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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Wiley trading series"
~subject:"Credit risk"
~subject:"Optionsgeschäft"
~subject:"Zinsstruktur"
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Credit risk
Optionsgeschäft
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Bomfim, Antúlio N.
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Finance and economics discussion series
Journal of banking & finance
Wiley trading series
International journal of theoretical and applied finance
79
The journal of futures markets
48
Review of derivatives research
34
Applied mathematical finance
31
Journal of financial economics
26
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26
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25
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1
Credit default swaps
Bomfim, Antúlio N.
-
2022
-
This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
Saved in:
2
Shareholder litigation and bank risk
Degl'Innocenti, Marta
;
Fiordelisi, Franco
;
Song, Wei
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248202
Saved in:
3
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:
4
Central clearing and systemic liquidity risk
King, Thomas B.
;
Nesmith, Travis D.
;
Paulson, Anna Louise
; …
-
2020
Persistent link: https://www.econbiz.de/10012388264
Saved in:
5
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:
6
Structural estimation of counterparty credit risk under recovery risk
Castellano, Rosella
;
Corallo, Vincenzo
;
Morelli, Giacomo
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463128
Saved in:
7
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
8
Trading behavior of retail investors in derivatives markets : evidence from Mini options
Li, Yubin
;
Zhao, Chen
;
Zhong, Zhaodong
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256448
Saved in:
9
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
10
Managing counterparty risk in OTC markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
-
2017
Persistent link: https://www.econbiz.de/10011710165
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