Half-full or half-empty? : financial institutions, CDS use, and corporate credit risk
Caglio, Cecilia
;
Darst, R. Matthew
;
Parolin, Eric
-
2018
-
Current version: January 31, 2018
We construct a novel U.S. data set that matches bank holding company
credit
default
swap
(CDS) positions to detailed U …
Persistent link: https://www.econbiz.de/10011932424
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