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~isPartOf:"Finance and economics discussion series"
~person:"Bomfim, Antúlio N."
~person:"Sarkar, Asani"
~person:"Zhou, Hao"
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Credit derivative
6
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Bomfim, Antúlio N.
Sarkar, Asani
Zhou, Hao
Covitz, Daniel M.
10
Passmore, Stuart Wayne
7
Hancock, Diana
6
Harrison, Paul
5
Gibson, Michael S.
4
Han, Song
4
Sharpe, Steven A.
4
Sherlund, Shane M.
4
Zikes, Filip
4
Darst, R. Matthew
3
Kim, Don H.
3
King, Thomas B.
3
Lehnert, Andreas
3
Sack, Brian
3
Wright, Jonathan H.
3
Zhou, Chunsheng
3
Bianchi, Christopher
2
Brunetti, Celso
2
Campbell, Sean D.
2
D'Amico, Stefania
2
Downing, Chris
2
Durham, J. Benson
2
Gilchrist, Simon
2
Gordy, Michael B.
2
Gürkaynak, Refet S.
2
Huh, Yesol
2
Kawano, Laura
2
Kupiec, Paul H.
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Li, Dan
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Modugno, Michele
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2
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2
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2
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Finance and economics discussion series
Staff reports / Federal Reserve Bank of New York
11
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7
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5
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4
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4
The journal of fixed income
3
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ECONIS (ZBW)
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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
Understanding credit derivatives and their potential to synthesize riskless assets
Bomfim, Antúlio N.
-
2001
Persistent link: https://www.econbiz.de/10001637887
Saved in:
3
Counterparty credit risk in interest rate swaps during times of market stress
Bomfim, Antúlio N.
-
2003
Persistent link: https://www.econbiz.de/10001759540
Saved in:
4
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
-
2011
Persistent link: https://www.econbiz.de/10009405798
Saved in:
5
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:
6
Effects of liquidity on the nondefault component of corporate yield spreads : evidence from intraday transactions data
Han, Song
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10003830181
Saved in:
7
Bond risk premia and realized jump volatility
Wright, Jonathan H.
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003827125
Saved in:
8
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:
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