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~isPartOf:"Journal of financial services research : JFSR"
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Credit derivative
8
Credit risk
8
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Derivative
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Theorie
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Credit default swap
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Ambrosini, Giuseppe
1
Bai, Qing
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Calice, Giovanni
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Cyree, Ken B.
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François, Pascal
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Hasan, Iftekhar
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Huang, Pinghsun
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Inaba, Kei-Ichiro
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Ioannidis, Christos
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Lindley, James T.
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Journal of financial services research : JFSR
Journal of banking & finance
65
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
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
IMF working papers
19
International review of economics & finance : IREF
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
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
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
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Discussion paper / Tinbergen Institute
12
Economics letters
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ECONIS (ZBW)
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1
Credit value adjustment with market-implied recovery
François, Pascal
;
Jiang, Weiyu
- In:
Journal of financial services research : JFSR
56
(
2019
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10012303112
Saved in:
2
Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Inaba, Kei-Ichiro
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 111-143
Persistent link: https://www.econbiz.de/10012024963
Saved in:
3
Optimal portfolios with credit default swaps
Ambrosini, Giuseppe
;
Menoncin, Francesco
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
Saved in:
4
The effects of industry specific and local economic factors on credit default swap spreads : evidence from REITs
Bai, Qing
;
Zhu, Lu
- In:
Journal of financial services research : JFSR
54
(
2018
)
3
,
pp. 293-321
Persistent link: https://www.econbiz.de/10012026526
Saved in:
5
The determinants of global bank credit-default-swap spreads
Hasan, Iftekhar
;
Liu, Liuling
;
Zhang, Gaiyan
- In:
Journal of financial services research : JFSR
50
(
2016
)
3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10011667866
Saved in:
6
The economic consequences of Banks' derivatives use in good times and bad times
Cyree, Ken B.
;
Huang, Pinghsun
;
Lindley, James T.
- In:
Journal of financial services research : JFSR
41
(
2012
)
3
,
pp. 121-144
Persistent link: https://www.econbiz.de/10009631318
Saved in:
7
Credit derivatives and the default risk of large complex financial institutions
Calice, Giovanni
;
Ioannidis, Christos
;
Williams, Julian
- In:
Journal of financial services research : JFSR
42
(
2012
)
1/2
,
pp. 85-107
Persistent link: https://www.econbiz.de/10009714834
Saved in:
8
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
- In:
Journal of financial services research : JFSR
29
(
2006
)
3
,
pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
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