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~isPartOf:"International review of financial analysis"
~isPartOf:"Working papers / Bank of England"
~subject:"Credit risk"
~subject:"Estimation"
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Credit risk
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24
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10
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International review of financial analysis
Working papers / Bank of England
The journal of fixed income
16
International journal of theoretical and applied finance
14
Journal of banking & finance
13
European financial management : the journal of the European Financial Management Association
8
Finance research letters
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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
Saved in:
4
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
5
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
6
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
7
An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
Calice, Giovanni
;
Ioannidis, Christos
- In:
International review of financial analysis
25
(
2012
),
pp. 117-130
Persistent link: https://www.econbiz.de/10009688129
Saved in:
8
An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
Blanco, Roberto
;
Brennan, Simon
;
Marsh, Ian
-
2004
Persistent link: https://www.econbiz.de/10001910274
Saved in:
9
An empirical analysis of the dynamics relationship between investment-grade bonds and credit default swaps
Blanco, Roberto
(
contributor
);
Brennan, Simon
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001926488
Saved in:
10
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
1
2
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