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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~subject:"Kointegration"
~subject:"Schätzung"
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Kointegration
Schätzung
Credit derivative
33
Kreditderivat
33
Credit risk
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10
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Swap
10
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Credit default swaps
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Spillover-Effekt
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financial crisis
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Arakelyan, Armen
1
Badaoui, Saad
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Cathcart, Lara
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Chen, Carl R.
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Fong, Tom
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Guo, Feng
1
Haddou, Samira
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International review of economics & finance : IREF
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
6
NBER working paper series
6
The journal of futures markets
6
Economic modelling
5
International review of financial analysis
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Journal of financial stability
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Review of asset pricing studies
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Review of derivatives research
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SpringerLink / Bücher
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The journal of risk model validation
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Corporate finance and governance
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Essays on the determinants of corporate bond yield spreads
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Journal of East Asian economic integration
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Journal of derivatives & hedge funds
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Journal of economics and finance
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ECONIS (ZBW)
8
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1
The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
M'beirick, Abdallahi
;
Haddou, Samira
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 244-272
Persistent link: https://www.econbiz.de/10014535547
Saved in:
2
Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe
Ters, Kristyna
;
Urban, Jörg
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 123-142
Persistent link: https://www.econbiz.de/10012033352
Saved in:
3
Do the stock and CDS markets price credit risk equally in the long-run?
Lovreta, Lidija
;
Mladenović, Zorica
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1699-1726
Persistent link: https://www.econbiz.de/10012259098
Saved in:
4
Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad
;
Cathcart, Lara
;
Jahel, Lina el
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
Saved in:
5
The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen
;
Rubio, Gonzalo
;
Serrano, Pedro
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
Saved in:
6
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013
Hui, Cho H.
;
Fong, Tom
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 174-190
Persistent link: https://www.econbiz.de/10011573573
Saved in:
7
The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
17
(
2011
)
9/10
,
pp. 851-881
Persistent link: https://www.econbiz.de/10009529136
Saved in:
8
Markets contagion during financial crisis : a regime-switching approach
Guo, Feng
;
Chen, Carl R.
;
Huang, Ying
- In:
International review of economics & finance : IREF
20
(
2011
)
1
,
pp. 95-109
Persistent link: https://www.econbiz.de/10009304198
Saved in:
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