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~isPartOf:"Journal of financial economics"
~isPartOf:"Research in international business and finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Textbook"
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Search: subject_exact:"Collateralized debt obligations"
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Credit derivative
44
Kreditderivat
44
Credit risk
31
Kreditrisiko
31
Credit default swaps
12
Theorie
12
Theory
12
Risikoprämie
11
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Aufsatz in Zeitschrift
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44
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English
44
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Subrahmanyam, Marti G.
3
Zhong, Zhaodong
3
Augustin, Patrick
2
Loon, Yee Cheng
2
Tang, Dragon Yongjun
2
Tomio, Davide
2
Wang, Sarah Qian
2
Amiram, Dan
1
Aragon, George O.
1
Arnold, Ivo J. M.
1
Arora, Navneet
1
Ashcraft, Adam B
1
Asquith, Paul
1
Au, Andrea S.
1
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1
Bajaj, Vimmy
1
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1
Beaver, William H.
1
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1
Benmelech, Efraim
1
Bogdanova, Bilyana
1
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1
Boonlert Jitmaneeroj
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Bouri, Elie
1
Brancati, Emanuele
1
Broer, Tobias
1
Chang, Jeffery
1
Chen, Yangyang
1
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Colonnello, Stefano
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1
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1
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1
Du, Huancheng
1
Duffie, Darrell
1
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1
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Journal of financial economics
Research in international business and finance
Journal of banking & finance
66
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Journal of financial stability
35
Finance research letters
34
International journal of theoretical and applied finance
31
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
31
Journal of international money and finance
27
The journal of futures markets
26
The review of financial studies
26
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
22
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of financial and quantitative analysis : JFQA
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
The European journal of finance
14
Economics letters
13
Review of derivatives research
13
The journal of finance : the journal of the American Finance Association
12
European financial management : the journal of the European Financial Management Association
11
Financial stability review : FSR
11
Journal of risk finance : the convergence of financial products and insurance
11
The journal of corporate finance : contracting, governance and organization
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of financial intermediation
10
Journal of financial markets
10
Quantitative finance
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Applied financial economics
9
Journal of risk
9
Working paper series
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ECONIS (ZBW)
44
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1
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
2
European systemic credit risk transmission using Bayesian networks
Ballester, Laura
;
López, Jesúa
;
Pavia, José Manuel
- In:
Research in international business and finance
65
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
Saved in:
3
On the information content of credit ratings and market-based measures of default risk
Gredil, Oleg R.
;
Kapadia, Nishad
;
Lee, Jung H.
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 172-204
Persistent link: https://www.econbiz.de/10013482171
Saved in:
4
Linkage dynamics of sovereign credit risk and financial markets : a bibliometric analysis
Bajaj, Vimmy
;
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Research in international business and finance
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013410769
Saved in:
5
Ripples into waves : trade networks, economic activity, and asset prices
Chang, Jeffery
;
Du, Huancheng
;
Lou, Dong
;
Polk, Christopher
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 217-238
Persistent link: https://www.econbiz.de/10013473735
Saved in:
6
In sickness and in debt : the COVID-19 impact on sovereign credit risk
Augustin, Patrick
;
Sokolovski, Valeri
;
Subrahmanyam, …
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1251-1274
Persistent link: https://www.econbiz.de/10013402171
Saved in:
7
Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang
Wang, Xinjie
;
Wu, Yangru
;
Yan, Hongjun
;
Zhong, Zhaodong
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 545-560
Persistent link: https://www.econbiz.de/10012693688
Saved in:
8
Sovereign credit risk and exchange rates : Evidence from CDS quanto spreads
Augustin, Patrick
;
Chernov, Mikhail
;
Song, Dongho
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 129-151
Persistent link: https://www.econbiz.de/10012631074
Saved in:
9
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
10
Seeking causality between liquidity risk and credit risk : TED-OIS spreads and CDS indexes
Gunay, Samet
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012548552
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