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~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial economics"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Swap"
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Credit
Insolvency
Zinsstruktur
Swap
30
Credit risk
14
Kreditrisiko
14
Credit derivative
11
Kreditderivat
11
Derivat
9
Derivative
9
Theorie
9
Theory
9
Credit default swaps
8
Option pricing theory
7
Optionspreistheorie
7
Yield curve
7
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5
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Aufsatz in Zeitschrift
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12
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12
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Filipović, Damir
2
Tang, Dragon Yongjun
2
Augustin, P.
1
Chernov, Mikhail
1
Danis, András
1
Gamba, Andrea
1
Gan, Liu
1
Gourier, Elise
1
Hattori, Takahiro
1
Javadi, Siamak
1
Leippold, Markus
1
Li, Jay Yin
1
Lloyd, Simon
1
Longstaff, Francis A.
1
Luo, Pengfei
1
Mancini, Loriano
1
Mollagholamali, Mohsen
1
Santa-Clara, Pedro
1
Schmid, L.
1
Schwartz, Eduardo S.
1
Song, Dongho
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Trolle, Anders B.
1
Wang, Sarah Qian
1
Yang, Zhaojun
1
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Finance research letters
Journal of financial economics
International journal of theoretical and applied finance
18
Journal of banking & finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of financial analysis
9
The journal of fixed income
8
The journal of computational finance
7
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The journal of futures markets
6
Applied mathematical finance
5
Journal of international financial markets, institutions & money
5
The journal of finance : the journal of the American Finance Association
5
International journal of financial engineering
4
Quantitative finance
4
Review of finance : journal of the European Finance Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of credit risk : published quarterly by Incisive Media
4
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of economic dynamics & control
3
The journal of corporate finance : contracting, governance and organization
3
Applied financial economics letters
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Economics letters
2
European journal of operational research : EJOR
2
Financial markets and portfolio management
2
Investment management and financial innovations
2
Journal of econometrics
2
Journal of international money and finance
2
Journal of mathematical finance
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Journal of money, credit and banking : JMCB
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Pacific-Basin finance journal
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Research in finance
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ECONIS (ZBW)
12
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1
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
2
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
3
Overnight indexed swap-implied interest rate expectations
Lloyd, Simon
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485496
Saved in:
4
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
Saved in:
5
The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
Saved in:
6
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
7
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
8
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
9
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
Saved in:
10
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
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