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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Textbook"
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Search: subject_exact:"Collateralized debt obligations"
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Credit derivative
60
Kreditderivat
60
Credit risk
49
Kreditrisiko
49
Theorie
29
Theory
29
Derivat
24
Derivative
24
Swap
19
Credit default swaps
12
Insolvency
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Option pricing theory
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Aufsatz in Zeitschrift
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61
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61
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Brigo, Damiano
4
Jeanblanc, Monique
3
Subrahmanyam, Marti G.
3
Zhong, Zhaodong
3
Augustin, Patrick
2
Bielecki, Tomasz R.
2
Crépey, S.
2
Loon, Yee Cheng
2
Pede, Nicola
2
Tang, Dragon Yongjun
2
Tomio, Davide
2
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2
Abid, Fathi
1
Amiram, Dan
1
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1
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1
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1
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1
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Au, Andrea S.
1
Avdjiev, Stefan
1
Banerjee, Tamal
1
Beaver, William H.
1
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1
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1
Bolton, Patrick
1
Brancati, Emanuele
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1
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1
Cialenco, Igor
1
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1
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1
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International journal of theoretical and applied finance
Journal of financial economics
Journal of banking & finance
66
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Journal of financial stability
35
Finance research letters
34
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
31
Journal of international money and finance
27
The journal of futures markets
26
The review of financial studies
26
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
22
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of financial and quantitative analysis : JFQA
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Research in international business and finance
14
The European journal of finance
14
Economics letters
13
Review of derivatives research
13
The journal of finance : the journal of the American Finance Association
12
European financial management : the journal of the European Financial Management Association
11
Financial stability review : FSR
11
Journal of risk finance : the convergence of financial products and insurance
11
The journal of corporate finance : contracting, governance and organization
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of financial intermediation
10
Journal of financial markets
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Quantitative finance
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Applied financial economics
9
Journal of risk
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Working paper series
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ECONIS (ZBW)
61
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1
On the information content of credit ratings and market-based measures of default risk
Gredil, Oleg R.
;
Kapadia, Nishad
;
Lee, Jung H.
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 172-204
Persistent link: https://www.econbiz.de/10013482171
Saved in:
2
Ripples into waves : trade networks, economic activity, and asset prices
Chang, Jeffery
;
Du, Huancheng
;
Lou, Dong
;
Polk, Christopher
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 217-238
Persistent link: https://www.econbiz.de/10013473735
Saved in:
3
In sickness and in debt : the COVID-19 impact on sovereign credit risk
Augustin, Patrick
;
Sokolovski, Valeri
;
Subrahmanyam, …
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1251-1274
Persistent link: https://www.econbiz.de/10013402171
Saved in:
4
Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang
Wang, Xinjie
;
Wu, Yangru
;
Yan, Hongjun
;
Zhong, Zhaodong
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 545-560
Persistent link: https://www.econbiz.de/10012693688
Saved in:
5
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
6
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
7
Sovereign credit risk and exchange rates : Evidence from CDS quanto spreads
Augustin, Patrick
;
Chernov, Mikhail
;
Song, Dongho
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 129-151
Persistent link: https://www.econbiz.de/10012631074
Saved in:
8
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
9
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
10
CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 593-613
Persistent link: https://www.econbiz.de/10012653113
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