//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Quantitative finance"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Swap"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit
Insolvency
Zinsstruktur
Swap
23
Credit risk
10
Kreditrisiko
10
Theorie
8
Theory
8
Credit derivative
7
Derivat
7
Derivative
7
Kreditderivat
7
Yield curve
7
Estimation
6
Schätzung
6
Currency derivative
5
Risikoprämie
5
Risk premium
5
Währungsderivat
5
Financial crisis
4
Finanzkrise
4
Interest rate derivative
4
Zinsderivat
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Credit default swaps
3
Hedging
3
Interest rate parity
3
Korrelation
3
Option pricing theory
3
Optionspreistheorie
3
Risikomanagement
3
Risk management
3
USA
3
United States
3
Zinsparität
3
Arbitrage
2
Credit default swap
2
Cross-currency basis swaps
2
Devisenmarkt
2
Dynamic connectedness
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Stenfors, Alexis
2
Abad, Pilar
1
Anagnostou, I.
1
Bormetti, Giacomo
1
Brigo, Damiano
1
Chatziantoniou, Ioannis
1
David-Pur, Lior
1
Filipović, Damir
1
Francischello, Marco
1
Gabauer, David
1
Galil, Koresh
1
Garlaschelli, D.
1
Hagan, Patrick S.
1
Kandhai, D.
1
Kitapbayev, Yerkin
1
Lesniewski, Andrew
1
Moore, Tomoe
1
Novales, Alfonso
1
Pallavicini, Andrea
1
Rosenboim, Mosi
1
Shapir, Offer Moshe
1
Skoufis, G. E.
1
Squartini, T.
1
Wang, Ping
1
Woodward, Diana E.
1
more ...
less ...
Published in...
All
Journal of international financial markets, institutions & money
Quantitative finance
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
Journal of financial economics
8
Research paper series / Swiss Finance Institute
8
The journal of fixed income
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
The journal of finance : the journal of the American Finance Association
5
Discussion papers / CEPR
4
Finance research letters
4
HKIMR working paper
4
International journal of financial engineering
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 / The Levy Economics Institute
4
Finance and economics discussion series
3
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of economic dynamics & control
3
NBER Working Paper
3
NBER working paper series
3
Staff working papers / Bank of England
3
Swiss Finance Institute Research Paper
3
The journal of corporate finance : contracting, governance and organization
3
Working papers / Bank for International Settlements
3
Applied financial economics letters
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Credit risk models and management
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
2
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
3
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
4
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
5
Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
Saved in:
6
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
7
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1865-1876
Persistent link: https://www.econbiz.de/10012262857
Saved in:
8
The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping
;
Moore, Tomoe
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
Saved in:
9
An error correction factor model of term structure slopes in international swap markets
Abad, Pilar
;
Novales, Alfonso
- In:
Journal of international financial markets, …
15
(
2005
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10002922173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->