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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~subject:"Kreditrisiko"
~subject:"Theorie"
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Search: subject_exact:"Kreditderivat"
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Kreditrisiko
Theorie
Credit derivative
58
Kreditderivat
58
Credit risk
39
Country risk
17
Länderrisiko
17
Risikoprämie
17
Risk premium
17
Welt
17
World
17
Credit default swaps
15
Derivat
13
Derivative
13
Financial crisis
13
Finanzkrise
13
Yield curve
12
Zinsstruktur
12
Swap
11
EU countries
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EU-Staaten
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Public bond
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Theory
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Volatility
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Volatilität
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Öffentliche Anleihe
9
Estimation
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Schätzung
8
Spillover effect
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Insolvency
7
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7
Credit default swap
6
Emerging economies
6
Schwellenländer
6
Börsenkurs
5
CDS
5
Corporate bond
5
Option pricing theory
5
Optionspreistheorie
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40
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40
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Avino, Davide
2
Batten, Jonathan A.
2
Calice, Giovanni
2
Skinner, Frank S.
2
Stasinakis, Charalampos
2
Wagner, Niklas F.
2
Xu, Yaofei
2
Yan, Cheng
2
Anand, Arsh
1
Apergēs, Nikolaos
1
Ballester, Laura
1
Ballestra, Luca Vincenzo
1
Bekkour, Lamia
1
Benbouzid, Nadia
1
Breitenfellner, Bastian
1
Broto, Carmen
1
Brøgger, Søren Bundgaard
1
Byström, Hans N. E.
1
Casu, Barbara
1
Chalamandaris, George
1
Chan, Ka Kei
1
Chan, Wing Hong
1
Chau, Frankie
1
Chiarella, Carl
1
Chiu, Chih-Chieh
1
Col, Burcin
1
Dodd, Olga
1
Ellen, Saskia ter
1
Fabozzi, Frank J.
1
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1
Gefang, Deborah
1
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1
Han, Bing
1
Han, Chulwoo
1
He, Xue-zhong
1
Headley, Adrian
1
Hsieh, Wen-Liang G.
1
Ioannidis, Christos
1
Ismailescu, Iuliana
1
Jang, Bong-Gyu
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International review of financial analysis
Journal of empirical finance
Journal of banking & finance
44
International journal of theoretical and applied finance
28
The journal of credit risk : published quarterly by Incisive Media
26
The journal of fixed income
26
Journal of financial stability
24
Journal of international financial markets, institutions & money
23
Journal of financial economics
22
Finance research letters
20
Research paper series / Swiss Finance Institute
18
The journal of futures markets
18
ECB Working Paper
16
Journal of international money and finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics
14
Discussion paper
14
Economic modelling
14
Finance and economics discussion series
14
Review of quantitative finance and accounting
14
The European journal of finance
14
NBER Working Paper
13
NBER working paper series
13
The review of financial studies
13
Working paper / National Bureau of Economic Research, Inc.
13
Working paper series / European Central Bank
12
Review of derivatives research
11
SpringerLink / Bücher
11
Discussion paper / Centre for Economic Policy Research
10
International review of economics & finance : IREF
10
Research in international business and finance
10
The journal of corporate finance : contracting, governance and organization
10
Discussion paper / Tinbergen Institute
9
FEDS Working Paper
9
Journal of financial and quantitative analysis : JFQA
9
Quantitative finance
9
Review of finance : journal of the European Finance Association
9
SFB 649 discussion paper
9
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
40
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1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Sustainability and sovereign credit risk
Anand, Arsh
;
Vanpée, Rosanne
;
Lončarski, Igor
- In:
International review of financial analysis
86
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014248645
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
5
Religiosity and sovereign credit quality
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
;
Tu, Anthony H.
- In:
Journal of empirical finance
68
(
2022
),
pp. 84-103
Persistent link: https://www.econbiz.de/10013464440
Saved in:
6
An empirical evaluation of alternative fundamental models of credit spreads
Murphy, Austin
;
Headley, Adrian
- In:
International review of financial analysis
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013411160
Saved in:
7
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
8
Cross-border M&As and credit risk : evidence from the CDS market
Ismailescu, Iuliana
;
Col, Burcin
- In:
Journal of empirical finance
66
(
2022
),
pp. 51-73
Persistent link: https://www.econbiz.de/10013370592
Saved in:
9
Evaluating corporate credit risks in emerging markets
Dodd, Olga
;
Kalimipalli, Madhu
;
Chan, Wing Hong
- In:
International review of financial analysis
73
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803607
Saved in:
10
Bank credit risk events and peers' equity value
Fuertes, Ana María
;
Robles, Maria-Dolores
- In:
International review of financial analysis
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012804022
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