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Credit risk
12
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12
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12
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Credit default swaps
7
Derivat
4
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Di Tommaso, Caterina
2
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Bakoush, Mohamed
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Caiazza, Stefano
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Finance research letters
International journal of theoretical and applied finance
48
Journal of banking & finance
35
IMF Staff Country Reports
31
IMF Working Papers
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
International review of financial analysis
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
Journal of financial economics
23
The journal of financial crises
22
The journal of computational finance
21
The journal of futures markets
21
MPRA Paper
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Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Working paper / National Bureau of Economic Research, Inc.
19
Review of derivatives research
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International Journal of Theoretical and Applied Finance (IJTAF)
17
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Research paper series / Swiss Finance Institute
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The European journal of finance
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European journal of operational research : EJOR
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International review of economics & finance : IREF
15
Journal of international money and finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion papers / CEPR
14
Finance and stochastics
14
Staff working papers / Bank of England
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Bundesbank Discussion Paper
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Journal of empirical finance
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ECB Working Paper
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Frankfurt School - Working Paper Series
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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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ECONIS (ZBW)
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1
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
2
Is the fed failing to re-anchor expectations? : an analysis of jumps in inflation
swaps
Chibane, Messaoud
;
Kuhanathan, Ano
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473546
Saved in:
3
CDS, CEO compensation, and firm value
Amin, Abu
;
Jain, Pawan
;
Upadhyay, Arun
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013342196
Saved in:
4
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:
5
The mitigation role of corporate sustainability : evidence from the CDS spread
Caiazza, Stefano
;
Galloppo, Giuseppe
;
La Rosa, Giovanni
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472019
Saved in:
6
Demystifying the US Treasury floating rate note puzzle : a swap market perspective
Ahn, Jungkyu
;
Ahn, Yongkil
- In:
Finance research letters
50
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014245417
Saved in:
7
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:
8
Credit default
swaps
and regulatory capital relief : evidence from European banks
Thornton, John
;
Di Tommaso, Caterina
- In:
Finance research letters
26
(
2018
),
pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
Saved in:
9
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
10
On the interplay between US sectoral CDS, stock and VIX indices : fresh insights from wavelet approaches
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Finance research letters
33
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012430932
Saved in:
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