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~isPartOf:"Global finance journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~subject:"Kreditrisiko"
~subject:"Yield curve"
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Search: subject_exact:"Finanzswap"
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Kreditrisiko
Yield curve
Swap
31
Credit risk
16
Credit derivative
13
Kreditderivat
13
Theorie
10
Theory
10
Derivat
9
Derivative
9
USA
8
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Estimation
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Hedging
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Interest rate derivative
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Schätzung
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Zinsderivat
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Insolvency
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Zinsstruktur
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Risiko
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Credit default swap
2
Efficient market hypothesis
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Evaluation
2
Financial crisis
2
Finanzkrise
2
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Option pricing theory
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Andres, Christian
1
Ap Gwilym, Owain
1
Basu, Anup
1
Betzer, André
1
Bhansali, Vineer
1
Bhar, Ramaprasad
1
Byström, Hans N. E.
1
Clements, Adam
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
Hull, John
1
Jarrow, Robert A.
1
Klein, Daniel
1
Lagnado, Ronald
1
Lai, Van Son
1
Lei Meng
1
Liu, Sheen
1
Mashal, Roy
1
Maurer, Samuel
1
Naldi, Marco
1
Nikitina, Elena
1
Rendleman, Richard J.
1
Sarkar, Asani
1
Schwarzkopf, Yonathan
1
Skinner, Frank S.
1
Soumaré, Issouf
1
Tucker, Alan L.
1
Wang, Peipei
1
Wang, Ruolin
1
Wang, Yuan
1
Wei, Jason
1
White, Alan
1
Wise, Mark B.
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Global finance journal
The journal of fixed income
International journal of theoretical and applied finance
22
Journal of banking & finance
16
International review of financial analysis
13
The journal of futures markets
13
Journal of financial economics
10
Journal of international financial markets, institutions & money
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Finance research letters
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Research paper series / Swiss Finance Institute
8
Applied mathematical finance
7
European financial management : the journal of the European Financial Management Association
7
International review of economics & finance : IREF
6
Journal of financial and quantitative analysis : JFQA
6
Quantitative finance
6
Review of derivatives research
6
The journal of credit risk : published quarterly by Incisive Media
6
Finance and economics discussion series
5
HKIMR working paper
5
Review of finance : journal of the European Finance Association
5
Staff reports / Federal Reserve Bank of New York
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of finance : the journal of the American Finance Association
5
Credit risk : models, derivatives, and management
4
Discussion papers / CEPR
4
Economics letters
4
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial markets
4
Journal of mathematical finance
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Research in international business and finance
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Review of quantitative finance and accounting
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Staff working papers / Bank of England
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The journal of real estate finance and economics
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Working papers / The Levy Economics Institute
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ECONIS (ZBW)
20
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Credit default swap auctions and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
9
Credit default swap market determinants
Greatrex, Caitlin Ann
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 18-32
Persistent link: https://www.econbiz.de/10003808955
Saved in:
10
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
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