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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
~person:"Capponi, Agostino"
~person:"Zhu, Haibin"
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Credit derivative
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Capponi, Agostino
Zhu, Haibin
Kiesel, Florian
4
Norden, Lars
3
Schiereck, Dirk
3
Zhou, Hao
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Hasan, Iftekhar
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Huang, Xin
2
Ismailescu, Iuliana
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Journal of banking & finance
Journal of risk finance : the convergence of financial products and insurance
BIS working papers
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BIS Working Papers
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BIS Working Paper
2
Finance and economics discussion series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Annals of finance
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BIZ-Quartalsbericht
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Counterparty risk for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
Saved in:
2
The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock
;
Zhu, Haibin
- In:
Journal of banking & finance
40
(
2014
),
pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
Saved in:
3
A framework for assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2036-2049
Persistent link: https://www.econbiz.de/10003892198
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