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~isPartOf:"Finance research letters"
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Swap
13
Credit risk
7
Kreditrisiko
7
Credit derivative
5
Kreditderivat
5
Derivat
4
Derivative
4
Credit default swaps
3
Geldpolitik
3
Monetary policy
3
Option pricing theory
3
Optionspreistheorie
3
Anleihe
2
Bond
2
Debt maturity
2
Fälligkeit
2
Inflation expectations
2
Inflationserwartung
2
Insolvency
2
Insolvenz
2
Liquidity
2
Liquidität
2
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2
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2
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2
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2
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2
Zinsstruktur
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Aktienmarkt
1
Aktienoption
1
Ansteckungseffekt
1
Arbitrage
1
Asset swap
1
Bank liquidity
1
Bankenkrise
1
Bankenliquidität
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Banking crisis
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Basel Accord
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Basis swap
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12
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13
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13
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English
13
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Ahn, Jungkyu
1
Ahn, Yongkil
1
Amin, Abu
1
Bakoush, Mohamed
1
Chen, Ren-Raw
1
Cheng, Xiaolin
1
Chibane, Messaoud
1
Di Tommaso, Caterina
1
Fabozzi, Frank J.
1
Fu, Jianping
1
Gan, Liu
1
Gerding, Enrico H.
1
Hattori, Takahiro
1
Jain, Pawan
1
Javadi, Siamak
1
Joe, Denis Yongmin
1
Kuhanathan, Ano
1
Lloyd, Simon
1
Luo, Pengfei
1
Mollagholamali, Mohsen
1
Oh, Byungmin
1
Park, Haerang
1
Thornton, John
1
Upadhyay, Arun
1
Wang, Guanying
1
Wang, Xingchun
1
Wang, Yongjin
1
Wolfe, Simon
1
Yang, Zhaojun
1
Yun, Youngjin
1
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Finance research letters
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
20
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Working Paper
14
European journal of operational research : EJOR
13
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of international money and finance
11
Journal of securities operations & custody
11
Applied economics
10
Discussion papers / CEPR
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
The journal of investment compliance
9
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ECONIS (ZBW)
13
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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
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:
4
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:
5
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:
6
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:
7
International spillover of central bank swap lines : evidence from the COVID-19 experience of Korea
Yun, Youngjin
- In:
Finance research letters
43
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014632476
Saved in:
8
Interest rate swaps clearing and systemic risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430949
Saved in:
9
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:
10
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:
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