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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Derivat"
~subject:"Volatilität"
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Search: subject_exact:"Finanzswap"
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Derivat
Volatilität
Swap
30
Theorie
13
Theory
13
Credit risk
9
Kreditrisiko
9
Credit derivative
8
Kreditderivat
8
Yield curve
8
Zinsstruktur
8
Option pricing theory
7
Optionspreistheorie
7
USA
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United States
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Derivative
6
Interest rate derivative
6
Zinsderivat
6
Credit default swaps
5
Insolvency
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CDS
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Filipović, Damir
2
Acharya, Viral V.
1
Aragon, George O.
1
Bolton, Patrick
1
Cenedese, Gino
1
Chen, Yangyang
1
Gourier, Elise
1
Han, Bing
1
Johnson, Tim
1
Larsson, Martin
1
Leippold, Markus
1
Li, Lei
1
Mancini, Loriano
1
Oehmke, Martin
1
Onur, Esen
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Qian, Jun
1
Ranaldo, Angelo
1
Reiffen, David A.
1
Riggs, Lynn
1
Strømberg, Jacob
1
Trolle, Anders B.
1
Vasios, Michalis
1
Wang, Sarah Qian
1
Xin, Chang
1
Zhang, Kuo
1
Zhang, Wenrui
1
Zhu, Haoxiang
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
31
Applied mathematical finance
13
International review of financial analysis
11
The journal of computational finance
11
Journal of banking & finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of fixed income
9
Review of derivatives research
8
The journal of futures markets
8
European journal of operational research : EJOR
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance and stochastics
6
International review of economics & finance : IREF
6
Quantitative finance
6
Research paper series / Swiss Finance Institute
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Finance research letters
5
Journal of econometrics
5
Journal of economic dynamics & control
5
Risks : open access journal
5
The journal of investment compliance
5
Vahlens Kurzlehrbücher
5
Applied economics
4
Computational economics
4
Economic modelling
4
Economics letters
4
Energy economics
4
Finance and economics discussion series
4
Insurance / Mathematics & economics
4
International journal of financial engineering
4
Journal of financial markets
4
Journal of mathematical finance
4
NBER working paper series
4
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
Staff working papers / Bank of England
4
Wiley finance series
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economics letters
3
Bank of England Working Paper
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1
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
2
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
3
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
4
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
5
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
6
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
7
Should derivatives be privileged in bankruptcy?
Bolton, Patrick
;
Oehmke, Martin
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
Saved in:
8
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
9
Insider trading in credit derivatives
Acharya, Viral V.
;
Johnson, Tim
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 110-141
Persistent link: https://www.econbiz.de/10003454985
Saved in:
10
Stochastic volatilities and correlations of bond yields
Han, Bing
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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