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~isPartOf:"Journal of financial economics"
~subject:"Credit"
~subject:"Currency derivative"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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Credit
Currency derivative
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Zinsstruktur
Swap
17
Theorie
8
Theory
8
Credit risk
7
Kreditrisiko
7
Credit derivative
6
Kreditderivat
6
Credit default swaps
5
Derivat
5
Derivative
5
Yield curve
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Interest rate derivative
4
Option pricing theory
4
Optionspreistheorie
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Filipović, Damir
2
Tang, Dragon Yongjun
2
Augustin, P.
1
Chernov, Mikhail
1
Danis, András
1
Gamba, Andrea
1
Gourier, Elise
1
Leippold, Markus
1
Li, Jay Yin
1
Longstaff, Francis A.
1
Mancini, Loriano
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Santa-Clara, Pedro
1
Schmid, L.
1
Schwartz, Eduardo S.
1
Song, Dongho
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
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1
Trolle, Anders B.
1
Viswanath-Natraj, Ganesh
1
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Journal of financial economics
International journal of theoretical and applied finance
18
Journal of banking & finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of financial analysis
9
The journal of fixed income
9
Journal of international financial markets, institutions & money
8
Research paper series / Swiss Finance Institute
8
The journal of computational finance
7
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The journal of futures markets
6
Applied mathematical finance
5
Discussion papers / CEPR
5
International review of economics & finance : IREF
5
Staff working papers / Bank of England
5
Swiss Finance Institute Research Paper
5
The journal of finance : the journal of the American Finance Association
5
The journal of financial crises
5
Working papers / The Levy Economics Institute
5
Finance research letters
4
HKIMR working paper
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Quantitative finance
4
Review of finance : journal of the European Finance Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of credit risk : published quarterly by Incisive Media
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / Bank for International Settlements
4
Applied economics letters
3
Finance and economics discussion series
3
Finance and stochastics
3
International journal of finance & economics : IJFE
3
Journal of international money and finance
3
NBER Working Paper
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NBER working paper series
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
2
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
3
The real effects of credit default swaps
Danis, András
;
Gamba, Andrea
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011968759
Saved in:
4
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
5
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:
6
The leverage externalities of credit default swaps
Li, Jay Yin
;
Tang, Dragon Yongjun
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10011590235
Saved in:
7
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:
8
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
9
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
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