//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Global finance journal"
~isPartOf:"Staff working papers / Bank of England"
~isPartOf:"The journal of fixed income"
~language:"eng"
~source:"econis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Finanzswap"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Swap
31
Credit risk
16
Kreditrisiko
16
Credit derivative
13
Kreditderivat
13
Theorie
10
Theory
10
Derivat
9
Derivative
9
USA
8
United States
8
Estimation
5
Hedging
5
Interest rate derivative
5
Schätzung
5
Zinsderivat
5
Insolvency
4
Insolvenz
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Government securities
3
Risiko
3
Risk
3
Share price
3
Staatspapier
3
Volatility
3
Volatilität
3
Bewertung
2
Credit default swap
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Evaluation
2
Financial crisis
2
Finanzkrise
2
Market efficiency
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
31
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
Author
All
Marshall, John F.
2
Rendleman, Richard J.
2
Andres, Christian
1
Ap Gwilym, Owain
1
Apsel, David
1
Asgharian, Hossein
1
Baba, Naohiko
1
Bansal, Vipul K.
1
Basu, Anup
1
Betzer, André
1
Bhansali, Vineer
1
Bhar, Ramaprasad
1
Byström, Hans N. E.
1
Carr, Peter
1
Chang, Jow-ran
1
Chen, Jane
1
Clements, Adam
1
Cogen, Jack
1
Curtillet, Jean-Christophe
1
Delianedis, Gordon
1
Dor, Arik Ben
1
Doumet, Markus
1
Díaz Pérez, Antonio
1
Gargouri, Ayoub
1
Greatrex, Caitlin Ann
1
Guan, Jingling
1
Helwege, Jean
1
Hu, May
1
Hull, John
1
Hung, Mao-Wei
1
Jarrow, Robert A.
1
Karlsson, Sonnie
1
Klein, Daniel
1
Lagnado, Ronald
1
Lai, Van Son
1
Lei Meng
1
Liu, Sheen
1
Madhavan, Vinodh
1
Mashal, Roy
1
Maurer, Samuel
1
more ...
less ...
Published in...
All
Global finance journal
Staff working papers / Bank of England
The journal of fixed income
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
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
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
Finance and stochastics
13
The journal of finance : the journal of the American Finance Association
13
European journal of operational research : EJOR
12
Finance research letters
11
Journal of international money and finance
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
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
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
The journal of investment compliance
9
Applied economics letters
8
Insurance / Mathematics & economics
8
Quantitative finance
8
Economic modelling
7
Energy economics
7
Journal of economic dynamics & control
7
The journal of real estate finance and economics
7
Computational economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Wang, Ruolin
;
Basu, Anup
;
Clements, Adam
- In:
Global finance journal
57
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014479021
Saved in:
2
Cross-market informed trading in the CDS and option markets
Hu, May
;
Park, Jason
;
Chen, Jane
;
Verhoevenc, Peter
- In:
Global finance journal
54
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013470116
Saved in:
3
Measuring changes in credit risk : the case of CDS event studies
Andres, Christian
;
Betzer, André
;
Doumet, Markus
- In:
Global finance journal
49
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012887164
Saved in:
4
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
5
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
6
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
7
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
8
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
9
Implied remaining variance in derivative pricing
Carr, Peter
;
Sun, Jian
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
Saved in:
10
Nonlinearity in investment grade Credit Default Swap (CDS) indices of US and Europe : evidence from BDS and close-returns tests
Madhavan, Vinodh
- In:
Global finance journal
24
(
2013
)
3
,
pp. 266-279
Persistent link: https://www.econbiz.de/10010345899
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->