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~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Finanzdienstleistung"
~type:"article"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Finanzdienstleistung
Credit derivative
103
Kreditderivat
103
Credit risk
67
Kreditrisiko
67
Country risk
25
Länderrisiko
25
Theorie
24
Theory
24
Welt
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Derivat
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Derivative
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Financial crisis
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Finanzkrise
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Insolvency
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Insolvenz
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Volatility
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Volatilität
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Credit default swaps
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Swap
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Public bond
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Öffentliche Anleihe
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Börsenkurs
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Share price
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Spillover effect
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Spillover-Effekt
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Credit default swap
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Yield curve
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Zinsstruktur
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Estimation
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Financial services
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Anagnostou, Ioannis
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Barone, Gaia
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Breitenfellner, Bastian
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Cheng, Chiao-ming
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Gavronski, Pedro Gerhardt
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Guo, Nan
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Harju, Antti J.
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Huang, Alex
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Finance research letters
International review of financial analysis
The journal of credit risk : published quarterly by Incisive Media
International journal of theoretical and applied finance
7
Journal of banking & finance
7
Economic modelling
4
Journal of empirical finance
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Mathematics and financial economics
3
Quantitative finance
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Review of finance : journal of the European Finance Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
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International journal of financial engineering
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial intermediation
2
Journal of financial stability
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The European journal of finance
2
The journal of corporate finance : contracting, governance and organization
2
The journal of network theory in finance
2
Accounting horizons : a quarterly publication of the American Accounting Association
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Auditing : a journal of practice & theory
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Decisions in economics and finance : a journal of applied mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and accounting : IJEA
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International journal of economics and financial issues : IJEFI
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International journal of financial research
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International review of economics & finance : IREF
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1
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
2
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014578150
Saved in:
3
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
4
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
5
Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt
;
Ziegelmann, Flavio A.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
Saved in:
6
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
7
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
8
Information risk and credit contagion
Huang, Alex
;
Cheng, Chiao-ming
- In:
Finance research letters
10
(
2013
)
3
,
pp. 116-123
Persistent link: https://www.econbiz.de/10010222898
Saved in:
9
Explaining aggregate credit default swap spreads
Breitenfellner, Bastian
;
Wagner, Niklas F.
- In:
International review of financial analysis
22
(
2012
),
pp. 18-29
Persistent link: https://www.econbiz.de/10010219703
Saved in:
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