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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Derivat"
~subject:"Risk premium"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Derivat
Risk premium
Credit derivative
62
Kreditderivat
62
Credit risk
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Al-Own, Bassam
1
Andersson, Andreas
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Apergēs, Nikolaos
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Bansal, Matulya
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Barone, Gaia
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Journal of international financial markets, institutions & money
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
28
International journal of theoretical and applied finance
16
International review of financial analysis
14
Journal of empirical finance
14
Finance research letters
12
Journal of financial stability
12
Research paper series / Swiss Finance Institute
12
The journal of fixed income
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International review of economics & finance : IREF
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international money and finance
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NBER Working Paper
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NBER working paper series
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Economic modelling
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Finance and economics discussion series
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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The journal of futures markets
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Research in international business and finance
7
Review of derivatives research
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The European journal of finance
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Working paper series / European Central Bank
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Applied economics
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ECB Working Paper
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Journal of financial markets
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Journal of mathematical finance
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Journal of economic dynamics & control
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Journal of financial services research : JFSR
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
2
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
3
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
4
CDS spreads and COVID-19 pandemic
Apergēs, Nikolaos
;
Danuletiu, Dan
;
Xu, Bing
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412804
Saved in:
5
A three-factor hazard rate model for single-name credit default swap pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
6
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
7
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
8
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
9
Asset pricing factors and bank CDS spreads
Koutmos, Dimitrios
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 19-41
Persistent link: https://www.econbiz.de/10012127819
Saved in:
10
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
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