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~isPartOf:"International review of financial analysis"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Kreditderivat"
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EU-Staaten
Kreditrisiko
Theorie
Credit derivative
35
Kreditderivat
35
Credit risk
20
Welt
12
World
12
Country risk
11
Länderrisiko
11
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9
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7
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Option pricing theory
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Avino, Davide
2
Skinner, Frank S.
2
Stasinakis, Charalampos
2
Wagner, Niklas F.
2
Xu, Yaofei
2
Yan, Cheng
2
Anand, Arsh
1
Apergēs, Nikolaos
1
Benbouzid, Nadia
1
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1
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1
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International review of financial analysis
Journal of banking & finance
48
Journal of financial stability
29
International journal of theoretical and applied finance
28
The journal of credit risk : published quarterly by Incisive Media
28
Finance research letters
26
The journal of fixed income
26
Journal of international financial markets, institutions & money
24
Journal of financial economics
22
Journal of international money and finance
22
Journal of empirical finance
18
The journal of futures markets
18
Economic modelling
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
14
Review of quantitative finance and accounting
14
The European journal of finance
14
The journal of structured finance
14
Review of derivatives research
13
The review of financial studies
13
International review of economics & finance : IREF
12
Research in international business and finance
11
Review of finance : journal of the European Finance Association
11
The journal of corporate finance : contracting, governance and organization
10
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Quantitative finance
9
Computational economics
8
European financial management : the journal of the European Financial Management Association
8
Insurance / Mathematics & economics
8
Journal of financial services research : JFSR
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
International journal of finance & economics : IJFE
7
International journal of financial engineering
7
Journal of economic dynamics & control
7
Journal of financial intermediation
7
Journal of risk and financial management : JRFM
7
Journal of risk finance : the convergence of financial products and insurance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Chen, Wang
;
Ho, Kung-Cheng
;
Lu, Yang
- In:
International review of financial analysis
72
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012437342
Saved in:
8
Dynamics and determinants of credit risk discovery : evidence from CDS and stock markets
Chau, Frankie
;
Han, Chulwoo
;
Shi, Shimeng
- In:
International review of financial analysis
55
(
2018
),
pp. 156-169
Persistent link: https://www.econbiz.de/10012006182
Saved in:
9
The non-monotonic impact of bank size on their default swap spreads : cross-country evidence
Benbouzid, Nadia
;
Leonida, Leone
;
Mallick, Sushanta Kumar
- In:
International review of financial analysis
55
(
2018
),
pp. 226-240
Persistent link: https://www.econbiz.de/10012006193
Saved in:
10
Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
Saved in:
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