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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economics and finance"
~subject:"Schätzung"
~subject:"United States"
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Schätzung
United States
Swap
46
Option pricing theory
23
Optionspreistheorie
23
Derivat
22
Derivative
22
Volatility
22
Volatilität
22
Theorie
18
Theory
18
Credit risk
16
Kreditrisiko
16
Credit derivative
15
Kreditderivat
15
Yield curve
13
Zinsstruktur
13
Stochastic process
12
Stochastischer Prozess
12
Interest rate derivative
8
Zinsderivat
8
Hedging
7
Insolvency
6
Insolvenz
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Interest rate
5
Zins
5
Credit default swap
4
Credit insurance
4
Estimation
4
Kreditversicherung
4
Financial services
3
Finanzdienstleistung
3
Markov chain
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Markov-Kette
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Risikoprämie
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Risk premium
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counterparty risk
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variance swaps
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volatility swaps
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Mateev, Miroslav
2
Almeida, Caio
1
Brigo, Damiano
1
Marinova, Elena P.
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
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International journal of theoretical and applied finance
Journal of economics and finance
Working paper / National Bureau of Economic Research, Inc.
10
The journal of financial crises
8
The journal of fixed income
8
Journal of securities operations & custody
7
The review of financial studies
7
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The journal of finance : the journal of the American Finance Association
6
International review of financial analysis
4
Journal of banking & finance
4
Journal of financial and quantitative analysis : JFQA
4
NBER working paper series
4
Review of derivatives research
4
Applied financial economics
3
BIS working papers
3
European financial management : the journal of the European Financial Management Association
3
Finance and economics discussion series
3
Journal of econometrics
3
Journal of financial economics
3
Journal of financial services research : JFSR
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New England economic review
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Staff reports / Federal Reserve Bank of New York
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Swiss Finance Institute Research Paper
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The journal of futures markets
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The journal of structured finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
BIZ-Quartalsbericht
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Danmarks Nationalbank working papers
2
Derivatives & financial instruments
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Discussion paper / Tinbergen Institute
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Discussion papers / CEPR
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Global finance journal
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Investment management and financial innovations
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Journal of international money and finance
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New political economy
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Open economies review
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ECONIS (ZBW)
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1
Relation between credit default swap spreads and stock prices : a non-linear perspective
Mateev, Miroslav
;
Marinova, Elena P.
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012170980
Saved in:
2
Volatility relation between credit default swap and stock market : new empirical tests
Mateev, Miroslav
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 681-712
Persistent link: https://www.econbiz.de/10012385165
Saved in:
3
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
4
Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Almeida, Caio
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 919-947
Persistent link: https://www.econbiz.de/10002420784
Saved in:
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