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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~subject:"Kointegration"
~subject:"Theorie"
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Kointegration
Theorie
Credit derivative
33
Kreditderivat
33
Credit risk
22
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22
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10
Derivative
10
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10
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10
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Credit default swaps
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Credit default swap
5
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Spillover-Effekt
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International review of economics & finance : IREF
The European journal of finance
International journal of theoretical and applied finance
21
The journal of credit risk : published quarterly by Incisive Media
16
Journal of banking & finance
15
The journal of fixed income
9
Economic modelling
8
Journal of financial economics
8
NBER Working Paper
8
NBER working paper series
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Discussion paper / Centre for Economic Policy Research
7
The Oxford handbook of credit derivatives
7
The review of financial studies
7
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7
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6
Finance research letters
6
Journal of empirical finance
6
Review of derivatives research
6
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Journal of economic dynamics & control
5
Journal of financial and quantitative analysis : JFQA
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Research in international business and finance
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5
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European journal of operational research : EJOR
4
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4
International review of financial analysis
4
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4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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SFB 649 discussion paper
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The journal of corporate finance : contracting, governance and organization
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
9
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1
The effects of credit default swaps on corporate investment
Hong, Jieying
;
Wang, Na
- In:
The European journal of finance
27
(
2021
)
3
,
pp. 260-277
Persistent link: https://www.econbiz.de/10012424945
Saved in:
2
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
3
Credit default swaps and the UK 2008-09 short sales ban
Coakley, Jerry
;
Boonlert Jitmaneeroj
;
Wood, Andrew
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1328-1349
Persistent link: https://www.econbiz.de/10012207099
Saved in:
4
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:
5
Two new equity default swaps with idiosyncratic risk
Yang, Zhaojun
;
Zhang, Chunhong
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 254-273
Persistent link: https://www.econbiz.de/10011542095
Saved in:
6
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:
7
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:
8
Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage
Calice, Giovanni
;
Chen, Jing
;
Williams, Julian M.
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 815-840
Persistent link: https://www.econbiz.de/10010245655
Saved in:
9
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:
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